2396 lines
53 KiB
Plaintext
2396 lines
53 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Class
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// -------------------------------------------------
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// Name: XCX121XKIPoiDetector ...
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// Description: X121XKI POI Detector Class ...
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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://saherelm.ir"
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#property version "1.00"
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#property description "SaherElm X121XKI POI Detector Class"
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#property strict
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//
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// Imports ...
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#include "../../Classes/x-saherelm.base.class.mq5"
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#include "../../Classes/x-saherelm.x-bar.analyser.class.mq5"
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#include "../../Classes/x-saherelm.x-market.pattern.class.mq5"
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#include "../../Helpers/x-saherelm.x121.xki.helper.mq5"
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#include "../Classes/x-saherelm.x121.xki.parser.class.mq5"
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//
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// Definitions ...
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//
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// Implementation ...
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class XCX121XKIPOIDetector : public XCMarketPatternDetector
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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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// Props ...
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//
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string symbol;
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ENUM_TIMEFRAMES period;
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//
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XCBarAnalyser *barAnalyser; // Bar Analyser ...
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XCX121XKIHelper *kiHelper; // X121XKI Helper ...
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XCX121XKIHelperParser *kiParser; // X121XKI Helper Parser ...
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//
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// Constructor ...
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XCX121XKIPOIDetector(
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XCX121XKIHelper *_kiHelper,
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XCX121XKIHelperParser *_kiParser //
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) : XCMarketPatternDetector()
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{
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//
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barAnalyser = new XCBarAnalyser();
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kiHelper = _kiHelper;
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kiParser = _kiParser;
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//
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symbol = kiHelper.GetSymbol();
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period = kiHelper.GetPeriod();
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}
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//
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// Deconstructor ...
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~XCX121XKIPOIDetector()
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{
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Destroy();
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}
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//
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// Actions and Tools ...
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// #region POI Detectors ...
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bool NearestKIFastBullish(
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int &index,
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int barIndex = 0,
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int loopback = 50 //
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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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index = -1;
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//
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// Normalize ...
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barIndex = kiParser.NormalizeBarIndex(barIndex);
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//
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// Loop Back ...
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bool isPassed = false;
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for (int i = barIndex; i < barIndex + loopback; i++)
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{
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//
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isPassed = kiParser.IsKIFastBullish(i);
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if (isPassed)
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{
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//
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index = i;
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break;
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}
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}
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//
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result = IsValidIndex(index);
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//
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return result;
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}
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bool NearestKIFastBearish(
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int &index,
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int barIndex = 0,
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int loopback = 50 //
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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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index = -1;
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//
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// Normalize ...
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barIndex = kiParser.NormalizeBarIndex(barIndex);
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//
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// Loop Back ...
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bool isPassed = false;
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for (int i = barIndex; i < barIndex + loopback; i++)
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{
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//
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isPassed = kiParser.IsKIFastBearish(i);
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if (isPassed)
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{
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//
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index = i;
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break;
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}
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}
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//
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result = IsValidIndex(index);
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//
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return result;
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}
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bool NearestKIFastSwitchedToBullish(
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int &index,
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int barIndex = 0,
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int loopback = 50 //
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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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index = -1;
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//
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// Normalize ...
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barIndex = kiParser.NormalizeBarIndex(barIndex);
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//
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// Loop Back ...
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bool isPassed = false;
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for (int i = barIndex; i < barIndex + loopback; i++)
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{
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//
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isPassed = kiParser.IsKIFastSwitchedToBullish(i);
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if (isPassed)
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{
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//
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index = i;
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break;
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}
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}
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//
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result = IsValidIndex(index);
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//
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return result;
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}
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bool NearestKIFastSwitchedToBearish(
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int &index,
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int barIndex = 0,
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int loopback = 50 //
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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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index = -1;
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//
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// Normalize ...
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barIndex = kiParser.NormalizeBarIndex(barIndex);
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//
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// Loop Back ...
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bool isPassed = false;
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for (int i = barIndex; i < barIndex + loopback; i++)
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{
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//
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isPassed = kiParser.IsKIFastSwitchedToBearish(i);
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if (isPassed)
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{
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//
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index = i;
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break;
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}
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}
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//
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result = IsValidIndex(index);
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//
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return result;
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}
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bool NearestKISlowBullish(
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int &index,
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int barIndex = 0,
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int loopback = 50 //
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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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index = -1;
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//
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// Normalize ...
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barIndex = kiParser.NormalizeBarIndex(barIndex);
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//
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// Loop Back ...
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bool isPassed = false;
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for (int i = barIndex; i < barIndex + loopback; i++)
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{
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//
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isPassed = kiParser.IsKISlowBullish(i);
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if (isPassed)
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{
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//
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index = i;
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break;
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}
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}
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//
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result = IsValidIndex(index);
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//
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return result;
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}
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bool NearestKISlowBearish(
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int &index,
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int barIndex = 0,
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int loopback = 50 //
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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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index = -1;
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//
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// Normalize ...
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barIndex = kiParser.NormalizeBarIndex(barIndex);
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//
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// Loop Back ...
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bool isPassed = false;
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for (int i = barIndex; i < barIndex + loopback; i++)
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{
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//
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isPassed = kiParser.IsKISlowBearish(i);
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if (isPassed)
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{
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//
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index = i;
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break;
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}
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}
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//
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result = IsValidIndex(index);
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//
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return result;
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}
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bool NearestKISlowSwitchedToBullish(
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int &index,
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int barIndex = 0,
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int loopback = 50 //
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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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index = -1;
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//
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// Normalize ...
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barIndex = kiParser.NormalizeBarIndex(barIndex);
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//
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// Loop Back ...
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bool isPassed = false;
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for (int i = barIndex; i < barIndex + loopback; i++)
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{
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//
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isPassed = kiParser.IsKISlowSwitchedToBullish(i);
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if (isPassed)
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{
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//
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index = i;
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break;
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}
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}
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//
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result = IsValidIndex(index);
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//
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return result;
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}
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bool NearestKISlowSwitchedToBearish(
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int &index,
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int barIndex = 0,
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int loopback = 50 //
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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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index = -1;
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//
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// Normalize ...
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barIndex = kiParser.NormalizeBarIndex(barIndex);
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//
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// Loop Back ...
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bool isPassed = false;
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for (int i = barIndex; i < barIndex + loopback; i++)
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{
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//
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isPassed = kiParser.IsKISlowSwitchedToBearish(i);
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if (isPassed)
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{
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//
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index = i;
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break;
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}
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}
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//
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result = IsValidIndex(index);
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//
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return result;
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}
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// #endregion
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// #region Detectors ...
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bool IsPOI(
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ENUM_X_DIRECTION &forDir,
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int barIndex = 0 //
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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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// Normalize ...
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forDir = X_DIRECTION_NONE;
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barIndex = kiParser.NormalizeBarIndex(barIndex);
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//
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bool isBullish = IsBullishPOI(barIndex);
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bool isBearish = IsBearishPOI(barIndex);
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result = isBullish || 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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forDir =
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isBullish
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? X_DIRECTION_BULLISH
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: isBearish
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? X_DIRECTION_BEARISH
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: X_DIRECTION_NONE;
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result = HasDirection(forDir);
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//
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return result;
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}
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bool IsBullishPOI(int barIndex = 0)
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{
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//
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bool result = false;
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//
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barIndex = kiParser.NormalizeBarIndex(barIndex);
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//
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result = kiParser.IsTrendBullish(barIndex) &&
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kiParser.IsRSIBullish(barIndex);
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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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// Add candlestick confirmation ...
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XOHCL bar;
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result = result &&
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bar.Init(symbol, period, barIndex);
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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 = result &&
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HasCandlestickDirection(
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bar,
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X_DIRECTION_BULLISH //
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);
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//
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bar.Clean();
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//
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return result;
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}
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bool IsBearishPOI(int barIndex = 0)
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{
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//
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bool result = false;
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//
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barIndex = kiParser.NormalizeBarIndex(barIndex);
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//
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result = kiParser.IsTrendBearish(barIndex) &&
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kiParser.IsRSIBearish(barIndex);
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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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// Add candlestick confirmation ...
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XOHCL bar;
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result = result &&
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bar.Init(symbol, period, barIndex);
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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 = result &&
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HasCandlestickDirection(
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bar,
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X_DIRECTION_BEARISH //
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);
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//
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bar.Clean();
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//
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return result;
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}
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bool IsBreakoutPOI(
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ENUM_X_DIRECTION &forDir,
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int barIndex = 0 //
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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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// Normalize ...
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forDir = X_DIRECTION_NONE;
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barIndex = kiParser.NormalizeBarIndex(barIndex);
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//
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bool isBullish = IsBullishBreakoutPOI(barIndex);
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bool isBearish = IsBearishBreakoutPOI(barIndex);
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result = isBullish || 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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forDir =
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isBullish
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? X_DIRECTION_BULLISH
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: isBearish
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? X_DIRECTION_BEARISH
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: X_DIRECTION_NONE;
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result = HasDirection(forDir);
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//
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return result;
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}
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bool IsBullishBreakoutPOI(int barIndex = 0)
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{
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//
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bool result = false;
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//
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barIndex = kiParser.NormalizeBarIndex(barIndex);
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//
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result = kiParser.IsBullishBreakout(barIndex);
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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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// Add candlestick confirmation ...
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XOHCL bar;
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result = result &&
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bar.Init(symbol, period, barIndex);
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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 = result &&
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HasCandlestickDirection(
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bar,
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X_DIRECTION_BULLISH //
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);
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//
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bar.Clean();
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//
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return result;
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}
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bool IsBearishBreakoutPOI(int barIndex = 0)
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{
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//
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bool result = false;
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//
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barIndex = kiParser.NormalizeBarIndex(barIndex);
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//
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result = kiParser.IsBearishBreakout(barIndex);
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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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// Add candlestick confirmation ...
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XOHCL bar;
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result = result &&
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bar.Init(symbol, period, barIndex);
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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 = result &&
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HasCandlestickDirection(
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bar,
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X_DIRECTION_BEARISH //
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);
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//
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bar.Clean();
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//
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return result;
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}
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|
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bool IsReversalPOI(
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ENUM_X_DIRECTION &forDir,
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int barIndex = 0 //
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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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// Normalize ...
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forDir = X_DIRECTION_NONE;
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barIndex = kiParser.NormalizeBarIndex(barIndex);
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//
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bool isBullish = IsBullishReversalPOI(barIndex);
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bool isBearish = IsBearishReversalPOI(barIndex);
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result = isBullish || 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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forDir =
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isBullish
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? X_DIRECTION_BULLISH
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: isBearish
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? X_DIRECTION_BEARISH
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: X_DIRECTION_NONE;
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result = HasDirection(forDir);
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//
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return result;
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}
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bool IsBullishReversalPOI(int barIndex = 0)
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{
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//
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bool result = false;
|
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//
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barIndex = kiParser.NormalizeBarIndex(barIndex);
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|
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//
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result = kiParser.IsBullishReversal(barIndex);
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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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// Add candlestick confirmation ...
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XOHCL bar;
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result = result &&
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bar.Init(symbol, period, barIndex);
|
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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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result = result &&
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HasCandlestickDirection(
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bar,
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X_DIRECTION_BULLISH //
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);
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//
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bar.Clean();
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//
|
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return result;
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}
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|
|
bool IsBearishReversalPOI(int barIndex = 0)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
barIndex = kiParser.NormalizeBarIndex(barIndex);
|
|
|
|
//
|
|
result = kiParser.IsBearishReversal(barIndex);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Add candlestick confirmation ...
|
|
XOHCL bar;
|
|
result = result &&
|
|
bar.Init(symbol, period, barIndex);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = result &&
|
|
HasCandlestickDirection(
|
|
bar,
|
|
X_DIRECTION_BEARISH //
|
|
);
|
|
|
|
//
|
|
bar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsContinuationPOI(
|
|
ENUM_X_DIRECTION &forDir,
|
|
int barIndex = 0 //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Normalize ...
|
|
forDir = X_DIRECTION_NONE;
|
|
barIndex = kiParser.NormalizeBarIndex(barIndex);
|
|
|
|
//
|
|
bool isBullish = IsBullishContinuationPOI(barIndex);
|
|
bool isBearish = IsBearishContinuationPOI(barIndex);
|
|
result = isBullish || isBearish;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
forDir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: isBearish
|
|
? X_DIRECTION_BEARISH
|
|
: X_DIRECTION_NONE;
|
|
result = HasDirection(forDir);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsBullishContinuationPOI(int barIndex = 0)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
barIndex = kiParser.NormalizeBarIndex(barIndex);
|
|
|
|
//
|
|
result = kiParser.IsTrendStrongBullish(barIndex);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Add candlestick confirmation ...
|
|
XOHCL bar;
|
|
ENUM_X_DIRECTION dir;
|
|
result = result &&
|
|
bar.Init(symbol, period, barIndex);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL swingBar;
|
|
result = result &&
|
|
IsFlagPattern(bar, dir, swingBar) &&
|
|
IsXBullish(dir);
|
|
|
|
//
|
|
bar.Clean();
|
|
swingBar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsBearishContinuationPOI(int barIndex = 0)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
barIndex = kiParser.NormalizeBarIndex(barIndex);
|
|
|
|
//
|
|
result = kiParser.IsTrendStrongBearish(barIndex);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Add candlestick confirmation ...
|
|
XOHCL bar;
|
|
ENUM_X_DIRECTION dir;
|
|
result = result &&
|
|
bar.Init(symbol, period, barIndex);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL swingBar;
|
|
result = result &&
|
|
IsFlagPattern(bar, dir, swingBar) &&
|
|
IsXBearish(dir);
|
|
|
|
//
|
|
bar.Clean();
|
|
swingBar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsExhaustionPOI(
|
|
ENUM_X_DIRECTION &forDir,
|
|
int barIndex = 0 //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Normalize ...
|
|
forDir = X_DIRECTION_NONE;
|
|
barIndex = kiParser.NormalizeBarIndex(barIndex);
|
|
|
|
//
|
|
bool isBullish = IsBullishExhaustionPOI(barIndex);
|
|
bool isBearish = IsBearishExhaustionPOI(barIndex);
|
|
result = isBullish || isBearish;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
forDir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: isBearish
|
|
? X_DIRECTION_BEARISH
|
|
: X_DIRECTION_NONE;
|
|
result = HasDirection(forDir);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsBullishExhaustionPOI(int barIndex = 0)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
barIndex = kiParser.NormalizeBarIndex(barIndex);
|
|
|
|
//
|
|
bool isTrendOk = kiParser.IsTrendStrongBullish(barIndex);
|
|
bool isRSIOk = kiParser.IsRSIOverbought(barIndex);
|
|
result = isTrendOk && isRSIOk;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Add candlestick confirmation ...
|
|
XOHCL bar;
|
|
result = result &&
|
|
bar.Init(symbol, period, barIndex);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = result &&
|
|
HasCandlestickDirection(
|
|
bar,
|
|
X_DIRECTION_BEARISH //
|
|
);
|
|
|
|
//
|
|
bar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsBearishExhaustionPOI(int barIndex = 0)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
barIndex = kiParser.NormalizeBarIndex(barIndex);
|
|
|
|
//
|
|
bool isTrendOk = kiParser.IsTrendStrongBearish(barIndex);
|
|
bool isRSIOk = kiParser.IsRSIOversold(barIndex);
|
|
result = isTrendOk && isRSIOk;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Add candlestick confirmation ...
|
|
XOHCL bar;
|
|
result = result &&
|
|
bar.Init(symbol, period, barIndex);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = result &&
|
|
HasCandlestickDirection(
|
|
bar,
|
|
X_DIRECTION_BULLISH //
|
|
);
|
|
|
|
//
|
|
bar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsTrendExhaustedPOI(
|
|
ENUM_X_DIRECTION &forDir,
|
|
int barIndex = 0 //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Normalize ...
|
|
forDir = X_DIRECTION_NONE;
|
|
barIndex = kiParser.NormalizeBarIndex(barIndex);
|
|
|
|
//
|
|
bool isBullish = IsBullishTrendExhaustedPOI(barIndex);
|
|
bool isBearish = IsBearishTrendExhaustedPOI(barIndex);
|
|
result = isBullish || isBearish;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
forDir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: isBearish
|
|
? X_DIRECTION_BEARISH
|
|
: X_DIRECTION_NONE;
|
|
result = HasDirection(forDir);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsBullishTrendExhaustedPOI(int barIndex = 0)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
barIndex = kiParser.NormalizeBarIndex(barIndex);
|
|
|
|
//
|
|
// Trend was strong in last 3 bars ...
|
|
bool isTrendOk = kiParser.IsTrendStrongBullish(barIndex + 1);
|
|
for (int i = 1; i <= 3; i++)
|
|
{
|
|
//
|
|
if (kiParser.IsTrendStrongBullish(barIndex + i))
|
|
{
|
|
isTrendOk = true;
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
// RSI rolling over from overbought ...
|
|
double rsiNow = kiHelper.GetRSI(barIndex);
|
|
double rsiPrev = kiHelper.GetRSI(barIndex + 1);
|
|
bool rsiFlip = (rsiPrev > 70 && rsiNow < rsiPrev);
|
|
bool isRSIOk = rsiFlip || kiParser.IsRSIOverbought(barIndex);
|
|
|
|
//
|
|
bool volCooling = kiHelper.GetATR(barIndex) <= kiHelper.GetATRSmoothed(barIndex) * 1.05;
|
|
bool isVolatilityOk = volCooling || kiParser.IsVolatilityLow(barIndex);
|
|
|
|
//
|
|
result = isRSIOk &&
|
|
isTrendOk &&
|
|
isVolatilityOk;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Add candlestick confirmation ...
|
|
XOHCL bar;
|
|
result = result &&
|
|
bar.Init(symbol, period, barIndex);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = result &&
|
|
HasCandlestickDirection(
|
|
bar,
|
|
X_DIRECTION_BEARISH //
|
|
);
|
|
|
|
//
|
|
bar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsBearishTrendExhaustedPOI(int barIndex = 0)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
barIndex = kiParser.NormalizeBarIndex(barIndex);
|
|
|
|
//
|
|
bool isTrendOk = kiParser.IsTrendStrongBearish(barIndex + 1);
|
|
for (int i = 1; i <= 3; i++)
|
|
{
|
|
//
|
|
if (kiParser.IsTrendStrongBearish(barIndex + i))
|
|
{
|
|
isTrendOk = true;
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
// RSI rolling over from overbought ...
|
|
double rsiNow = kiHelper.GetRSI(barIndex);
|
|
double rsiPrev = kiHelper.GetRSI(barIndex + 1);
|
|
bool rsiFlip = (rsiPrev < 30 && rsiNow > rsiPrev);
|
|
bool isRSIOk = rsiFlip || kiParser.IsRSIOversold(barIndex);
|
|
|
|
//
|
|
bool volCooling = kiHelper.GetATR(barIndex) <= kiHelper.GetATRSmoothed(barIndex) * 1.05;
|
|
bool isVolatilityOk = volCooling || kiParser.IsVolatilityLow(barIndex);
|
|
|
|
//
|
|
result = isRSIOk &&
|
|
isTrendOk &&
|
|
isVolatilityOk;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Add candlestick confirmation ...
|
|
XOHCL bar;
|
|
result = result &&
|
|
bar.Init(symbol, period, barIndex);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = result &&
|
|
HasCandlestickDirection(
|
|
bar,
|
|
X_DIRECTION_BULLISH //
|
|
);
|
|
|
|
//
|
|
bar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
// #endregion
|
|
|
|
// #region XDetectors ...
|
|
bool IsKIPOI(
|
|
ENUM_X_DIRECTION &dir,
|
|
int barIndex = 0 //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
dir = X_DIRECTION_NONE;
|
|
|
|
//
|
|
bool isBullish = IsKIBullishPOI(barIndex);
|
|
bool isBearish = IsKIBearishPOI(barIndex);
|
|
|
|
//
|
|
dir = isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: isBearish
|
|
? X_DIRECTION_BEARISH
|
|
: X_DIRECTION_NONE;
|
|
|
|
//
|
|
result = HasDirection(dir);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsKIBullishPOI(int barIndex = 0)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
barIndex = kiParser.NormalizeBarIndex(barIndex);
|
|
|
|
//
|
|
result =
|
|
kiParser.IsValid() &&
|
|
kiParser.IsKISlowBullish(barIndex) &&
|
|
kiParser.IsKIFastBearish(barIndex);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsKIBearishPOI(int barIndex = 0)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
barIndex = kiParser.NormalizeBarIndex(barIndex);
|
|
|
|
//
|
|
result =
|
|
kiParser.IsValid() &&
|
|
kiParser.IsKISlowBearish(barIndex) &&
|
|
kiParser.IsKIFastBullish(barIndex);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsKISignal(
|
|
ENUM_X_DIRECTION &dir, //
|
|
int barIndex = 0 //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
dir = X_DIRECTION_NONE;
|
|
barIndex = kiParser.NormalizeBarIndex(barIndex);
|
|
|
|
//
|
|
// Retrieve KI State ...
|
|
bool isBullish = kiParser.IsKIFastSwitchedToBullish(barIndex + 1) &&
|
|
kiParser.IsKIFastBullish(barIndex) &&
|
|
kiParser.IsKISlowBullish(barIndex);
|
|
bool isBearish = kiParser.IsKIFastSwitchedToBearish(barIndex + 1) &&
|
|
kiParser.IsKIFastBearish(barIndex) &&
|
|
kiParser.IsKISlowBearish(barIndex);
|
|
result = isBullish ||
|
|
isBearish;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
dir = isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: isBearish
|
|
? X_DIRECTION_BEARISH
|
|
: X_DIRECTION_NONE;
|
|
result = HasDirection(dir);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL bar;
|
|
result = bar.Init(symbol, period, barIndex + 1);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Bar Direction Same as Dir ...
|
|
|
|
//
|
|
// Price Place Check ...
|
|
double kiFast = kiHelper.GetKIFast(barIndex + 1);
|
|
double kiSlow = kiHelper.GetKISlow(barIndex + 1);
|
|
isBullish =
|
|
isBullish &&
|
|
bar.close > kiFast &&
|
|
kiFast > kiSlow &&
|
|
(kiParser.IsKIFastOverLast(barIndex + 1) ||
|
|
kiParser.IsKISlowOverLast(barIndex + 1));
|
|
isBearish =
|
|
isBearish &&
|
|
bar.close < kiFast &&
|
|
kiFast < kiSlow &&
|
|
(kiParser.IsKIFastUnderLast(barIndex + 1) ||
|
|
kiParser.IsKISlowUnderLast(barIndex + 1));
|
|
|
|
//
|
|
result =
|
|
result &&
|
|
(isBullish ||
|
|
isBearish);
|
|
|
|
//
|
|
// Cleanup Resources ...
|
|
bar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
// #endregion
|
|
|
|
// #region Zone Detectors ...
|
|
int DetectSupports(
|
|
XBoxZone &zones[],
|
|
int barIndex,
|
|
int loopback = 50,
|
|
bool forceValidation = true,
|
|
int validationLength = 7,
|
|
int minimumRetests = 2,
|
|
double retestThreshold = 10,
|
|
int retestLoopback = 100,
|
|
string forSymbol = NULL,
|
|
ENUM_TIMEFRAMES forPeriod = NULL //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
XClean(zones);
|
|
|
|
//
|
|
// Normalize ...
|
|
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
if (!IsXValid(forSymbol))
|
|
{
|
|
forSymbol = symbol;
|
|
}
|
|
|
|
//
|
|
if (!IsXValid(forPeriod))
|
|
{
|
|
forPeriod = period;
|
|
}
|
|
|
|
//
|
|
if (loopback < 2)
|
|
{
|
|
loopback = 2;
|
|
}
|
|
|
|
//
|
|
if (validationLength < 2)
|
|
{
|
|
validationLength = 2;
|
|
}
|
|
|
|
//
|
|
// Preparing Loops ...
|
|
XOHCL tmpBar;
|
|
bool has = false;
|
|
double upper = 0;
|
|
double lower = 0;
|
|
XBoxZone tmpZone;
|
|
string type = NULL;
|
|
double tmpValue = 0;
|
|
datetime from = NULL;
|
|
int start = barIndex;
|
|
int end = barIndex + loopback;
|
|
datetime to = GetBarTime(forSymbol, forPeriod, barIndex);
|
|
for (int i = start; i < end; i++)
|
|
{
|
|
//
|
|
// Initialize Bar ...
|
|
if (tmpBar.Init(forSymbol, forPeriod, i))
|
|
{
|
|
//
|
|
// Check Has Shadow ...
|
|
has = tmpBar.GetHighShadow() > 0 ||
|
|
tmpBar.GetLowShadow() > 0;
|
|
if (has)
|
|
{
|
|
//
|
|
// Check Support or Resistance ...
|
|
|
|
//
|
|
// Support ...
|
|
tmpValue = tmpBar.FindLowest(validationLength, MODE_LOW);
|
|
has = NotEmptyZero(tmpValue) &&
|
|
tmpValue == tmpBar.low;
|
|
|
|
//
|
|
if (has)
|
|
{
|
|
//
|
|
tmpZone.Clean();
|
|
lower = tmpValue;
|
|
from = tmpBar.time;
|
|
upper = tmpBar.GetDown();
|
|
type = ToXString(X_BAR_PATTERN_SUPPORT);
|
|
has = tmpZone.Init(
|
|
forSymbol,
|
|
forPeriod,
|
|
upper,
|
|
lower,
|
|
from,
|
|
to,
|
|
X_DIRECTION_BULLISH,
|
|
type //
|
|
);
|
|
if (has)
|
|
{
|
|
//
|
|
AddRef(
|
|
tmpZone,
|
|
zones //
|
|
);
|
|
|
|
//
|
|
tmpZone.Clean();
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
tmpBar.Clean();
|
|
}
|
|
}
|
|
|
|
//
|
|
// Validate ...
|
|
if (HasChild(zones) && forceValidation)
|
|
{
|
|
//
|
|
ValidateZones(
|
|
zones,
|
|
barIndex,
|
|
minimumRetests,
|
|
retestThreshold,
|
|
retestLoopback //
|
|
);
|
|
}
|
|
|
|
//
|
|
result = ArraySize(zones);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
int DetectResistances(
|
|
XBoxZone &zones[],
|
|
int barIndex,
|
|
int loopback = 50,
|
|
bool forceValidation = true,
|
|
int validationLength = 7,
|
|
int minimumRetests = 2,
|
|
double retestThreshold = 10,
|
|
int retestLoopback = 100,
|
|
string forSymbol = NULL,
|
|
ENUM_TIMEFRAMES forPeriod = NULL //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
XClean(zones);
|
|
|
|
//
|
|
// Normalize ...
|
|
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
if (!IsXValid(forSymbol))
|
|
{
|
|
forSymbol = symbol;
|
|
}
|
|
|
|
//
|
|
if (!IsXValid(forPeriod))
|
|
{
|
|
forPeriod = period;
|
|
}
|
|
|
|
//
|
|
if (loopback < 2)
|
|
{
|
|
loopback = 2;
|
|
}
|
|
|
|
//
|
|
if (validationLength < 2)
|
|
{
|
|
validationLength = 2;
|
|
}
|
|
|
|
//
|
|
// Preparing Loops ...
|
|
XOHCL tmpBar;
|
|
bool has = false;
|
|
double upper = 0;
|
|
double lower = 0;
|
|
XBoxZone tmpZone;
|
|
string type = NULL;
|
|
double tmpValue = 0;
|
|
datetime from = NULL;
|
|
int start = barIndex;
|
|
int end = barIndex + loopback;
|
|
datetime to = GetBarTime(forSymbol, forPeriod, barIndex);
|
|
for (int i = start; i < end; i++)
|
|
{
|
|
//
|
|
// Initialize Bar ...
|
|
if (tmpBar.Init(forSymbol, forPeriod, i))
|
|
{
|
|
//
|
|
// Check Has Shadow ...
|
|
has = tmpBar.GetHighShadow() > 0 ||
|
|
tmpBar.GetLowShadow() > 0;
|
|
if (has)
|
|
{
|
|
//
|
|
// Check Support or Resistance ...
|
|
|
|
//
|
|
// Resistance ...
|
|
tmpValue = tmpBar.FindHighest(validationLength, MODE_HIGH);
|
|
has = NotEmptyZero(tmpValue) &&
|
|
tmpValue == tmpBar.high;
|
|
if (has)
|
|
{
|
|
//
|
|
tmpZone.Clean();
|
|
upper = tmpValue;
|
|
from = tmpBar.time;
|
|
lower = tmpBar.GetUp();
|
|
type = ToXString(X_BAR_PATTERN_RESISTANCE);
|
|
has = tmpZone.Init(
|
|
forSymbol,
|
|
forPeriod,
|
|
upper,
|
|
lower,
|
|
from,
|
|
to,
|
|
X_DIRECTION_BEARISH,
|
|
type //
|
|
);
|
|
if (has)
|
|
{
|
|
//
|
|
AddRef(
|
|
tmpZone,
|
|
zones //
|
|
);
|
|
|
|
//
|
|
tmpZone.Clean();
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
tmpBar.Clean();
|
|
}
|
|
}
|
|
|
|
//
|
|
// Validate ...
|
|
if (HasChild(zones) && forceValidation)
|
|
{
|
|
//
|
|
ValidateZones(
|
|
zones,
|
|
barIndex,
|
|
minimumRetests,
|
|
retestThreshold,
|
|
retestLoopback //
|
|
);
|
|
}
|
|
|
|
//
|
|
result = ArraySize(zones);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
void ValidateZones(
|
|
XBoxZone &zones[],
|
|
int barIndex = 0,
|
|
int minimumRetests = 2,
|
|
double retestThreshold = 10,
|
|
int retestLoopback = 100,
|
|
ENUM_X_BOUNDARY_PRICE forPriceType = X_BOUNDARY_PRICE_UP_DOWN //
|
|
)
|
|
{
|
|
//
|
|
bool has = false;
|
|
|
|
//
|
|
// Validation ...
|
|
has = HasChild(zones) &&
|
|
IsXValid(forPriceType);
|
|
if (!has)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Normalizetion ...
|
|
barIndex = kiParser.NormalizeBarIndex(barIndex);
|
|
minimumRetests = NormalizeInt(minimumRetests, 0);
|
|
retestLoopback = NormalizeInt(retestLoopback, 50);
|
|
retestThreshold = NormalizeDouble(retestThreshold, 5, 10);
|
|
|
|
//
|
|
XOHCL tmpBar;
|
|
XBoxZone tmp;
|
|
XBoxZone tmps[];
|
|
double tmpValue = 0;
|
|
for (int i = 0; i < ArraySize(zones); i++)
|
|
{
|
|
//
|
|
tmp = zones[i];
|
|
|
|
//
|
|
if (minimumRetests > 0)
|
|
{
|
|
//
|
|
int retests = CounteZoneTouches(tmp, retestThreshold, retestLoopback);
|
|
if (retests < minimumRetests)
|
|
{
|
|
continue;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Validate Zone ...
|
|
has = false;
|
|
for (int j = barIndex; j < tmp.FromIndex(); j++)
|
|
{
|
|
//
|
|
// Initial Bar ...
|
|
if (tmpBar.Init(tmp.symbol, tmp.period, j))
|
|
{
|
|
//
|
|
tmpValue = forPriceType == X_BOUNDARY_PRICE_UP_DOWN
|
|
? tmp.IsBullish()
|
|
? tmpBar.GetDown()
|
|
: tmpBar.GetUp()
|
|
: forPriceType == X_BOUNDARY_PRICE_HIGH_LOW
|
|
? tmp.IsBullish()
|
|
? tmpBar.low
|
|
: tmpBar.high
|
|
: EMPTY_VALUE;
|
|
if (NotEmptyZero(tmpValue))
|
|
{
|
|
//
|
|
// Check Break ...
|
|
has = tmp.IsBullish()
|
|
? tmpValue < tmp.lower
|
|
: tmpValue > tmp.upper;
|
|
|
|
//
|
|
// If Breakes ...
|
|
if (has)
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
tmpBar.Clean();
|
|
}
|
|
}
|
|
|
|
//
|
|
// Not Breaked ...
|
|
if (!has)
|
|
{
|
|
//
|
|
AddIfNotExists(
|
|
tmp,
|
|
tmps //
|
|
);
|
|
}
|
|
|
|
//
|
|
tmp.Clean();
|
|
}
|
|
|
|
//
|
|
// Update Zones ...
|
|
XClean(zones);
|
|
Copy(
|
|
tmps,
|
|
zones //
|
|
);
|
|
XClean(tmps);
|
|
}
|
|
|
|
void GetCurrentStructure(
|
|
XBoxZone &supports[],
|
|
XBoxZone &resistances[],
|
|
XBoxZone &minorSupport,
|
|
XBoxZone &majorSupport,
|
|
XBoxZone &minorResistance,
|
|
XBoxZone &majorResistance,
|
|
int barIndex = 0,
|
|
string forSymbol = NULL,
|
|
ENUM_TIMEFRAMES forMinorPeriod = NULL,
|
|
ENUM_TIMEFRAMES forMajorPeriod = NULL,
|
|
int loopback = 50,
|
|
int minorValidation = 7,
|
|
int majorValidation = 14,
|
|
int minimumRetests = 2,
|
|
double retestThreshold = 10,
|
|
int retestLoopback = 100 //
|
|
)
|
|
{
|
|
//
|
|
bool has = false;
|
|
|
|
//
|
|
XClean(supports);
|
|
XClean(resistances);
|
|
minorSupport.Clean();
|
|
majorSupport.Clean();
|
|
minorResistance.Clean();
|
|
majorResistance.Clean();
|
|
|
|
//
|
|
// Normalize ...
|
|
barIndex = kiParser.NormalizeBarIndex(barIndex);
|
|
if (!IsXValid(forSymbol))
|
|
{
|
|
forSymbol = symbol;
|
|
}
|
|
if (!IsXValid(forMinorPeriod))
|
|
{
|
|
forMinorPeriod = period;
|
|
}
|
|
if (!IsXValid(forMajorPeriod))
|
|
{
|
|
forMajorPeriod = period;
|
|
}
|
|
|
|
//
|
|
int tmpIDX = -1;
|
|
int supportsCount = 0;
|
|
XBoxZone tmpSupports[];
|
|
int resistancesCount = 0;
|
|
XBoxZone tmpResistances[];
|
|
|
|
//
|
|
// Detect Minors ...
|
|
|
|
//
|
|
supportsCount = DetectSupports(
|
|
tmpSupports,
|
|
barIndex,
|
|
loopback,
|
|
true, // Force Validation ...
|
|
minorValidation,
|
|
minimumRetests,
|
|
retestThreshold,
|
|
retestLoopback,
|
|
forSymbol,
|
|
forMinorPeriod //
|
|
);
|
|
if (IsValidSize(supportsCount))
|
|
{
|
|
//
|
|
FillNotExists(
|
|
supports,
|
|
tmpSupports //
|
|
);
|
|
|
|
//
|
|
tmpIDX = GetYoungest(tmpSupports);
|
|
if (IsValidIndex(tmpIDX))
|
|
{
|
|
minorSupport = tmpSupports[tmpIDX];
|
|
}
|
|
}
|
|
|
|
//
|
|
resistancesCount = DetectResistances(
|
|
tmpResistances,
|
|
barIndex,
|
|
loopback,
|
|
true, // Force Validation ...
|
|
minorValidation,
|
|
minimumRetests,
|
|
retestThreshold,
|
|
retestLoopback,
|
|
forSymbol,
|
|
forMinorPeriod //
|
|
);
|
|
if (IsValidSize(resistancesCount))
|
|
{
|
|
//
|
|
FillNotExists(
|
|
resistances,
|
|
tmpResistances //
|
|
);
|
|
|
|
//
|
|
tmpIDX = GetYoungest(tmpResistances);
|
|
if (IsValidIndex(tmpIDX))
|
|
{
|
|
minorResistance = tmpResistances[tmpIDX];
|
|
}
|
|
}
|
|
|
|
//
|
|
XClean(tmpSupports);
|
|
XClean(tmpResistances);
|
|
|
|
//
|
|
// Detect Majors ...
|
|
|
|
//
|
|
supportsCount = DetectSupports(
|
|
tmpSupports,
|
|
barIndex,
|
|
loopback,
|
|
true, // Force Validation ...
|
|
majorValidation,
|
|
minimumRetests,
|
|
retestThreshold,
|
|
retestLoopback,
|
|
forSymbol,
|
|
forMajorPeriod //
|
|
);
|
|
if (IsValidSize(supportsCount))
|
|
{
|
|
//
|
|
UpdateToTime(tmpSupports);
|
|
|
|
//
|
|
FillNotExists(
|
|
supports,
|
|
tmpSupports //
|
|
);
|
|
|
|
//
|
|
tmpIDX = GetLowest(tmpSupports);
|
|
if (IsValidIndex(tmpIDX))
|
|
{
|
|
majorSupport = tmpSupports[tmpIDX];
|
|
}
|
|
}
|
|
|
|
//
|
|
resistancesCount = DetectResistances(
|
|
tmpResistances,
|
|
barIndex,
|
|
loopback,
|
|
true, // Force Validation ...
|
|
majorValidation,
|
|
minimumRetests,
|
|
retestThreshold,
|
|
retestLoopback,
|
|
forSymbol,
|
|
forMajorPeriod //
|
|
);
|
|
if (IsValidSize(resistancesCount))
|
|
{
|
|
//
|
|
UpdateToTime(tmpResistances);
|
|
|
|
//
|
|
FillNotExists(
|
|
resistances,
|
|
tmpResistances //
|
|
);
|
|
|
|
//
|
|
tmpIDX = GetHighest(tmpResistances);
|
|
if (IsValidIndex(tmpIDX))
|
|
{
|
|
majorResistance = tmpResistances[tmpIDX];
|
|
}
|
|
}
|
|
|
|
//
|
|
XClean(tmpSupports);
|
|
XClean(tmpResistances);
|
|
}
|
|
|
|
void RefineStructure(
|
|
XBoxZone &supports[],
|
|
XBoxZone &resistances[],
|
|
XBoxZone &minorSupport,
|
|
XBoxZone &majorSupport,
|
|
XBoxZone &minorResistance,
|
|
XBoxZone &majorResistance,
|
|
int loopback = 500,
|
|
double breakThreshold = 5,
|
|
ENUM_X_PRICE breakBy = X_PRICE_CLOSE //
|
|
)
|
|
{
|
|
//
|
|
// Support ...
|
|
if (HasChild(supports))
|
|
{
|
|
//
|
|
for (int i = 0; i < ArraySize(supports); i++)
|
|
{
|
|
//
|
|
RefineZone(
|
|
supports[i],
|
|
loopback,
|
|
breakThreshold,
|
|
breakBy //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Resistance ...
|
|
if (HasChild(resistances))
|
|
{
|
|
//
|
|
for (int i = 0; i < ArraySize(resistances); i++)
|
|
{
|
|
//
|
|
RefineZone(
|
|
resistances[i],
|
|
loopback,
|
|
breakThreshold,
|
|
breakBy //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
RefineZone(
|
|
minorSupport,
|
|
loopback,
|
|
breakThreshold,
|
|
breakBy //
|
|
);
|
|
|
|
//
|
|
RefineZone(
|
|
majorSupport,
|
|
loopback,
|
|
breakThreshold,
|
|
breakBy //
|
|
);
|
|
|
|
//
|
|
RefineZone(
|
|
minorResistance,
|
|
loopback,
|
|
breakThreshold,
|
|
breakBy //
|
|
);
|
|
|
|
//
|
|
RefineZone(
|
|
majorResistance,
|
|
loopback,
|
|
breakThreshold,
|
|
breakBy //
|
|
);
|
|
}
|
|
|
|
int CounteZoneTouches(
|
|
XBoxZone &zone,
|
|
double threshold = 10,
|
|
int loopback = 100 //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
// Normalize ...
|
|
loopback = NormalizeInt(loopback, 50);
|
|
threshold = NormalizeDouble(threshold, 10);
|
|
|
|
//
|
|
if (!zone.IsValid())
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL tmpBar;
|
|
int start = zone.ToIndex();
|
|
bool isUpperTouched = false;
|
|
bool isLowerTouched = false;
|
|
double points = GetPoints(zone.symbol);
|
|
double distance = points * threshold;
|
|
int end = MathMin(start + loopback, zone.FromIndex());
|
|
for (int i = start; i < end; i++)
|
|
{
|
|
//
|
|
if (tmpBar.Init(zone.symbol, zone.period, i))
|
|
{
|
|
//
|
|
isUpperTouched = MathAbs(tmpBar.high - zone.upper) <= distance;
|
|
isLowerTouched = MathAbs(tmpBar.low - zone.lower) <= distance;
|
|
|
|
//
|
|
if (
|
|
(zone.IsBullish() &&
|
|
(isLowerTouched ||
|
|
MathAbs(tmpBar.close - zone.lower) <= distance)) ||
|
|
(zone.IsBearish() &&
|
|
(isUpperTouched ||
|
|
MathAbs(tmpBar.close - zone.upper) <= distance)))
|
|
{
|
|
//
|
|
result++;
|
|
Add(
|
|
tmpBar.time,
|
|
zone.tests //
|
|
);
|
|
}
|
|
|
|
//
|
|
tmpBar.Clean();
|
|
}
|
|
}
|
|
|
|
//
|
|
tmpBar.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool HasNearZone(
|
|
int &index,
|
|
double price,
|
|
double threshold,
|
|
XBoxZone &zones[] //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
index = -1;
|
|
|
|
//
|
|
// Validate ...
|
|
result = HasChild(zones) &&
|
|
NotEmptyZero(price) &&
|
|
NotEmptyZero(threshold) &&
|
|
price > 0 &&
|
|
threshold > 0;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double points = GetPoints(zones[0].symbol);
|
|
double distance = points * threshold;
|
|
for (int i = 0; i < ArraySize(zones); i++)
|
|
{
|
|
//
|
|
// Check Price Distance by Upper ...
|
|
result = price >= zones[i].lower - distance &&
|
|
price <= zones[i].upper + distance;
|
|
if (result)
|
|
{
|
|
//
|
|
index = i;
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
result = IsValidIndex(index);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
bool IsNearZone(
|
|
double price,
|
|
XBoxZone &zone,
|
|
double threshold = 0 //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result =
|
|
zone.IsValid() &&
|
|
NotEmptyZero(price);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double points = GetPoints(zone.symbol);
|
|
double distance = points * threshold;
|
|
|
|
//
|
|
result = price >= zone.lower - distance &&
|
|
price <= zone.upper + distance;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
void RefineZone(
|
|
XBoxZone &zone,
|
|
int loopback = 500,
|
|
double breakThreshold = 5,
|
|
ENUM_X_PRICE breakBy = X_PRICE_CLOSE //
|
|
)
|
|
{
|
|
//
|
|
bool has =
|
|
zone.IsValid() &&
|
|
IsXValid(breakBy);
|
|
if (!has)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
// Normalize ...
|
|
loopback = NormalizeInt(loopback, 1);
|
|
breakThreshold = NormalizeDouble(breakThreshold, 0, 50);
|
|
|
|
//
|
|
XOHCL iBar;
|
|
int start = zone.FromIndex();
|
|
int end = start + loopback;
|
|
double point = GetPoints(zone.symbol);
|
|
double breakDistance = point * breakThreshold;
|
|
for (int i = start; i < end; i++)
|
|
{
|
|
//
|
|
has = iBar.Init(zone.symbol, zone.period, i);
|
|
if (has)
|
|
{
|
|
//
|
|
// Check Rejections ...
|
|
has = zone.IsBullish()
|
|
? iBar.low < zone.upper &&
|
|
iBar.GetDown() > zone.upper
|
|
: iBar.high > zone.upper &&
|
|
iBar.GetUp() < zone.upper;
|
|
if (has)
|
|
{
|
|
//
|
|
Add(
|
|
iBar.time,
|
|
zone.tests //
|
|
);
|
|
}
|
|
|
|
//
|
|
// Check Break ...
|
|
double bPrice = iBar.GetPrice(breakBy);
|
|
has =
|
|
zone.IsBullish()
|
|
? bPrice < zone.lower - breakDistance
|
|
: bPrice > zone.upper + breakDistance;
|
|
if (has)
|
|
{
|
|
//
|
|
zone.breakAt = iBar.time;
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
iBar.Clean();
|
|
}
|
|
|
|
//
|
|
has = IsXValid(zone.breakAt);
|
|
if (has)
|
|
{
|
|
//
|
|
zone.at = zone.from;
|
|
zone.from = zone.breakAt;
|
|
}
|
|
}
|
|
// #endregion
|
|
|
|
// #region VolatilitySwitchedHigh ...
|
|
bool IsVolatilitySwitchedHigh(
|
|
int barIndex = 0,
|
|
int loopback = 3 //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
barIndex = kiParser.NormalizeBarIndex(barIndex);
|
|
loopback = NormalizeInt(loopback, 1);
|
|
|
|
//
|
|
for (int i = barIndex; i < barIndex + loopback; i++)
|
|
{
|
|
//
|
|
result = kiParser.IsVolatilitySwitchdToHigh(i);
|
|
if (result)
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
// #endregion
|
|
|
|
// #region Bar Patterns ...
|
|
bool HasRecentPatternTouched(
|
|
XBoxZone &zone,
|
|
double price,
|
|
int barIndex = 0,
|
|
int loopback = 5,
|
|
int threshold = 5,
|
|
ENUM_TIMEFRAMES forPeriod = NULL,
|
|
ENUM_X_DIRECTION forDir = X_DIRECTION_NONE //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
zone.Clean();
|
|
|
|
//
|
|
// Validate ...
|
|
result = NotEmptyZero(price);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Normalize ...
|
|
loopback = NormalizeInt(loopback, 2);
|
|
barIndex = kiParser.NormalizeBarIndex(barIndex);
|
|
if (IsXValid(forPeriod))
|
|
{
|
|
forPeriod = period;
|
|
}
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool has = false;
|
|
int iBullishIDX = -1;
|
|
int iBearishIDX = -1;
|
|
bool isBullish = false;
|
|
bool isBearish = false;
|
|
XBoxZone iBullishZones[];
|
|
XBoxZone iBearishZones[];
|
|
XPatternAnalysis iAnalysis;
|
|
XPatternAnalysisConfig iConfig;
|
|
|
|
//
|
|
// Preparing Pattern Analysis Config ...
|
|
iConfig.Default();
|
|
iConfig.FullPattern();
|
|
|
|
//
|
|
for (int i = barIndex; i < barIndex + loopback; i++)
|
|
{
|
|
//
|
|
// Initialize Bar ...
|
|
has = iBar.Init(symbol, forPeriod, i);
|
|
if (!has)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
// Analyse Patterns ...
|
|
has = AnalyseBarPatterns(iBar, iAnalysis, iConfig);
|
|
if (!has)
|
|
{
|
|
//
|
|
iBar.Clean();
|
|
continue;
|
|
}
|
|
|
|
//
|
|
// Bullish ...
|
|
has = iAnalysis.Count(X_DIRECTION_BULLISH) > 0;
|
|
if (has)
|
|
{
|
|
//
|
|
iAnalysis.GetPatterns(iBullishZones, X_DIRECTION_BULLISH);
|
|
has = HasChild(iBullishZones);
|
|
if (has)
|
|
{
|
|
//
|
|
has = HasNearZone(
|
|
iBullishIDX,
|
|
price,
|
|
threshold,
|
|
iBullishZones //
|
|
);
|
|
if (has)
|
|
{
|
|
isBullish = true;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bearish ...
|
|
has = iAnalysis.Count(X_DIRECTION_BEARISH) > 0;
|
|
if (has)
|
|
{
|
|
//
|
|
iAnalysis.GetPatterns(iBearishZones, X_DIRECTION_BEARISH);
|
|
has = HasChild(iBearishZones);
|
|
if (has)
|
|
{
|
|
//
|
|
has = HasNearZone(
|
|
iBearishIDX,
|
|
price,
|
|
threshold,
|
|
iBearishZones //
|
|
);
|
|
if (has)
|
|
{
|
|
isBearish = true;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Summarizing Result ...
|
|
has =
|
|
HasDirection(forDir)
|
|
? (isBullish && !isBearish && IsXBullish(forDir)) ||
|
|
(isBearish && !isBullish && IsXBearish(forDir))
|
|
: (isBullish && !isBearish) || (isBearish && !isBullish);
|
|
if (has)
|
|
{
|
|
//
|
|
// Fill Zones ...
|
|
if (isBullish)
|
|
{
|
|
zone = iBullishZones[iBullishIDX];
|
|
}
|
|
else
|
|
{
|
|
zone = iBearishZones[iBearishIDX];
|
|
}
|
|
break;
|
|
}
|
|
|
|
//
|
|
iBar.Clean();
|
|
iAnalysis.Clean();
|
|
XClean(iBullishZones);
|
|
XClean(iBearishZones);
|
|
}
|
|
|
|
//
|
|
// Next
|
|
|
|
//
|
|
iBar.Clean();
|
|
iConfig.Clean();
|
|
iAnalysis.Clean();
|
|
XClean(iBullishZones);
|
|
XClean(iBearishZones);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
// #endregion
|
|
|
|
//
|
|
// Others ...
|
|
|
|
/**
|
|
* Destroy ...
|
|
*/
|
|
void Destroy()
|
|
{
|
|
//
|
|
delete barAnalyser;
|
|
ZeroMemory(barAnalyser);
|
|
|
|
//
|
|
ZeroMemory(kiHelper);
|
|
ZeroMemory(kiParser);
|
|
}
|
|
|
|
//
|
|
// Testers ...
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
|
|
//
|
|
};
|
|
|
|
// |