713 lines
14 KiB
Plaintext
713 lines
14 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Class Library
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// --------------------------------------
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// Name: XPOI
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// Description: Bar Analysing ...
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Imports ...
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#include "../Classes/x-saherelm.base.class.mq5"
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//
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// Definitions ...
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//
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// Implementations ...
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class XCBarAnalyser : public XSCBase
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{
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//
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public:
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//
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//
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// Constructor(s) ...
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void XCBarAnalyser()
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{
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}
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//
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// Deconstructor ...
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void ~XCBarAnalyser()
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{
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}
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//
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// Getter(s) / Setter(s) ...
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//
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// Providers ...
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//
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// Actions ...
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//
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// Commons ...
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/**
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* Check Specified Bar's Range is Extended or not ...
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*
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* @param bar: XOHCL instance, Specified Bar ...
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* @param loopback: Integer, Loopback Length ...
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*
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* @return ( bool )
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*/
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bool HasExtendedRange(
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XOHCL &bar,
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int loopback = 3 //
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)
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{
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//
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bool result = false;
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//
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if (loopback < 3)
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{
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loopback = 3;
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}
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//
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result = bar.IsValid();
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if (!result)
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{
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return result;
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}
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//
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int index = bar.Index();
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int start = index + 1;
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int end = start + loopback;
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int count = end - start;
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result = count >= 1;
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if (!result)
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{
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return result;
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}
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//
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double sum = 0;
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XOHCL iBar = bar;
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for (int i = start; i < end; i++)
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{
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//
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bool isRetrieved = iBar.GetPreviousBar(iBar);
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if (!isRetrieved)
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{
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continue;
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}
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//
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sum += iBar.GetRange();
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}
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//
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result = sum > 0;
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if (!result)
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{
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return result;
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}
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//
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double avg = sum / count;
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//
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result = bar.GetRange() >= avg;
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//
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return result;
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}
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/**
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* Check Specified Bar's Body is Extended or not ...
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*
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* @param bar: XOHCL instance, Specified Bar ...
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* @param loopback: Integer, Loopback Length ...
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*
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* @return ( bool )
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*/
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bool HasExtendedBody(
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XOHCL &bar,
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int loopback = 3 //
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)
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{
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//
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bool result = false;
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//
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if (loopback < 3)
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{
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loopback = 3;
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}
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//
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result = bar.IsValid();
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if (!result)
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{
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return result;
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}
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//
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int index = bar.Index();
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int start = index + 1;
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int end = start + loopback;
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int count = end - start;
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result = count >= 1;
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if (!result)
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{
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return result;
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}
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//
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double sum = 0;
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XOHCL iBar = bar;
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for (int i = start; i < end; i++)
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{
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//
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bool isRetrieved = iBar.GetPreviousBar(iBar);
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if (!isRetrieved)
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{
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continue;
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}
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//
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sum += iBar.GetBody();
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}
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//
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result = sum > 0;
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if (!result)
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{
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return result;
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}
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//
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double avg = sum / count;
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//
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result = bar.GetBody() >= avg;
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//
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return result;
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}
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/**
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* Check Specified Bar's Body and Range is Extended or not ...
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*
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* @param bar: XOHCL instance, Specified Bar ...
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* @param loopback: Integer, Loopback Length ...
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*
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* @return ( bool )
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*/
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bool IsExtended(
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XOHCL &bar,
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int loopback = 3 //
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)
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{
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//
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bool result = false;
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//
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bool hasExtendedBody = HasExtendedBody(bar, loopback);
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bool hasExtendedRange = HasExtendedRange(bar, loopback);
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result = hasExtendedBody &&
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hasExtendedRange;
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//
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return result;
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}
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//
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// Rejection Bar ...
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/**
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* Check Specific Bar is Bullish Rejection Bar or not ...
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*
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* @param bar: XOHCL instance, Specified Bar ...
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* @param strength: Double, Specified Shadow Percent Range ...
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*
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* @return ( bool )
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*/
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bool IsBullishRejectionBar(
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XOHCL &bar,
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double strength = 40 //
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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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ENUM_X_DIRECTION dir;
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result = IsRejectionBar(
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dir,
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bar,
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strength //
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);
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result =
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result &&
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dir == X_DIRECTION_BULLISH;
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//
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return result;
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}
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/**
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* Check Specific Bar is Bearish Rejection Bar or not ...
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*
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* @param bar: XOHCL instance, Specified Bar ...
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* @param strength: Double, Specified Shadow Percent Range ...
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*
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* @return ( bool )
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*/
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bool IsBearishRejectionBar(
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XOHCL &bar,
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double strength = 40 //
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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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ENUM_X_DIRECTION dir;
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result = IsRejectionBar(
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dir,
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bar,
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strength //
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);
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result =
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result &&
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dir == X_DIRECTION_BEARISH;
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//
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return result;
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}
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//
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// Momentum Bar ...
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/**
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* Check Specific Bar is Bullish Momentum Bar or not ...
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*
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* @param bar: XOHCL instance, Specified Bar ...
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* @param strength: Double, Specified Shadow Percent Range ...
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*
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* @return ( bool )
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*/
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bool IsBullishMomentumBar(
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XOHCL &bar,
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double strength = 40 //
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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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ENUM_X_DIRECTION dir;
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result = IsMomentumBar(
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dir,
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bar,
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strength //
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);
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result =
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result &&
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dir == X_DIRECTION_BULLISH;
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//
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return result;
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}
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/**
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* Check Specific Bar is Bearish Momentum Bar or not ...
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*
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* @param bar: XOHCL instance, Specified Bar ...
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* @param strength: Double, Specified Shadow Percent Range ...
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*
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* @return ( bool )
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*/
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bool IsBearishMomentumBar(
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XOHCL &bar,
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double strength = 40 //
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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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ENUM_X_DIRECTION dir;
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result = IsMomentumBar(
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dir,
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bar,
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strength //
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);
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result =
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result &&
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dir == X_DIRECTION_BEARISH;
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//
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return result;
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}
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/**
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* Check Bar is Bullish Engulfed or not ...
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*
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* @param bar: XOHCL instance, Speciied Bar ...
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* @param loopback: Integer, loopback Length ...
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*
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* @return ( bool )
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*/
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bool IsBullishEngulfed(
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XOHCL &bar,
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int loopback = 2 //
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)
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{
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//
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bool result = false;
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//
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ENUM_X_DIRECTION dir;
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result = IsEngulfed(
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dir,
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bar,
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loopback //
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);
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result =
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result &&
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dir == X_DIRECTION_BULLISH;
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//
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return result;
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}
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/**
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* Check Bar is Bearish Engulfed or not ...
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*
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* @param bar: XOHCL instance, Speciied Bar ...
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* @param loopback: Integer, loopback Length ...
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*
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* @return ( bool )
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*/
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bool IsBearishEngulfed(
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XOHCL &bar,
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int loopback = 2 //
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)
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{
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//
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bool result = false;
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//
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ENUM_X_DIRECTION dir;
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result = IsEngulfed(
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dir,
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bar,
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loopback //
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);
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result =
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result &&
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dir == X_DIRECTION_BEARISH;
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//
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return result;
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}
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//
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protected:
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//
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//
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private:
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//
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//
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// Props ...
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//
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// Actions ...
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/**
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* Calculate Bar Range ...
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*
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* @param bar: XOHCL instance ...
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*
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* @return ( double )
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*/
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double GetBarRangePercent(XOHCL &bar)
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{
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//
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double result = 0;
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//
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result = bar.GetRange() / 100;
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//
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return result;
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}
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/**
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* Check Specific Bar is Rejection Bar or not ...
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*
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* @param dir: ENUM_X_DIRECTION member, Specified Direction ...
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* @param bar: XOHCL instance, Specified Bar ...
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* @param strength: Double, Specified Shadow Percent Range ...
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*
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* @return ( bool )
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*/
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bool IsRejectionBar(
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ENUM_X_DIRECTION &dir,
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XOHCL &bar,
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double strength //
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)
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{
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//
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bool result = false;
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//
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if (strength < 20)
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{
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strength = 20;
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}
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//
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dir = X_DIRECTION_NONE;
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//
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result = bar.IsValid();
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if (!result)
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{
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return result;
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}
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//
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double barLowShadow = bar.GetLowShadow();
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double barHighShadow = bar.GetHighShadow();
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double barRange = bar.GetRange();
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double barRangePercent = barRange / 100;
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//
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bool isBullishRejectionBar =
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barLowShadow > barHighShadow &&
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barLowShadow > barRangePercent * 40;
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//
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bool isBearishRejectionBar =
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barHighShadow > barLowShadow &&
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barHighShadow > barRangePercent * 40;
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//
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result = isBullishRejectionBar ||
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isBearishRejectionBar;
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if (result)
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{
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//
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dir = isBullishRejectionBar
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? X_DIRECTION_BULLISH
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: X_DIRECTION_BEARISH;
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}
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//
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return result;
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}
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/**
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* Check Specific Bar is Momentum Bar or not ...
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*
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* @param dir: ENUM_X_DIRECTION member, Specified Direction ...
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* @param bar: XOHCL instance, Specified Bar ...
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* @param strength: Double, Specified Shadow Percent Range ...
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*
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* @return ( bool )
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*/
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bool IsMomentumBar(
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ENUM_X_DIRECTION &dir,
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XOHCL &bar,
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double strength //
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)
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{
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//
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bool result = false;
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//
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if (strength < 50)
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{
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strength = 50;
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}
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//
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dir = X_DIRECTION_NONE;
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//
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double rangePercent = GetBarRangePercent(bar);
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bool isStrong = bar.GetBody() > rangePercent * strength;
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//
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result = isStrong;
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if (result)
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{
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//
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dir = bar.IsBullish()
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? X_DIRECTION_BULLISH
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: X_DIRECTION_BEARISH;
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}
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//
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return result;
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}
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/**
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* Retrieve Loopback HH LL Data ...
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*
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* @param hhIDX: Integer, HH Index ...
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* @param hh: Double, HH Value ...
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* @param llIDX: Integer, LL Index ...
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* @param ll: Double, LL Value ...
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* @param bar: XOHCL instance ...
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* @param loopback: Integer, Loopback Length ...
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*
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* @return ( bool )
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*/
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bool GetLoopbackData(
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int &hhIDX,
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double &hh,
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int &llIDX,
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double &ll,
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XOHCL &bar,
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int loopback //
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)
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{
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//
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bool result = false;
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//
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if (loopback < 1)
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{
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loopback = 1;
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}
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//
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int index = bar.Index();
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int start = index + 1;
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int end = start + loopback;
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int count = end - start;
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result = count >= 1;
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if (!result)
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{
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return result;
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}
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//
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hhIDX = iHighest(
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bar.symbol,
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bar.period,
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MODE_HIGH,
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start,
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count //
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);
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result = IsValidIndex(hhIDX);
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if (!result)
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{
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return result;
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}
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//
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llIDX = iLowest(
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bar.symbol,
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bar.period,
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MODE_LOW,
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start,
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count //
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);
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result = IsValidIndex(llIDX);
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if (!result)
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{
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return result;
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}
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//
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hh = iHigh(
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bar.symbol,
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bar.period,
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hhIDX //
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);
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ll = iLow(
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bar.symbol,
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bar.period,
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llIDX //
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);
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//
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return result;
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}
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|
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/**
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* Check Bar is Engulfed or not ...
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*
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* @param dir: ENUM_X_DIRECTION member, Specified Direction ...
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* @param bar: XOHCL instance, Speciied Bar ...
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* @param loopback: Integer, loopback Length ...
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*
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* @return ( bool )
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*/
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bool IsEngulfed(
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ENUM_X_DIRECTION &dir,
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XOHCL &bar,
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int loopback //
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)
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{
|
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//
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bool result = false;
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|
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//
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dir = X_DIRECTION_NONE;
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|
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//
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int hhIDX = 0;
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double hh = 0;
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//
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int llIDX = 0;
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double ll = 0;
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//
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result = GetLoopbackData(
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hhIDX,
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hh,
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llIDX,
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ll,
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bar,
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loopback //
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);
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if (!result)
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{
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return result;
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}
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|
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//
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result = bar.GetDown() < ll &&
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bar.GetUp() > hh;
|
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if (result)
|
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{
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//
|
|
dir = bar.IsBullish()
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |