1140 lines
29 KiB
Plaintext
1140 lines
29 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: XCX121SMCStrategy
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// Description: provides all based classes for use ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Imports ...
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//
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#include "../Classes/x-121.smc.base.strategy.class.mq5"
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#include "../Classes/x-121.smc.market.cycle.helper.class.mq5"
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//
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#include "../Signals/x-121.smc.test.signal.lib.mq5"
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#include "../Signals/x-121.smc.xtwpv.signal.lib.mq5"
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//
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// Definitions ...
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//
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// XStrategy Class Implementation(s) ...
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class XCX121SMCStrategy : public XCX121SMCBaseStrategy
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{
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//
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// Public ...
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public:
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//
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//
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// Constructor(s) ...
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void XCX121SMCStrategy(
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//
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// Base ...
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string _symbol, // Trading Symbol
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ENUM_TIMEFRAMES _period // Trading TimeFrame
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)
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: XCX121SMCBaseStrategy(_symbol, _period)
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{
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InitialHelpers();
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}
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//
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// Deconstructur ...
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void ~XCX121SMCStrategy()
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{
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}
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//
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// Overrides Actions ...
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/**
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* Destroy All Class Implementations ...
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*/
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void Destroy() override
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{
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//
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delete mTriggerCycleHelper;
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delete mDecisionCycleHelper;
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delete mAnalyseCycleHelper;
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delete mVerificationCycleHelper;
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delete mConsolidationCycleHelper;
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delete mVisionCycleHelper;
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}
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/**
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* Check Conditions For Signal ...
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*/
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bool HasSignal(
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XSignal &signal,
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X121SMCStrategyConditions &conditions //
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) override
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{
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//
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bool result = false;
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//
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signal.Clean();
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conditions.Clean();
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//
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int pushers = 0;
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//
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double sl = 0;
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double tp = 0;
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double risk = 0;
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double entry = 0;
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double reward = 0;
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double r2r = R2R();
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string provider = "";
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double volume = Volume();
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ENUM_POSITION_TYPE type = POSITION_TYPE_BUY;
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ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET;
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//
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bool hasLong = false;
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bool hasShort = false;
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//
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double selectedSL = 0;
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//
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// Start Calculations ...
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//
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// Retrieve Common Data ...
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string symbol = GetSymbol();
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ENUM_TIMEFRAMES period = GetPeriod();
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//
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// Required Value For SL/TP Calculations ...
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double points = GetPoints(symbol);
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double pip = GetPipPrice(symbol);
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double pip2 = 2 * pip;
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//
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// Retrieve and Fill Cycle Conditions ...
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result = GetCyclesConditions(conditions);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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//
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// Check Spread for Signalling Conditions ...
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bool isSpreadPassed = IsSpreadPass();
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result = isSpreadPassed;
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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//
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// Detect Signal Conditions ...
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bool hasSignal = false;
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//
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bool useTestSignal = false;
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bool useXTWPVSignal = true;
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//
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bool hasTestSignal = false;
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bool hasXTWPVSignal = false;
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//
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// Test Signal ...
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if (useTestSignal && !hasSignal)
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{
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//
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hasTestSignal = DetectTestSignal(conditions);
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hasSignal = hasTestSignal;
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}
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//
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// XTWPV Signal ...
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if (useXTWPVSignal && !hasSignal)
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{
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//
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hasXTWPVSignal = DetectXTWPVSignal(conditions);
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hasSignal = hasXTWPVSignal;
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}
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//
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result = hasSignal;
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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//
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// Combine all Signals Conditions ...
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selectedSL = conditions.sl;
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provider = conditions.provider;
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//
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hasLong =
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//
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IsBullish(conditions.signalDir)
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//
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;
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//
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hasShort =
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//
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IsBearish(conditions.signalDir)
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//
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;
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//
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result = hasLong ||
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hasShort;
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//
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// Rmove Signal Condition ...
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if (result)
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{
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//
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// TYPE ...
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type =
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hasLong
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? POSITION_TYPE_BUY
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: POSITION_TYPE_SELL;
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ENUM_X_POSITION_TYPES xType =
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hasLong
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? X_POSITION_TYPE_LONG
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: X_POSITION_TYPE_SHORT;
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//
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entry = GetEntry(
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conditions.symbol,
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type //
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);
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//
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double slAddition = 0;
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sl =
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hasLong
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? selectedSL - slAddition
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: selectedSL + slAddition;
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//
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// RISK Reward ...
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risk =
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hasLong
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? entry - sl
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: sl - entry;
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reward = risk * r2r;
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tp =
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hasLong
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? entry + reward
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: entry - reward;
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//
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signal.sl = sl;
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signal.tp = tp;
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signal.type = type;
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signal.mode = mode;
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signal.entry = entry;
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signal.volume = volume;
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signal.symbol = symbol;
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signal.period = period;
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signal.pushers = pushers;
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signal.provider = provider;
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signal.time = TimeCurrent();
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signal.target = conditions.target;
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//
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bool canReplaceTarget =
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hasLong
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? signal.target > signal.tp
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: signal.target < signal.tp;
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if (canReplaceTarget)
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{
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//
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signal.tp = conditions.target;
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signal.target = tp;
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}
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//
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result = PrepareSignal(signal);
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//
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hasLong = false;
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hasShort = false;
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}
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//
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return result;
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}
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/**
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* Customize Strategy Identifier ...
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*/
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string GetTag() override
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{
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return X121SMCStrategyToken;
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}
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//
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// Protected ...
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protected:
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//
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//
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// Props ...
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//
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// Trigger Order Flow ...
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XPVPivot mOrderFlow[];
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ENUM_X_DIRECTION mOrderFlowDir;
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//
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ENUM_XPOI_EVENTS mTriggerPOIEvents[];
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ENUM_X_CYCLE_EVENTS mTriggerCycleEvents[];
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XC121SMCCycleHelper *mTriggerCycleHelper;
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//
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ENUM_XPOI_EVENTS mDecisionPOIEvents[];
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ENUM_X_CYCLE_EVENTS mDecisionCycleEvents[];
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XC121SMCCycleHelper *mDecisionCycleHelper;
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//
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ENUM_XPOI_EVENTS mAnalysePOIEvents[];
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ENUM_X_CYCLE_EVENTS mAnalyseCycleEvents[];
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XC121SMCCycleHelper *mAnalyseCycleHelper;
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//
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ENUM_XPOI_EVENTS mVerificationPOIEvents[];
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ENUM_X_CYCLE_EVENTS mVerificationCycleEvents[];
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XC121SMCCycleHelper *mVerificationCycleHelper;
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//
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ENUM_XPOI_EVENTS mConsolidationPOIEvents[];
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ENUM_X_CYCLE_EVENTS mConsolidationCycleEvents[];
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XC121SMCCycleHelper *mConsolidationCycleHelper;
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//
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ENUM_XPOI_EVENTS mVisionPOIEvents[];
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ENUM_X_CYCLE_EVENTS mVisionCycleEvents[];
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XC121SMCCycleHelper *mVisionCycleHelper;
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//
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// Actions ...
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/**
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* Retrieve Cycles Conditions ...
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*
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* @param conditions: X121SMCStrategyConditions instance Reference ...
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*
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* @return ( bool )
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*/
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bool GetCyclesConditions(
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X121SMCStrategyConditions &conditions //
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)
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{
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//
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bool result = false;
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//
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string symbol = GetSymbol();
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ENUM_TIMEFRAMES period = GetPeriod();
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//
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int zIndex = 0;
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int cIndex = zIndex + 1;
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int pIndex = cIndex + 1;
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int ppIndex = pIndex + 1;
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//
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datetime cTime = TimeCurrent();
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//
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conditions.time = cTime;
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conditions.symbol = symbol;
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conditions.period = period;
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//
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int conditionsLoopback = 7;
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//
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// Fill Cycles Conditions ...
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//
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// Trigger ...
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result = mTriggerCycleHelper.GetConditions(
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mTriggerCycleEvents,
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mTriggerPOIEvents,
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conditions.triggerConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.triggerConditions.state = mTriggerState;
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//
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// Decision ...
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result = mDecisionCycleHelper.GetConditions(
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mDecisionCycleEvents,
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mDecisionPOIEvents,
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conditions.decisionConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.decisionConditions.state = mDecisionState;
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//
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// Analyse ...
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result = mAnalyseCycleHelper.GetConditions(
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mAnalyseCycleEvents,
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mAnalysePOIEvents,
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conditions.analyseConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.analyseConditions.state = mAnalyseState;
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//
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// Verification ...
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result = mVerificationCycleHelper.GetConditions(
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mVerificationCycleEvents,
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mVerificationPOIEvents,
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conditions.verificationConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.verificationConditions.state = mVerificationState;
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//
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// Consolidation ...
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result = mConsolidationCycleHelper.GetConditions(
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mConsolidationCycleEvents,
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mConsolidationPOIEvents,
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conditions.consolidationConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.consolidationConditions.state = mConsolidationState;
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//
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// Vision ...
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result = mVisionCycleHelper.GetConditions(
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mVisionCycleEvents,
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mVisionPOIEvents,
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conditions.visionConditions,
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zIndex,
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conditionsLoopback //
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);
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if (!result)
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{
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//
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conditions.Clean();
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return result;
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}
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conditions.visionConditions.state = mVisionState;
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//
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return result;
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}
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//
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// Signalling Functions ...
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//
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// Test Signal ...
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X121SMCStrategyTestSignalConditions mTestConditions;
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bool DetectTestSignal(
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X121SMCStrategyConditions &conditions //
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)
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{
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//
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bool result = false;
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//
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bool isBullish = false;
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bool isBearish = false;
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//
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string symbol = GetSymbol();
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ENUM_TIMEFRAMES period = GetPeriod();
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//
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datetime cTime = TimeCurrent();
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//
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ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_XTEST;
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string providerStr = ToString(provider);
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//
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// Detect Setup Conditions ...
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datetime setupTime = mTestConditions.setupTime;
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bool isSetuped = mTestConditions.IsSetuped();
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ENUM_X_DIRECTION setupDir = mTestConditions.dir;
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if (!isSetuped)
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{
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//
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// Detect Signal Setup ...
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isSetuped = DetectX121SMCTestSiganlSetup(
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symbol,
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period,
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mTestConditions,
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mTriggerCycleHelper,
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mDecisionCycleHelper,
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mAnalyseCycleHelper,
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mVerificationCycleHelper,
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mConsolidationCycleHelper,
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mVisionCycleHelper //
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);
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//
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setupDir = mTestConditions.dir;
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setupTime = mTestConditions.setupTime;
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}
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// ClearDraws();
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// ENUM_X_DIRECTION activeZoneDir;
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// bool hasTicksZone = mTestConditions.HasTicksZone();
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// bool hasActiveZone = mTestConditions.HasActiveZone(activeZoneDir);
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// if (hasActiveZone)
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// {
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// //
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// if (IsBullish(activeZoneDir))
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// {
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// //
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// mTestConditions.activeDemandZone.To(cTime);
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// XCDemandZoneObject *iObj;
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// bool isCreated = mPOIDrawer.CreateDemandZone(
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// mTestConditions.activeDemandZone,
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// iObj //
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// );
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// if (isCreated)
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// {
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// AddObjectIfNotExists(iObj);
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// }
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// }
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// else
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// {
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// //
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// mTestConditions.activeSupplyZone.To(cTime);
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// XCSupplyZoneObject *iObj;
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// bool isCreated = mPOIDrawer.CreateSupplyZone(
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// mTestConditions.activeSupplyZone,
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// iObj //
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// );
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// if (isCreated)
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// {
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// AddObjectIfNotExists(iObj);
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// }
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// }
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// }
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// if (hasTicksZone)
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// {
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// //
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// XCTicksZoneObject *iObj;
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// bool isCreated = mPOIDrawer.CreateTicksZone(
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// mTestConditions.ticksZone,
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// iObj //
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// );
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// if (isCreated)
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// {
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// AddObjectIfNotExists(iObj);
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// }
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// }
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//
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result = isSetuped;
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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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// Detect Trigger Conditions ...
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bool canTrigger = mTestConditions.CanTrigger();
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datetime triggerTime = mTestConditions.triggerTime;
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if (!canTrigger)
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{
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//
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// Detect Signal Trigger ...
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canTrigger = DetectX121SMCTestSiganlTrigger(
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mTestConditions,
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symbol,
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period,
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mTriggerCycleHelper,
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mDecisionCycleHelper,
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mAnalyseCycleHelper,
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mVerificationCycleHelper,
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mConsolidationCycleHelper,
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mVisionCycleHelper //
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);
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//
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result = canTrigger;
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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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triggerTime = mTestConditions.triggerTime;
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}
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//
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// Check Signal Direction ...
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//
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isBullish = IsBullish(setupDir);
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isBearish = IsBearish(setupDir);
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result = isBullish ||
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isBearish;
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if (!result)
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{
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return result;
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}
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//
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// Issues Signal on Conditions ...
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conditions.signalDir = setupDir;
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conditions.provider = providerStr;
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conditions.sl = mTestConditions.sl;
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conditions.target = mTestConditions.target;
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//
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mTestConditions.Clean();
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//
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|
return result;
|
|
}
|
|
|
|
//
|
|
// XTWPV Signal ...
|
|
X121SMCStrategyXTWPVSignalConditions mXTWPVConditions;
|
|
bool DetectXTWPVSignal(
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
bool isBullish = false;
|
|
bool isBearish = false;
|
|
|
|
//
|
|
string symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
datetime cTime = TimeCurrent();
|
|
|
|
//
|
|
ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_XTWPV;
|
|
string providerStr = ToString(provider);
|
|
|
|
//
|
|
// Detect Setup Conditions ...
|
|
datetime setupTime = mXTWPVConditions.setupTime;
|
|
bool isSetuped = mXTWPVConditions.IsSetuped();
|
|
ENUM_X_DIRECTION setupDir = mXTWPVConditions.dir;
|
|
if (!isSetuped)
|
|
{
|
|
//
|
|
// Detect Signal Setup ...
|
|
isSetuped = DetectX121SMCXTWPVSiganlSetup(
|
|
symbol,
|
|
period,
|
|
mXTWPVConditions,
|
|
mTriggerCycleHelper,
|
|
mDecisionCycleHelper,
|
|
mAnalyseCycleHelper,
|
|
mVerificationCycleHelper,
|
|
mConsolidationCycleHelper,
|
|
mVisionCycleHelper //
|
|
);
|
|
|
|
//
|
|
setupDir = mXTWPVConditions.dir;
|
|
setupTime = mXTWPVConditions.setupTime;
|
|
}
|
|
|
|
//
|
|
// Draw Price Inside Zones ...
|
|
if (mXTWPVConditions.HasPriceInsideZones())
|
|
{
|
|
//
|
|
ClearDraws();
|
|
|
|
//
|
|
XCBaseObject *drawnObjects[];
|
|
int drawnObjectsCount = DrawPriceInsideZones(
|
|
mXTWPVConditions,
|
|
mPOIDrawer,
|
|
drawnObjects //
|
|
);
|
|
AddObjectsIfNotExists(drawnObjects);
|
|
}
|
|
|
|
//
|
|
result = isSetuped;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detect Trigger Conditions ...
|
|
bool canTrigger = mXTWPVConditions.CanTrigger();
|
|
datetime triggerTime = mXTWPVConditions.triggerTime;
|
|
if (!canTrigger)
|
|
{
|
|
//
|
|
// Detect Signal Trigger ...
|
|
canTrigger = DetectX121SMCXTWPVSiganlTrigger(
|
|
mXTWPVConditions,
|
|
symbol,
|
|
period,
|
|
mTriggerCycleHelper,
|
|
mDecisionCycleHelper,
|
|
mAnalyseCycleHelper,
|
|
mVerificationCycleHelper,
|
|
mConsolidationCycleHelper,
|
|
mVisionCycleHelper //
|
|
);
|
|
|
|
//
|
|
result = canTrigger;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
triggerTime = mXTWPVConditions.triggerTime;
|
|
}
|
|
|
|
//
|
|
// Check Signal Direction ...
|
|
|
|
//
|
|
isBullish = IsBullish(setupDir);
|
|
isBearish = IsBearish(setupDir);
|
|
result = isBullish ||
|
|
isBearish;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Issues Signal on Conditions ...
|
|
conditions.signalDir = setupDir;
|
|
conditions.provider = providerStr;
|
|
conditions.sl = mXTWPVConditions.sl;
|
|
conditions.target = mXTWPVConditions.target;
|
|
|
|
//
|
|
mXTWPVConditions.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
|
|
/**
|
|
* Initial Required Indicators Helper ...
|
|
*/
|
|
void InitialHelpers()
|
|
{
|
|
//
|
|
string symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
// Short ...
|
|
ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Period
|
|
ENUM_TIMEFRAMES scPeriod = NULL; // Time Period
|
|
|
|
//
|
|
// Medium ...
|
|
ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Period
|
|
ENUM_TIMEFRAMES mcPeriod = NULL; // Time Period
|
|
|
|
//
|
|
// Long ...
|
|
ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Period
|
|
ENUM_TIMEFRAMES lcPeriod = NULL; // Time Period
|
|
|
|
//
|
|
// Hind ...
|
|
ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Period
|
|
ENUM_TIMEFRAMES hcPeriod = NULL; // Time Period
|
|
|
|
//
|
|
// XPV ...
|
|
X121Inputs x121Inputs;
|
|
|
|
//
|
|
x121Inputs.Default();
|
|
|
|
//
|
|
x121Inputs.scMethod = scMethod;
|
|
x121Inputs.scPeriod = scPeriod;
|
|
x121Inputs.mcMethod = mcMethod;
|
|
x121Inputs.mcPeriod = mcPeriod;
|
|
x121Inputs.lcMethod = lcMethod;
|
|
x121Inputs.lcPeriod = lcPeriod;
|
|
x121Inputs.hcMethod = hcMethod;
|
|
x121Inputs.hcPeriod = hcPeriod;
|
|
|
|
//
|
|
x121Inputs.showFibo2Levels = false;
|
|
x121Inputs.showFibo3Levels = false;
|
|
x121Inputs.showFibo4Levels = false;
|
|
|
|
//
|
|
x121Inputs.showSar = false;
|
|
x121Inputs.showPeaks = true;
|
|
x121Inputs.showVales = true;
|
|
x121Inputs.showVWap = false;
|
|
x121Inputs.showDonchain = true;
|
|
|
|
//
|
|
x121Inputs.showOpen = true;
|
|
x121Inputs.showHigh = true;
|
|
x121Inputs.showClose = true;
|
|
x121Inputs.showLow = true;
|
|
|
|
//
|
|
// Initialize Cycle Helpers ...
|
|
|
|
//
|
|
bool isInited = false;
|
|
|
|
//
|
|
mTriggerCycleHelper = new XC121SMCCycleHelper();
|
|
isInited = mTriggerCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_M1,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mDecisionCycleHelper = new XC121SMCCycleHelper();
|
|
isInited = mDecisionCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_M5,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mAnalyseCycleHelper = new XC121SMCCycleHelper();
|
|
isInited = mAnalyseCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_M15,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mVerificationCycleHelper = new XC121SMCCycleHelper();
|
|
isInited = mVerificationCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_M30,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mConsolidationCycleHelper = new XC121SMCCycleHelper();
|
|
isInited = mConsolidationCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_H1,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mVisionCycleHelper = new XC121SMCCycleHelper();
|
|
isInited = mVisionCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_H4,
|
|
x121Inputs //
|
|
);
|
|
}
|
|
|
|
//
|
|
// SL Selector Methods ...
|
|
|
|
/**
|
|
* Select Specified Type of Stop Loss ...
|
|
*
|
|
* @param conditions: X121SMCStrategyConditions instance Reference ...
|
|
* @param forDir: ENUM_X_DIRECTION member, Signal Direction ...
|
|
* @param type: ENUM_X_121_SMC_SL_TYPES member, Specified Required SL Type ...
|
|
*
|
|
* @return ( double )
|
|
*/
|
|
double SelectSL(
|
|
X121SMCStrategyConditions &conditions,
|
|
ENUM_X_DIRECTION forDir,
|
|
ENUM_X_121_SMC_SL_TYPES type //
|
|
)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
string symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
bool isValid =
|
|
//
|
|
HasDirection(forDir) &&
|
|
conditions.IsValid() &&
|
|
type != X_121_SMC_SL_TYPE_NONE
|
|
//
|
|
;
|
|
if (!isValid)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL zBar;
|
|
bool isInited = zBar.Init(
|
|
symbol,
|
|
period,
|
|
0 //
|
|
);
|
|
if (!isInited)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool isBullish = IsBullish(forDir);
|
|
|
|
//
|
|
if (type == X_121_SMC_SL_TYPE_FIBO_LEVEL_3)
|
|
{
|
|
result = conditions.triggerConditions.x121Conditions.fl3Buffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_FIBO_LEVEL_1_5)
|
|
{
|
|
//
|
|
result =
|
|
isBullish
|
|
? conditions.triggerConditions.x121Conditions.fl1Buffer[0]
|
|
: conditions.triggerConditions.x121Conditions.fl5Buffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_DON_CLOSE_BOX)
|
|
{
|
|
//
|
|
result =
|
|
isBullish
|
|
? conditions.triggerConditions.x121Conditions.donCloseLowerBuffer[0]
|
|
: conditions.triggerConditions.x121Conditions.donCloseUpperBuffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_SWING)
|
|
{
|
|
//
|
|
int swingLowsCount = conditions.triggerConditions.state.CountSwingLows();
|
|
int swingHighsCount = conditions.triggerConditions.state.CountSwingHighs();
|
|
result =
|
|
isBullish
|
|
? conditions.triggerConditions.state.swingLows[swingLowsCount - 1].GetValue()
|
|
: conditions.triggerConditions.state.swingHighs[swingHighsCount - 1].GetValue();
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_REJECTION)
|
|
{
|
|
//
|
|
result =
|
|
isBullish
|
|
? conditions.triggerConditions.state.bullishRejectionBars[conditions.triggerConditions.state.CountBullishRejectionBars() - 1].Lower()
|
|
: conditions.triggerConditions.state.bearishRejectionBars[conditions.triggerConditions.state.CountBearishRejectionBars() - 1].Upper();
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_MOMENTUM)
|
|
{
|
|
//
|
|
result =
|
|
isBullish
|
|
? conditions.triggerConditions.state.bullishMomentumBars[conditions.triggerConditions.state.CountBullishMomentumBars() - 1].Lower()
|
|
: conditions.triggerConditions.state.bearishMomentumBars[conditions.triggerConditions.state.CountBearishMomentumBars() - 1].Upper();
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_VWAP_FAST)
|
|
{
|
|
result = conditions.triggerConditions.x121Conditions.vwapFastBuffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_VWAP_MID)
|
|
{
|
|
result = conditions.triggerConditions.x121Conditions.vwapMidBuffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_VWAP_SLOW)
|
|
{
|
|
result = conditions.triggerConditions.x121Conditions.vwapSlowBuffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_CURRENT_SAR)
|
|
{
|
|
result = conditions.triggerConditions.x121Conditions.sarBuffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_TENKAN_SEN)
|
|
{
|
|
//
|
|
double hh = zBar.FindHighest(
|
|
9,
|
|
MODE_HIGH //
|
|
);
|
|
double ll = zBar.FindLowest(
|
|
9,
|
|
MODE_LOW //
|
|
);
|
|
double mid = (hh - ll) / 2;
|
|
result = isBullish
|
|
? ll - mid
|
|
: hh + mid;
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_CURRENT_SAR_BOX ||
|
|
type == X_121_SMC_SL_TYPE_LAST_SAR_CHANGED_BAR ||
|
|
type == X_121_SMC_SL_TYPE_LAST_DIRECTIONAL_SAR)
|
|
{
|
|
//
|
|
XOHCL cSarChangeBar;
|
|
XOHCL pSarChangeBar;
|
|
XValueChange cSarChange; // Current Sar Change (IsDirect) ...
|
|
XValueChange pSarChange; // Prev Sar Change (Direct) ...
|
|
XValueChange sarChanges[];
|
|
int sarChangesCount = mTriggerCycleHelper
|
|
.FillSarChanges(sarChanges);
|
|
if (!IsValidSize(sarChangesCount) || sarChangesCount < 2)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
//
|
|
cSarChange = sarChanges[sarChangesCount - 1];
|
|
pSarChange = sarChanges[sarChangesCount - 2];
|
|
|
|
//
|
|
bool isFilled = cSarChange.FillBar(
|
|
cSarChangeBar,
|
|
symbol,
|
|
period //
|
|
);
|
|
if (!isFilled)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
isFilled = pSarChange.FillBar(
|
|
pSarChangeBar,
|
|
symbol,
|
|
period //
|
|
);
|
|
if (!isFilled)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
if (type == X_121_SMC_SL_TYPE_LAST_SAR_CHANGED_BAR)
|
|
{
|
|
//
|
|
result = isBullish
|
|
? pSarChangeBar.low
|
|
: pSarChangeBar.high;
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_CURRENT_SAR_BOX)
|
|
{
|
|
//
|
|
result =
|
|
isBullish
|
|
? zBar.FindLowest(
|
|
MathAbs(cSarChangeBar.Index() - 1),
|
|
MODE_LOW //
|
|
)
|
|
: zBar.FindHighest(
|
|
MathAbs(cSarChangeBar.Index() - 1),
|
|
MODE_HIGH //
|
|
);
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_LAST_DIRECTIONAL_SAR)
|
|
{
|
|
//
|
|
XOHCL prevBar;
|
|
bool isInited = cSarChangeBar.GetPreviousBar(prevBar);
|
|
if (!isInited)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = isBullish
|
|
? prevBar.low
|
|
: prevBar.high;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |