1101 lines
28 KiB
Plaintext
1101 lines
28 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Class
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// -------------------------------------------------
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// Name: XCXFIMASignaller ...
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// Description: XFIMA Signaller 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 XFIMA Signaller Class"
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#property strict
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//
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// Imports ...
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#include "../../Classes/x-saherelm.x-signaller.class.mq5"
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#include "../../Helpers/x-saherelm.xfima.helper.mq5"
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#include "../Classes/x-saherelm.xfima.x-poi.detector.class.mq5"
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#include "../Classes/x-saherelm.xfima.x-poi.drawer.class.mq5"
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//
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// Implementation ...
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//
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// Base XFIMA base Signaller ...
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class XCXFIMABaseSignaller : public XCBaseSignaller
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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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XFIMAInputs fimaInputs; // XFIMA Inputs ...
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XCXFIMAHelper *fimaHelper; // XFIMA Indicator Helper ...
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XCXFIMAPOIDrawer *poiDrawer; // XFIMA POI Drawer ...
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XCXFIMAPOIDetector *poiDetector; // XFIMA POI Detector ...
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//
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// Constructor ...
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XCXFIMABaseSignaller(
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string _name, // Name ...
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string _symbol, // Symbol ...
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ENUM_TIMEFRAMES _period, // Period ...
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XFIMAInputs &_fimaInputs, // XFIMAInputs ...
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bool _processAllTicks = false, // Process All Ticks ...
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double _defaultSignalR2R = 1.5, // Default Signal Risk To Reward Ratio ...
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double _defaultSignalRiskInPoint = 50, // Default Signal Risk In Point ...
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double _defaultSignalVolume = 0.01 // Default Signal Volume ...
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) : XCBaseSignaller(_name,
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_symbol,
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_period,
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_processAllTicks,
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_defaultSignalR2R,
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_defaultSignalRiskInPoint,
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_defaultSignalVolume //
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)
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{
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//
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// Instantiating XFIMA Indicator Helper Class ...
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if (_fimaInputs.IsValid())
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{
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//
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fimaHelper = new XCXFIMAHelper();
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bool isInited = fimaHelper.Init(
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_symbol,
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_period,
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_fimaInputs //
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);
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if (isInited)
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{
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fimaInputs = _fimaInputs;
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}
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else
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{
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//
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delete fimaHelper;
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ZeroMemory(fimaHelper);
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}
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}
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//
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poiDrawer = new XCXFIMAPOIDrawer();
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poiDetector = new XCXFIMAPOIDetector(fimaHelper);
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}
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//
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// Deconstructor ...
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~XCXFIMABaseSignaller()
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{
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Destroy();
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}
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//
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// Overrides ...
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//
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// Actions ...
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/**
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* Destroy ...
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*/
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void Destroy()
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{
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//
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BeforeDestroy();
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//
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fimaInputs.Clean();
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//
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delete fimaHelper;
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ZeroMemory(fimaHelper);
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//
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delete poiDrawer;
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ZeroMemory(poiDrawer);
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//
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delete poiDetector;
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ZeroMemory(poiDetector);
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}
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//
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// Virtuals ...
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/**
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* Before Destroy ...
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*/
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void virtual BeforeDestroy()
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{
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}
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/**
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* Processing Tick ...
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*
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* @param barIndex: int, Specified Bar Index ...
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*/
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virtual void ProcessTick(int barIndex = 0)
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{
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}
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/**
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* Processing New Bar ...
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*
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* @param barIndex: int, Specified Bar Index ...
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*/
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virtual void ProcessNewBar(int barIndex = 0)
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{
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}
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/**
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* Check Guards Based on MarketConditions ...
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*
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* @param guards: XGuard, reference collection to holds result ...
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* @param positions: XPosition, reference collection to provides positions ...
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* @param barIndex: int
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*
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* @return ( int )
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*/
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int virtual CheckForGuard(
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XGuard &guards[],
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XPosition &positions[],
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int barIndex = 0 //
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)
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{
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//
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int result = 0;
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//
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SpecifiedClean(guards);
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//
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result = ArraySize(guards);
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//
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return result;
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}
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/**
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* Check Additional Validations on Childs Instances ...
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*
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* @return ( bool virtual )
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*/
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bool virtual CheckAdditionslSignallerValidations()
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{
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//
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bool result = false;
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//
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// Validate Fima Helper Requirements ...
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result = fimaInputs.IsValid() &&
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fimaHelper != NULL &&
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poiDetector != NULL;
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//
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return result;
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}
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/**
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* Normalizing Signal by Signaller Custom Props ...
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*
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* @param signal: XSignal ...
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*/
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void virtual NormalizeSignal(XSignal &signal)
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{
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}
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//
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// Protected ...
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protected:
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//
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//
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// Protected Actions ...
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/**
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* Check Specified Bar has Pattern or not ...
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*
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* @param bar: XOHCL, reference to Specified Bar ...
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* @param name: string, reference to holds Detected Patterns Name ...
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* @param dir: ENUM_X_DIRECTION, reference to holds Detected Patterns Direction ...
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* @param structure: XFIMAMarketStructure, refrence to Provides Market Structure ...
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*
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* @return ( bool )
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*/
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bool HasPattern(
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XOHCL &bar,
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string &patternName,
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ENUM_X_DIRECTION &patternDir,
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XFIMAMarketStructure &structure //
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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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// Prepare ...
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patternName = NULL;
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patternDir = X_DIRECTION_NONE;
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//
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// Validate ...
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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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// Check Required Pattern Exists ...
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bool hasPinnedBar = HasDirection(structure.pinnedDir);
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bool hasEngulfedBar = HasDirection(structure.engulfedDir);
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bool hasFlagPattern = HasDirection(structure.flagPatternDir);
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bool hasStarPattern = HasDirection(structure.starPatternDir);
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bool hasRisingPattern = HasDirection(structure.risingPatternDir);
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bool hasPiercingPattern = HasDirection(structure.piercingPatternDir);
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bool hasSignalKeyBar = HasDirection(structure.signalKeyBarPatternDir);
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//
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// Check Bar Pattern Exists ...
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// and Select Pattern Direction and Price and Price Type ...
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result = hasPinnedBar ||
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hasEngulfedBar ||
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hasFlagPattern ||
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hasStarPattern ||
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hasSignalKeyBar ||
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hasRisingPattern ||
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hasPiercingPattern;
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//
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if (result)
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{
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//
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if (hasPinnedBar)
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{
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//
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patternDir = structure.pinnedDir;
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patternName = "XPinned_" + ToXString(patternDir) + ToXString(TimeToSeconds(bar.time));
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}
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else if (hasEngulfedBar)
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{
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//
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patternDir = structure.engulfedDir;
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patternName = "XEngulfed_" + ToXString(patternDir) + ToXString(TimeToSeconds(bar.time));
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}
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else if (hasFlagPattern)
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{
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//
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patternDir = structure.flagPatternDir;
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patternName = "XFlag_" + ToXString(patternDir) + ToXString(TimeToSeconds(bar.time));
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}
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else if (hasStarPattern)
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{
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//
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patternDir = structure.starPatternDir;
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patternName = "XStar_" + ToXString(patternDir) + ToXString(TimeToSeconds(bar.time));
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}
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else if (hasSignalKeyBar)
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{
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//
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patternDir = structure.risingPatternDir;
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patternName = "XRising_" + ToXString(patternDir) + ToXString(TimeToSeconds(bar.time));
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}
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else if (hasRisingPattern)
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{
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//
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patternDir = structure.piercingPatternDir;
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patternName = "XPiercing_" + ToXString(patternDir) + ToXString(TimeToSeconds(bar.time));
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}
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else if (hasPiercingPattern)
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{
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//
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patternDir = structure.signalKeyBarPatternDir;
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patternName = "XSignalKey_" + ToXString(patternDir) + ToXString(TimeToSeconds(bar.time));
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}
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}
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//
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result =
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result &&
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IsXValid(patternName) &&
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HasDirection(patternDir);
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//
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return result;
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}
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/**
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* Validate a Pattern based on MA Band ...
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*
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* @param bar: XOHCL, reference to Pattern Bar ...
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* @param patternName: string, detected pattern's name ...
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* @param patternDir: ENUM_X_DIRECTION, detected pattern's direction ...
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* @param fimaConditions: XFIMAConditions, reference to Bar Specified XFIMA Conditions ...
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*
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* @return ( bool )
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*/
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bool ValidatePatternBasedOnMABand(
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XOHCL &bar,
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string patternName,
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ENUM_X_DIRECTION patternDir,
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XFIMAConditions &fimaConditions //
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)
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{
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//
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bool result = false;
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//
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// Validate ...
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result = bar.IsValid() &&
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IsXValid(patternName) &&
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HasDirection(patternDir);
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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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// Define Requirements ...
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bool isBullish = false;
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bool isBearish = false;
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double iPrice = EMPTY_VALUE;
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double iPriceEdge = EMPTY_VALUE;
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ENUM_X_PRICE iPriceType = X_PRICE_NONE;
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ENUM_X_PRICE iPriceEdgeType = X_PRICE_NONE;
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//
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// Calculating Price and Price Types ...
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//
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isBullish = IsXBullish(patternDir);
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isBearish = IsXBearish(patternDir);
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//
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iPriceType = isBullish
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? X_PRICE_DOWN
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: X_PRICE_UP;
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//
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iPriceEdgeType = isBullish
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? X_PRICE_LOW
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: X_PRICE_HIGH;
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//
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iPrice = bar.GetPrice(iPriceType);
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iPriceEdge = bar.GetPrice(iPriceEdgeType);
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//
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// Validate ...
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result =
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NotEmptyZero(iPrice) &&
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IsXValid(iPriceType) &&
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NotEmptyZero(iPriceEdge) &&
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IsXValid(iPriceEdgeType) &&
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((isBullish && !isBearish) ||
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(isBearish && !isBullish));
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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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// Validate Pattern based on MA Band ...
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//
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// Retrieve MA Band for Validation ...
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double iMABandUpper = fimaConditions.maBandUpperBuffer[0];
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double iMABandLower = fimaConditions.maBandLowerBuffer[0];
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//
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// Validate by Edge Price ...
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result =
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NotEmptyZero(iMABandUpper) &&
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NotEmptyZero(iMABandLower) &&
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(isBullish
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? iPriceEdge < iMABandLower
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: iPriceEdge > iMABandUpper);
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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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return result;
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}
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//
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// Private ...
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private:
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//
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};
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//
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// XFIMA Strategy 2 Signaller Class ...
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class XCXFIMAStrategy1Signaller : public XCXFIMABaseSignaller
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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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XFIMAPatternDetectorConfig analyserConfig;
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//
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// Constructor ...
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XCXFIMAStrategy1Signaller(
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string _symbol, // Symbol ...
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ENUM_TIMEFRAMES _period, // Period ...
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XFIMAInputs &_fimaInputs, // XFIMAInputs ...
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bool _processAllTicks = false, // Process All Ticks ...
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double _defaultSignalR2R = 1.5, // Default Signal Risk To Reward Ratio ...
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double _defaultSignalRiskInPoint = 50, // Default Signal Risk In Point ...
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double _defaultSignalVolume = 0.01 // Default Signal Volume ...
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) : XCXFIMABaseSignaller("XFIMA1",
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_symbol,
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_period,
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_fimaInputs,
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_processAllTicks,
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_defaultSignalR2R,
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_defaultSignalRiskInPoint,
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_defaultSignalVolume //
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)
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{
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//
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// Configure Detector ...
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//
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analyserConfig.Default();
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analyserConfig.validMACrossDiffMultiplier = 4;
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//
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analyserConfig.FullDetect();
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}
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//
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// Deconstructor ...
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~XCXFIMAStrategy1Signaller()
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{
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//
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Destroy();
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//
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analyserConfig.Clean();
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}
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//
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// Overrides ...
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/**
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* Processing Tick ...
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*
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* @param barIndex: int, Specified Bar Index ...
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*/
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virtual void ProcessTick(int barIndex = 0)
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{
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}
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/**
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* Processing New Bar ...
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*
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* @param barIndex: int, Specified Bar Index ...
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*/
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virtual void ProcessNewBar(int barIndex = 0)
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{
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//
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// Normalize ...
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barIndex = NormalizeInt(barIndex, 0);
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//
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XOHCL iBar;
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int count = 0;
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XBoxZone iZone;
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XSignal iSignal;
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bool has = false;
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XTarget iTargets[];
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string iName = NULL;
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bool isBullish = false;
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bool isBearish = false;
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XFIMAConditions iFIMAConditions;
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XFIMAMarketStructure iStructure;
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ENUM_X_DIRECTION iDir = X_DIRECTION_NONE;
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//
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// Initialize Bar as CBar ...
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has = iBar.Init(
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symbol,
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period,
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barIndex //
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);
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if (!has)
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{
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//
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iBar.Clean();
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return;
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}
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//
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// Retrieve Conditions ...
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has = fimaHelper.GetConditions(
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iFIMAConditions,
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barIndex,
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10 // Loopback ...
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);
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if (!has)
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{
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//
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iBar.Clean();
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iFIMAConditions.Clean();
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//
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return;
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}
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//
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// Analyse Market ...
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poiDetector.AnalyseMarket(
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iBar,
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iStructure,
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analyserConfig //
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);
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//
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// Disable Signallers ...
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has = false;
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//
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// Strategy 1 ...
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// Works on Support or Resistances Areas ...
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has = Strategy1HasSignal(
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iBar,
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iZone,
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iTargets,
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iDir,
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iFIMAConditions,
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iStructure //
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);
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//
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// Strategy 2 ...
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// Works on MA Crosses ...
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if (!has)
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{
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//
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// has = Strategy2HasSignal(
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// iBar,
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// iZone,
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// iTargets,
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// iDir,
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// iFIMAConditions,
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// iStructure //
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// );
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}
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//
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has = HasDirection(iDir);
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if (has)
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{
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//
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isBullish = IsXBullish(iDir);
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isBearish = IsXBearish(iDir);
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//
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// TODO: Provided SL ...
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double _point = GetPoints(iBar.symbol);
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double slAddition = 5 * _point;
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double slPrice =
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isBullish
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? iZone.lower - slAddition
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: iZone.upper + slAddition;
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//
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// Prepare Founded Signal ...
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has = PrepareSignal(
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iSignal,
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iDir,
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iTargets,
|
|
0, // Use Default R2R ...
|
|
slPrice, // Provided Price for SL ...
|
|
0 // Specified Risk in Point ....
|
|
);
|
|
if (has)
|
|
{
|
|
//
|
|
// Notify On Signal Event ...
|
|
NotifySignalEventListeners(iSignal);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Cleanup Resources ...
|
|
iBar.Clean();
|
|
iZone.Clean();
|
|
iSignal.Clean();
|
|
iStructure.Clean();
|
|
iFIMAConditions.Clean();
|
|
SpecifiedClean(iTargets);
|
|
}
|
|
|
|
/**
|
|
* Check Guards Based on MarketConditions ...
|
|
*
|
|
* @param guards: XGuard, reference collection to holds result ...
|
|
* @param positions: XPosition, reference collection to provides positions ...
|
|
* @param barIndex: int
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int virtual CheckForGuard(
|
|
XGuard &guards[],
|
|
XPosition &positions[],
|
|
int barIndex = 0 //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
SpecifiedClean(guards);
|
|
|
|
//
|
|
result = ArraySize(guards);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// Implementing Strategies ...
|
|
|
|
/**
|
|
* Check Bar Has Signal Based on Strategy 1 ...
|
|
*
|
|
* @param bar: XOHCL, reference to Bar ...
|
|
* @param zone: XBoxZone, reference to holds affected zone ...
|
|
* @param targets: XTarget, reference to detected Signal's Targets collections ...
|
|
* @param dir: ENUM_X_DIRECTION, detected Signal's direction ...
|
|
* @param conditions: XFIMAConditions, reference to Bar Specified XFIMA Conditions ...
|
|
* @param structure: XFIMAMarketStructure, refrence to Provides Market Structure ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool Strategy1HasSignal(
|
|
XOHCL &bar,
|
|
XBoxZone &zone,
|
|
XTarget &targets[],
|
|
ENUM_X_DIRECTION &dir,
|
|
XFIMAConditions &conditions,
|
|
XFIMAMarketStructure &structure //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Prepare ...
|
|
zone.Clean();
|
|
XClean(targets);
|
|
dir = X_DIRECTION_NONE;
|
|
|
|
//
|
|
// Validate ...
|
|
result = bar.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Pattern Exists ...
|
|
string patternName = NULL;
|
|
ENUM_X_DIRECTION patternDir = X_DIRECTION_NONE;
|
|
result = HasPattern(
|
|
bar,
|
|
patternName,
|
|
patternDir,
|
|
structure //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Validate Pattern Based on MA Band ...
|
|
result = ValidatePatternBasedOnMABand(
|
|
bar,
|
|
patternName,
|
|
patternDir,
|
|
conditions //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Here i Use Specified Supports and Resistances ...
|
|
XBoxZone tmpBox;
|
|
bool has = false;
|
|
XBoxZone supports[];
|
|
XBoxZone resistances[];
|
|
|
|
//
|
|
has = structure.pvAnalysis.IsValid() &&
|
|
structure.pvAnalysis.HasSupportBox(tmpBox);
|
|
if (has)
|
|
{
|
|
//
|
|
tmpBox.to = bar.time;
|
|
AddIfNotExists(
|
|
tmpBox,
|
|
supports //
|
|
);
|
|
}
|
|
|
|
//
|
|
has = structure.zigzagAnalysis.IsValid() &&
|
|
structure.zigzagAnalysis.HasSupportBox(tmpBox);
|
|
if (has)
|
|
{
|
|
//
|
|
tmpBox.to = bar.time;
|
|
AddIfNotExists(
|
|
tmpBox,
|
|
supports //
|
|
);
|
|
}
|
|
|
|
//
|
|
has = structure.pvAnalysis.IsValid() &&
|
|
structure.pvAnalysis.HasResistanceBox(tmpBox);
|
|
if (has)
|
|
{
|
|
//
|
|
tmpBox.to = bar.time;
|
|
AddIfNotExists(
|
|
tmpBox,
|
|
resistances //
|
|
);
|
|
}
|
|
|
|
//
|
|
has = structure.zigzagAnalysis.IsValid() &&
|
|
structure.zigzagAnalysis.HasResistanceBox(tmpBox);
|
|
if (has)
|
|
{
|
|
//
|
|
tmpBox.to = bar.time;
|
|
AddIfNotExists(
|
|
tmpBox,
|
|
resistances //
|
|
);
|
|
}
|
|
|
|
//
|
|
// Check Affected Zone ...
|
|
// Select a Support or Resistance ...
|
|
int insideZoneIDX = -1;
|
|
result =
|
|
(IsXBullish(patternDir)
|
|
? HasInside(
|
|
insideZoneIDX,
|
|
bar,
|
|
supports //
|
|
)
|
|
: IsXBearish(patternDir)
|
|
? HasInside(
|
|
insideZoneIDX,
|
|
bar,
|
|
resistances //
|
|
)
|
|
: false //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Filling Affected Zone ...
|
|
// and Validate it ...
|
|
if (IsXBullish(patternDir))
|
|
{
|
|
zone = supports[insideZoneIDX];
|
|
}
|
|
else if (IsXBearish(patternDir))
|
|
{
|
|
zone = resistances[insideZoneIDX];
|
|
}
|
|
result = zone.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Validate affected Zone based on Pattern's Bar ...
|
|
result = IsXBullish(patternDir)
|
|
? bar.high > zone.upper
|
|
: IsXBearish(patternDir)
|
|
? bar.low < zone.lower
|
|
: false;
|
|
if (result)
|
|
{
|
|
//
|
|
dir = patternDir;
|
|
|
|
//
|
|
// Handle Targets Detection ...
|
|
|
|
//
|
|
// Check Reversal FVGS ...
|
|
int idx = -1;
|
|
XTarget target;
|
|
XBoxZone targetZones[];
|
|
int numberOfTargets = 3;
|
|
double actingDistance = 20;
|
|
double iValue = EMPTY_VALUE;
|
|
bool ignoreFirstTarget = true;
|
|
ENUM_X_DIRECTION targetsDir = Opposit(dir);
|
|
int count = ExtractByDirection(
|
|
targetZones,
|
|
structure.fvgs,
|
|
targetsDir //
|
|
);
|
|
bool has = IsValidSize(count);
|
|
if (has)
|
|
{
|
|
//
|
|
// Calculate Value ...
|
|
double points = GetPoints(zone.symbol);
|
|
double zoneRange = zone.upper - zone.lower;
|
|
iValue = IsXBullish(dir)
|
|
? (zone.upper + (zoneRange * defaultSignalR2R))
|
|
: (zone.lower + (zoneRange * defaultSignalR2R));
|
|
double defaultTarget = iValue;
|
|
|
|
//
|
|
// Looping Back ...
|
|
for (int i = 0; i < numberOfTargets; i++)
|
|
{
|
|
//
|
|
// Detect Lowest Above Zone ...
|
|
if (IsXBullish(dir))
|
|
{
|
|
//
|
|
idx = GetLowestAbove(iValue, targetZones);
|
|
has = IsValidIndex(idx);
|
|
if (!has)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
iValue = targetZones[idx].lower;
|
|
}
|
|
//
|
|
// Detect Highest below Zone ...
|
|
else if (IsXBearish(dir))
|
|
{
|
|
//
|
|
idx = GetHighestBelow(iValue, targetZones);
|
|
has = IsValidIndex(idx);
|
|
if (!has)
|
|
{
|
|
break;
|
|
}
|
|
|
|
//
|
|
iValue = targetZones[idx].upper;
|
|
}
|
|
|
|
//
|
|
// Validate Target Value ...
|
|
has = NotEmptyZero(iValue) &&
|
|
iValue != defaultTarget;
|
|
if (has)
|
|
{
|
|
//
|
|
// Init Target ...
|
|
target.Clean();
|
|
target.doRF = true;
|
|
target.target = iValue;
|
|
target.actingDistance = actingDistance;
|
|
has = target.IsValid();
|
|
if (has)
|
|
{
|
|
//
|
|
// Add Target to Targets ...
|
|
AddRef(
|
|
target,
|
|
targets //
|
|
);
|
|
}
|
|
target.Clean();
|
|
}
|
|
}
|
|
|
|
//
|
|
// Remove Nearest ...
|
|
has = ignoreFirstTarget &&
|
|
HasChild(targets);
|
|
if (has)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
targets,
|
|
0,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
// Cleanup Resources ...
|
|
target.Clean();
|
|
XClean(targetZones);
|
|
}
|
|
|
|
//
|
|
// TODO: Remove this ...
|
|
if (result)
|
|
{
|
|
//
|
|
CArrayObj *zoneObjs;
|
|
poiDrawer.DrawBoxes(
|
|
supports,
|
|
zoneObjs //
|
|
);
|
|
poiDrawer.DrawBoxes(
|
|
resistances,
|
|
zoneObjs //
|
|
);
|
|
poiDrawer.DrawBoxes(
|
|
structure.fvgs,
|
|
zoneObjs,
|
|
false //
|
|
);
|
|
}
|
|
|
|
//
|
|
// Cleanup Resources ...
|
|
if (!result)
|
|
{
|
|
//
|
|
zone.Clean();
|
|
XClean(targets);
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Bar Has Signal Based on Strategy 1 ...
|
|
*
|
|
* @param bar: XOHCL, reference to Bar ...
|
|
* @param zone: XBoxZone, reference to holds affected zone ...
|
|
* @param targets: XTarget, reference to detected Signal's Targets collections ...
|
|
* @param dir: ENUM_X_DIRECTION, detected Signal's direction ...
|
|
* @param conditions: XFIMAConditions, reference to Bar Specified XFIMA Conditions ...
|
|
* @param structure: XFIMAMarketStructure, refrence to Provides Market Structure ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool Strategy2HasSignal(
|
|
XOHCL &bar,
|
|
XBoxZone &zone,
|
|
XTarget &targets[],
|
|
ENUM_X_DIRECTION &dir,
|
|
XFIMAConditions &conditions,
|
|
XFIMAMarketStructure &structure //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
// Prepare ...
|
|
zone.Clean();
|
|
XClean(targets);
|
|
dir = X_DIRECTION_NONE;
|
|
|
|
//
|
|
// Validate ...
|
|
result = bar.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detect Specified MA Cross ...
|
|
result = HasDirection(structure.maCrossDir);
|
|
|
|
//
|
|
// Prepare zone ...
|
|
if (result)
|
|
{
|
|
//
|
|
zone.to = bar.time;
|
|
zone.from = GetBarTime(
|
|
bar.symbol,
|
|
bar.period,
|
|
bar.Index() + 2 //
|
|
);
|
|
zone.symbol = bar.symbol;
|
|
zone.period = bar.period;
|
|
zone.dir = structure.maCrossDir;
|
|
zone.lower = bar.FindLowest(2, MODE_LOW);
|
|
zone.upper = bar.FindHighest(2, MODE_HIGH);
|
|
zone.type = name + "_" + ToXString(structure.maCrossDir);
|
|
|
|
//
|
|
result = zone.IsValid();
|
|
}
|
|
|
|
//
|
|
// Check Result ...
|
|
if (result)
|
|
{
|
|
//
|
|
dir = structure.maCrossDir;
|
|
|
|
//
|
|
// Handle Targets Detection ...
|
|
}
|
|
|
|
//
|
|
// Cleanup Resources ...
|
|
if (!result)
|
|
{
|
|
//
|
|
zone.Clean();
|
|
XClean(targets);
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |