1188 lines
63 KiB
Plaintext
1188 lines
63 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Class Library
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// --------------------------------------
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// Name: XCX121SMCTestStrategy
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// Description: provides all based classes for use ...
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//
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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// Global Properties ...
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#property library
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#property copyright "Copyright 2023, SaherElm IT Center"
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#property link "https://www.saherelm.ir"
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#property version "1.00"
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#property strict
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//
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// Imports ...
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//
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#include "../../Helpers/x-saherelm.xchvwap.helper.mq5"
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#include "../../Helpers/x-saherelm.xpv.helper.mq5"
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#include "../Classes/x-121.smc.base.strategy.class.mq5"
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//
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// Helper(s) ...
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//
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// XStrategy Class Implementation(s) ...
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class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
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{
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//
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// Public ...
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public:
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//
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//
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// Constructor(s) ...
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void XCX121SMCTestStrategy(
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//
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// Base ...
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string _symbol, // Trading Symbol
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ENUM_TIMEFRAMES _period // Trading TimeFrame
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)
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: XCX121SMCBaseStrategy(_symbol, _period)
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{
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InitialHelpers();
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}
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//
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// Deconstructor ...
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void ~XCX121SMCTestStrategy()
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{
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//
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delete pvHelper;
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delete chvwapHelper;
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}
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//
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// Overrides Actions ...
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//
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// Check Conditions For Signal ...
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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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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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bool isAllowLong = AllowLong();
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bool isAllowShort = AllowShort();
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result = isAllowLong || isAllowShort;
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if (!result)
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{
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return result;
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;
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}
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//
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// Start Calculations ...
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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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double points = GetPoints(_symbol);
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double pip = GetPipPrice(_symbol);
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double pip2 = 2 * pip;
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double pip3 = 3 * pip;
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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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int loopback = 7;
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string symbol = _symbol;
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int dest = cIndex + loopback;
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datetime cTime = TimeCurrent();
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ENUM_TIMEFRAMES period = _period;
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//
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// Retrieve Bars ...
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//
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// Zero Bar ...
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XOHCL zBar;
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result = zBar.Init(
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_symbol,
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_period,
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zIndex //
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);
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if (!result)
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{
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return result;
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}
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//
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// Last Bar ...
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XOHCL cBar;
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result = cBar.Init(
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_symbol,
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_period,
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cIndex //
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);
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if (!result)
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{
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return result;
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}
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//
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// Previous Bar ...
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XOHCL pBar;
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result = pBar.Init(
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_symbol,
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_period,
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pIndex //
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);
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if (!result)
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{
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return result;
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}
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//
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bool isSpreadPassed = IsSpreadPass();
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result = isSpreadPassed;
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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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// Reading Indicator's Conditions ...
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XCHVWAPConditions chvwapConditions;
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chvwapHelper.GetConditions(
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chvwapConditions,
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cIndex,
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loopback //
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);
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//
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// Select a Supply Zone which Price is Inside it ...
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XZone supplyZone;
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XZone aSupplyZone;
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bool hasSupplyZoneArroundCBar = false;
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int supplyZonesCount = ArraySize(_5MState.supplyZones);
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bool hasSupplyZoneOverCBar = IsValidSize(supplyZonesCount);
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if (hasSupplyZoneOverCBar)
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{
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//
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hasSupplyZoneOverCBar = false;
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for (int i = 0; i < supplyZonesCount; i++)
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{
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//
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XZone iZone = _5MState.supplyZones[i];
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//
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if (!hasSupplyZoneOverCBar &&
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iZone.lower > cBar.high)
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{
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//
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iZone.to = cTime;
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supplyZone = iZone;
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hasSupplyZoneOverCBar = true;
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// //
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// break;
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}
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//
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if ((!hasSupplyZoneArroundCBar &&
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iZone.lower < cBar.low &&
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iZone.upper > cBar.high) ||
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(hasSupplyZoneArroundCBar &&
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aSupplyZone.lower < cBar.low &&
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aSupplyZone.upper > cBar.high &&
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iZone.lower < cBar.low &&
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iZone.upper > cBar.high &&
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iZone.GetRange() < aSupplyZone.GetRange()))
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{
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aSupplyZone = iZone;
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}
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}
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}
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//
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XZone demandZone;
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int demandZonesCount = ArraySize(_5MState.demandZones);
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bool hasDemandZoneUnderCBar = IsValidSize(demandZonesCount);
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if (hasDemandZoneUnderCBar)
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{
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//
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hasDemandZoneUnderCBar = false;
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for (int i = 0; i < demandZonesCount; i++)
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{
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//
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XZone iZone = _5MState.demandZones[i];
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//
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if (!hasDemandZoneUnderCBar &&
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iZone.upper < cBar.low)
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{
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//
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iZone.to = cTime;
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demandZone = iZone;
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hasDemandZoneUnderCBar = true;
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//
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break;
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}
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}
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}
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//
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XOHCL swingHigh;
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int swingHighsCount = ArraySize(_5MState.swingHighs);
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bool hasSwingHighOverCBar = IsValidSize(swingHighsCount);
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if (hasSwingHighOverCBar)
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{
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//
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hasSwingHighOverCBar = false;
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for (int i = 0; i < swingHighsCount; i++)
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{
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//
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XOHCL iBar = _5MState.swingHighs[i];
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//
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if (!hasSwingHighOverCBar &&
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iBar.high > cBar.high)
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{
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//
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swingHigh = iBar;
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hasSwingHighOverCBar = true;
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//
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break;
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}
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}
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}
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//
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XOHCL swingLow;
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int swingLowsCount = ArraySize(_5MState.swingLows);
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bool hasSwingLowUnderCBar = IsValidSize(swingLowsCount);
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if (hasSwingLowUnderCBar)
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{
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//
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hasSwingLowUnderCBar = false;
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for (int i = 0; i < swingLowsCount; i++)
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{
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//
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XOHCL iBar = _5MState.swingLows[i];
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//
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if (!hasSwingLowUnderCBar &&
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iBar.low < cBar.low)
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{
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//
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swingLow = iBar;
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hasSwingLowUnderCBar = true;
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//
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break;
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}
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}
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}
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//
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XOHCL bullishRejectionBar;
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XOHCL bearishRejectionBar;
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bool hasBullishRejectionBarUnderCBar = false;
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bool hasBearishRejectionBarOverCBar = false;
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int rejectionBarsCount = ArraySize(_5MState.rejectionBars);
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if (IsValidSize(rejectionBarsCount))
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{
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//
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for (int i = 0; i < rejectionBarsCount; i++)
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{
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//
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XOHCL iBar = _5MState.rejectionBars[i];
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//
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bool isBullish = iBar.GetLowShadow() > iBar.GetHighShadow();
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bool isBearish = iBar.GetHighShadow() > iBar.GetLowShadow();
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//
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if (isBullish &&
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!hasBullishRejectionBarUnderCBar &&
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iBar.high < cBar.low)
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{
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//
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bullishRejectionBar = iBar;
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hasBullishRejectionBarUnderCBar = true;
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}
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//
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if (isBearish &&
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!hasBearishRejectionBarOverCBar &&
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iBar.low > cBar.high)
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{
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//
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bearishRejectionBar = iBar;
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hasBearishRejectionBarOverCBar = true;
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}
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}
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}
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//
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bool isBullish =
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//
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(
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//
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(
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//
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// Common Conditions ...
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//
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// Check Has Swing Low Under CBar ...
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hasSwingLowUnderCBar &&
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//
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// Check has a Demand Zone Under CBar ...
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hasDemandZoneUnderCBar &&
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//
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// Check Candle is Strong ...
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cBar.IsBullishDecision() &&
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//
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// Check Has a Bullish Rejection Bar Under CBar ...
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hasBullishRejectionBarUnderCBar &&
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//
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(
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//
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// First ...
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(
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//
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cBar.open < chvwapConditions.s[0] &&
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cBar.open < chvwapConditions.m[0] &&
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cBar.open < chvwapConditions.l[0] &&
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cBar.open < chvwapConditions.h[0] &&
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//
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cBar.close > chvwapConditions.s[0] &&
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cBar.close > chvwapConditions.m[0] &&
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cBar.close > chvwapConditions.l[0] &&
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cBar.close > chvwapConditions.h[0]
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//
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)
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//
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||
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//
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// Seccend ...
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(
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//
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chvwapConditions.s[0] > chvwapConditions.m[0] &&
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chvwapConditions.m[0] > chvwapConditions.l[0] &&
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chvwapConditions.l[0] > chvwapConditions.h[0] &&
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//
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cBar.close > chvwapConditions.s[0]
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//
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)
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//
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)
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//
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)
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//
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);
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//
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bool isBearish =
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//
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(
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//
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(
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//
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// Common Conditions ...
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//
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// Check Has Swing High Over CBar ...
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hasSwingHighOverCBar &&
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//
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// Check Has Supply Zone Over CBar ...
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hasSupplyZoneOverCBar &&
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//
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// Check Candle is Strong ...
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cBar.IsBearishDecision() &&
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//
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// Check Has a Bearish Rejection Bar Over CBar ...
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hasBearishRejectionBarOverCBar &&
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//
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(
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//
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// First ...
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(
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//
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cBar.open > chvwapConditions.s[0] &&
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cBar.open > chvwapConditions.m[0] &&
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cBar.open > chvwapConditions.l[0] &&
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cBar.open > chvwapConditions.h[0] &&
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//
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cBar.close < chvwapConditions.s[0] &&
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cBar.close < chvwapConditions.m[0] &&
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cBar.close < chvwapConditions.l[0] &&
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cBar.close < chvwapConditions.h[0]
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//
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)
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//
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||
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//
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// Second ...
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(
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//
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chvwapConditions.s[0] < chvwapConditions.m[0] &&
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chvwapConditions.m[0] < chvwapConditions.l[0] &&
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chvwapConditions.l[0] < chvwapConditions.h[0] &&
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//
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cBar.close < chvwapConditions.s[0]
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//
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)
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//
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)
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//
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)
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//
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);
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//
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if (isBullish || isBearish)
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{
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//
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double pvPOIss[];
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DetectPVPOIs(
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pvPOIss //
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);
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//
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// Draw supply if Exists ...
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if (hasSupplyZoneOverCBar)
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{
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//
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XCSupplyZoneObject *iObj;
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bool isCreated = mPOIDrawer.CreateSupplyZone(
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supplyZone,
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iObj //
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);
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if (isCreated)
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{
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mDrawnObjects.Add(iObj);
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}
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}
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//
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// Draw Demand if Exists ...
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if (hasDemandZoneUnderCBar)
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{
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//
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XCDemandZoneObject *iObj;
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bool isCreated = mPOIDrawer.CreateDemandZone(
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demandZone,
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iObj //
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);
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if (isCreated)
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{
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mDrawnObjects.Add(iObj);
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}
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}
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//
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// Draw Swing High ...
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if (hasSwingHighOverCBar)
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{
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//
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XCSwingHighObject *iObj;
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bool isCreated = mPOIDrawer.CreateSwingHigh(
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swingHigh,
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iObj //
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);
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if (isCreated)
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{
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mDrawnObjects.Add(iObj);
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}
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}
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//
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// Draw Swing Low ...
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if (hasSwingLowUnderCBar)
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{
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//
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XCSwingLowObject *iObj;
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bool isCreated = mPOIDrawer.CreateSwingLow(
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swingLow,
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iObj //
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);
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if (isCreated)
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{
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mDrawnObjects.Add(iObj);
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}
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}
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//
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// Draw Bullish Rejection Bar ...
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if (hasBullishRejectionBarUnderCBar)
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{
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//
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XCBullishRejectionBarObject *iObj;
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bool isCreated = mPOIDrawer.CreateBullishRejectionBar(
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bullishRejectionBar,
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iObj //
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);
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if (isCreated)
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{
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mDrawnObjects.Add(iObj);
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}
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}
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//
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// Draw Bearish Rejection Bar ...
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if (hasBearishRejectionBarOverCBar)
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{
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//
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XCBearishRejectionBarObject *iObj;
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bool isCreated = mPOIDrawer.CreateBearishRejectionBar(
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bearishRejectionBar,
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iObj //
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);
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if (isCreated)
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{
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mDrawnObjects.Add(iObj);
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}
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}
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//
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Print("");
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// hasLong = isBullish;
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// hasShort = isBearish;
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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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if (!result)
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{
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conditions.Clean();
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}
|
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|
|
//
|
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// Rmove Signal Condition ...
|
|
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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|
|
//
|
|
entry = GetEntry(
|
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conditions.symbol,
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type //
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);
|
|
|
|
//
|
|
double slCandidates[];
|
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|
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//
|
|
double selectedSL =
|
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hasLong
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? GetMin(slCandidates)
|
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: GetMax(slCandidates);
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sl =
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hasLong
|
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? selectedSL - pip3
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: selectedSL + pip3;
|
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|
|
//
|
|
// RISK Reward ...
|
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risk =
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hasLong
|
|
? entry - sl
|
|
: sl - entry;
|
|
reward = risk * r2r;
|
|
tp =
|
|
hasLong
|
|
? entry + reward
|
|
: entry - reward;
|
|
|
|
//
|
|
signal.sl = sl;
|
|
signal.tp = tp;
|
|
signal.type = type;
|
|
signal.mode = mode;
|
|
signal.entry = entry;
|
|
signal.volume = volume;
|
|
signal.symbol = _symbol;
|
|
signal.pushers = pushers;
|
|
signal.provider = GetTag();
|
|
signal.time = TimeCurrent();
|
|
signal.period = _5MState.period;
|
|
|
|
//
|
|
result = PrepareSignal(signal);
|
|
|
|
//
|
|
hasLong = false;
|
|
hasShort = false;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Customize Strategy Identifier ...
|
|
string GetTag() override
|
|
{
|
|
return X121SMCSUPDEMStrategyToken;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// XPV ...
|
|
XPVInputs pvInputs;
|
|
XSCXPVHelper *pvHelper;
|
|
|
|
//
|
|
// XCHVWAP ...
|
|
XCHVWAPInputs chvwapInputs;
|
|
XSCXCHVWAPHelper *chvwapHelper;
|
|
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
|
|
/**
|
|
* Initial Required Indicators Helper ...
|
|
*/
|
|
void InitialHelpers()
|
|
{
|
|
//
|
|
string symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
// Short ...
|
|
ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_MANUALLY; // How to Find Period
|
|
ENUM_TIMEFRAMES scPeriod = PERIOD_M15; // Time Period
|
|
|
|
//
|
|
// Medium ...
|
|
ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_MANUALLY; // How to Find Period
|
|
ENUM_TIMEFRAMES mcPeriod = PERIOD_H1; // Time Period
|
|
|
|
//
|
|
// Long ...
|
|
ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_MANUALLY; // How to Find Period
|
|
ENUM_TIMEFRAMES lcPeriod = PERIOD_H4; // Time Period
|
|
|
|
//
|
|
// Hind ...
|
|
ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_MANUALLY; // How to Find Period
|
|
ENUM_TIMEFRAMES hcPeriod = PERIOD_D1; // Time Period
|
|
|
|
//
|
|
// XPV ...
|
|
|
|
//
|
|
pvInputs.Default();
|
|
|
|
//
|
|
pvInputs.scMethod = scMethod;
|
|
pvInputs.scPeriod = scPeriod;
|
|
pvInputs.mcMethod = mcMethod;
|
|
pvInputs.mcPeriod = mcPeriod;
|
|
pvInputs.lcMethod = lcMethod;
|
|
pvInputs.lcPeriod = lcPeriod;
|
|
pvInputs.hcMethod = hcMethod;
|
|
pvInputs.hcPeriod = hcPeriod;
|
|
|
|
//
|
|
pvInputs.showPeaksAndVales = true;
|
|
pvInputs.showLevels = false;
|
|
pvInputs.showConsolidations = false;
|
|
pvInputs.showFibo1Levels = false;
|
|
pvInputs.showFibo2Levels = false;
|
|
pvInputs.showFibo3Levels = true;
|
|
pvInputs.showFibo4Levels = false;
|
|
pvInputs.showFibo5Levels = false;
|
|
|
|
//
|
|
pvHelper = new XSCXPVHelper();
|
|
pvHelper.Init(
|
|
symbol,
|
|
period,
|
|
pvInputs //
|
|
);
|
|
|
|
//
|
|
// XCHVWAP ...
|
|
|
|
//
|
|
chvwapInputs.Default();
|
|
|
|
//
|
|
chvwapInputs.scMethod = scMethod;
|
|
chvwapInputs.scPeriod = scPeriod;
|
|
chvwapInputs.mcMethod = mcMethod;
|
|
chvwapInputs.mcPeriod = mcPeriod;
|
|
chvwapInputs.lcMethod = lcMethod;
|
|
chvwapInputs.lcPeriod = lcPeriod;
|
|
chvwapInputs.hcMethod = hcMethod;
|
|
chvwapInputs.hcPeriod = hcPeriod;
|
|
|
|
//
|
|
chvwapInputs.showShort = true;
|
|
chvwapInputs.showMedium = true;
|
|
chvwapInputs.showLong = true;
|
|
chvwapInputs.showHind = true;
|
|
|
|
//
|
|
chvwapHelper = new XSCXCHVWAPHelper();
|
|
chvwapHelper.Init(
|
|
symbol,
|
|
period,
|
|
chvwapInputs //
|
|
);
|
|
}
|
|
|
|
/**
|
|
* Detect Direction of VWAP ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
ENUM_X_DIRECTION DetectVWAPDirection()
|
|
{
|
|
//
|
|
ENUM_X_DIRECTION result = X_DIRECTION_NONE;
|
|
|
|
//
|
|
int zIndex = 0;
|
|
int cIndex = zIndex + 1;
|
|
int pIndex = cIndex + 1;
|
|
|
|
//
|
|
int loopback = 7;
|
|
int dest = cIndex + loopback;
|
|
string symbol = GetSymbol();
|
|
datetime cTime = TimeCurrent();
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
// Reading Indicator's Conditions ...
|
|
XCHVWAPConditions chvwapConditions;
|
|
chvwapHelper.GetConditions(
|
|
chvwapConditions,
|
|
cIndex,
|
|
loopback //
|
|
);
|
|
|
|
//
|
|
bool isBullishOrdered =
|
|
//
|
|
chvwapConditions.m[0] > chvwapConditions.l[0] &&
|
|
chvwapConditions.l[0] > chvwapConditions.h[0]
|
|
//
|
|
;
|
|
bool isBullishState =
|
|
//
|
|
chvwapHelper.IsBullish(chvwapConditions.mState[0]) &&
|
|
chvwapHelper.IsBullish(chvwapConditions.lState[0]) &&
|
|
chvwapHelper.IsBullish(chvwapConditions.hState[0])
|
|
//
|
|
;
|
|
bool isBullishDirection =
|
|
isBullishState &&
|
|
isBullishOrdered;
|
|
|
|
//
|
|
bool isBearishOrdered =
|
|
//
|
|
chvwapConditions.m[0] < chvwapConditions.l[0] &&
|
|
chvwapConditions.l[0] < chvwapConditions.h[0]
|
|
//
|
|
;
|
|
bool isBearishState =
|
|
//
|
|
chvwapHelper.IsBearish(chvwapConditions.mState[0]) &&
|
|
chvwapHelper.IsBearish(chvwapConditions.lState[0]) &&
|
|
chvwapHelper.IsBearish(chvwapConditions.hState[0])
|
|
//
|
|
;
|
|
bool isBearishDirection =
|
|
isBearishState &&
|
|
isBearishOrdered;
|
|
|
|
//
|
|
if (isBullishDirection &&
|
|
!isBearishDirection)
|
|
{
|
|
result = X_DIRECTION_BULLISH;
|
|
}
|
|
else if (
|
|
isBearishDirection &&
|
|
!isBullishDirection)
|
|
{
|
|
result = X_DIRECTION_BEARISH;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Detect XPV POIs ...
|
|
*
|
|
* @param hhs: Double array ...
|
|
* @param lls: Double array ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int DetectPVPOIs(
|
|
double &values[] //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
Clean(values);
|
|
|
|
//
|
|
int zIndex = 0;
|
|
int cIndex = zIndex + 1;
|
|
int pIndex = cIndex + 1;
|
|
|
|
//
|
|
int requiredCount = 10;
|
|
long chartID = ChartIdentification();
|
|
int subWindow = SubWindowIdentification();
|
|
|
|
//
|
|
int loopback = 300;
|
|
int dest = cIndex + loopback;
|
|
string symbol = GetSymbol();
|
|
datetime cTime = TimeCurrent();
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
XOHCL cBar;
|
|
bool isInited = cBar.Init(
|
|
symbol,
|
|
period,
|
|
cIndex //
|
|
);
|
|
if (!isInited)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XPVConditions pvConditions;
|
|
pvHelper.GetConditions(
|
|
pvConditions,
|
|
cIndex,
|
|
loopback //
|
|
);
|
|
|
|
//
|
|
// Find POI ...
|
|
for (int i = 0; i < loopback; i++)
|
|
{
|
|
//
|
|
int iCount = 0;
|
|
double iValue = pvConditions.sCHHs[i];
|
|
|
|
//
|
|
// Peaks ...
|
|
for (int j = 0; j < loopback; j++)
|
|
{
|
|
//
|
|
double jValue = pvConditions.peaks[j];
|
|
|
|
//
|
|
if (jValue == iValue)
|
|
{
|
|
iCount++;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Values ...
|
|
for (int j = 0; j < loopback; j++)
|
|
{
|
|
//
|
|
double jValue = pvConditions.vales[j];
|
|
|
|
//
|
|
if (jValue == iValue)
|
|
{
|
|
iCount++;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Resistance ...
|
|
for (int j = 0; j < loopback; j++)
|
|
{
|
|
//
|
|
double jValue = pvConditions.resistances[j];
|
|
|
|
//
|
|
if (jValue == iValue)
|
|
{
|
|
iCount++;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Support ...
|
|
for (int j = 0; j < loopback; j++)
|
|
{
|
|
//
|
|
double jValue = pvConditions.supports[j];
|
|
|
|
//
|
|
if (jValue == iValue)
|
|
{
|
|
iCount++;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Short Cycle Highest Highs ...
|
|
for (int j = i + 1; j < loopback; j++)
|
|
{
|
|
//
|
|
double jValue = pvConditions.sCHHs[j];
|
|
|
|
//
|
|
if (jValue == iValue)
|
|
{
|
|
iCount++;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Short Cycle Lowest Low ...
|
|
for (int j = 0; j < loopback; j++)
|
|
{
|
|
//
|
|
double jValue = pvConditions.sCLLs[j];
|
|
|
|
//
|
|
if (jValue == iValue)
|
|
{
|
|
iCount++;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Medium Cycle Highest Highs ...
|
|
for (int j = 0; j < loopback; j++)
|
|
{
|
|
//
|
|
double jValue = pvConditions.mCHHs[j];
|
|
|
|
//
|
|
if (jValue == iValue)
|
|
{
|
|
iCount++;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Medium Cycle Lowest Low ...
|
|
for (int j = 0; j < loopback; j++)
|
|
{
|
|
//
|
|
double jValue = pvConditions.mCLLs[j];
|
|
|
|
//
|
|
if (jValue == iValue)
|
|
{
|
|
iCount++;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Long Cycle Highest Highs ...
|
|
for (int j = 0; j < loopback; j++)
|
|
{
|
|
//
|
|
double jValue = pvConditions.lCHHs[j];
|
|
|
|
//
|
|
if (jValue == iValue)
|
|
{
|
|
iCount++;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Long Cycle Lowest Low ...
|
|
for (int j = 0; j < loopback; j++)
|
|
{
|
|
//
|
|
double jValue = pvConditions.lCLLs[j];
|
|
|
|
//
|
|
if (jValue == iValue)
|
|
{
|
|
iCount++;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Hind Cycle Highest Highs ...
|
|
for (int j = 0; j < loopback; j++)
|
|
{
|
|
//
|
|
double jValue = pvConditions.hCHHs[j];
|
|
|
|
//
|
|
if (jValue == iValue)
|
|
{
|
|
iCount++;
|
|
}
|
|
}
|
|
|
|
//
|
|
// Hind Cycle Lowest Low ...
|
|
for (int j = 0; j < loopback; j++)
|
|
{
|
|
//
|
|
double jValue = pvConditions.hCLLs[j];
|
|
|
|
//
|
|
if (jValue == iValue)
|
|
{
|
|
iCount++;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (iCount >= requiredCount)
|
|
{
|
|
//
|
|
AddIfNotExists(
|
|
iValue,
|
|
values //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
result = ArraySize(values);
|
|
|
|
//
|
|
bool drawPOIs = true;
|
|
int width = 1;
|
|
ENUM_LINE_STYLE lineStyle = STYLE_DOT;
|
|
color clrResistance = clrOrange;
|
|
color clrSupport = clrTeal;
|
|
|
|
//
|
|
if (drawPOIs &&
|
|
IsValidSize(result))
|
|
{
|
|
//
|
|
for (int i = 0; i < result; i++)
|
|
{
|
|
//
|
|
double iValue = values[i];
|
|
|
|
//
|
|
datetime time1 = (datetime)((int)cBar.time - (2 * PeriodSeconds(cBar.period)));
|
|
datetime time2 = (datetime)((int)cBar.time + (2 * PeriodSeconds(cBar.period)));
|
|
|
|
//
|
|
string hash = "POI_" + ToString(iValue) + "_" + ToString(time1) + ToString(time2);
|
|
hash = ToMD5(hash);
|
|
|
|
//
|
|
string iName = "POI_" + ToString(iValue) + "_" + hash;
|
|
|
|
//
|
|
CChartObjectTrend *iObj;
|
|
iObj = new CChartObjectTrend();
|
|
bool isCreated = iObj.Create(
|
|
chartID,
|
|
iName,
|
|
subWindow,
|
|
time1,
|
|
iValue,
|
|
time2,
|
|
iValue //
|
|
);
|
|
if (isCreated)
|
|
{
|
|
//
|
|
iObj.Width(width);
|
|
iObj.Style(lineStyle);
|
|
|
|
//
|
|
if (iValue > cBar.close)
|
|
{
|
|
iObj.Color(clrResistance);
|
|
}
|
|
else if (iValue < cBar.close)
|
|
{
|
|
iObj.Color(clrSupport);
|
|
}
|
|
|
|
//
|
|
mDrawnObjects.Add(iObj);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |