550 lines
15 KiB
Plaintext
550 lines
15 KiB
Plaintext
//
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// LONG ...
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//
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bool isSoImportantLong =
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iConditions.demandZone.IsValid() &&
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iConditions.bullishFVG.IsValid() &&
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iConditions.bullishOrderBlock.IsValid();
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//
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bool isImportantLong =
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iConditions.demandZone.IsValid() &&
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(iConditions.bullishFVG.IsValid() ||
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iConditions.bullishOrderBlock.IsValid());
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//
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bool isRiskyLong =
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iConditions.demandZone.IsValid() &&
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(iConditions.bullishFVG.IsValid() ||
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iConditions.bullishOrderBlock.IsValid());
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//
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bool hasLongConditions = isSoImportantLong ||
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isImportantLong ||
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isRiskyLong;
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//
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if (hasLongConditions)
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{
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//
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// Find Trigger for Input Positions ...
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// - [] Breakout;
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// - [] Engulf;
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// - [] Rejection Bar;
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// - [] Momentum Bar;
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//
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type = POSITION_TYPE_BUY;
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entry = GetEntry(mSymbol, type);
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sl = iConditions.demandZone.lower - (10 * points);
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risk = entry - sl;
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reward = risk * r2r;
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tp = entry + reward;
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//
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bool isSpreadOK = IsSpreadPass();
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//
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// Price Must Breakout the Upper of Demand ...
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bool isBreakout =
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//
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cBar.IsBullish() &&
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zBar.low > conditions.demandZone.upper &&
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cBar.high > conditions.demandZone.upper &&
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cBar.close > conditions.demandZone.upper &&
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(cBar.open < conditions.demandZone.upper ||
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cBar.low < conditions.demandZone.upper)
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//
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;
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//
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// Price Must have Bullish Trend and Momentum on Ticks ...
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bool isTicksBullishMomentum =
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IsTicksBullish() &&
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IsTicksHasMomentum();
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//
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// Detect momentum / Swing Low / Rejection Bars ...
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bool hasMomentumBars = false;
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int swingLowsCount = ArraySize(_5MState.swingLows);
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int momentumBarsCount = ArraySize(_5MState.momentumBars);
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int rejectionBarsCount = ArraySize(_5MState.rejectionBars);
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if (IsValidSize(swingLowsCount) ||
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IsValidSize(momentumBarsCount) ||
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IsValidSize(rejectionBarsCount))
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{
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//
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int foundedPOIs = 0;
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//
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// Check Swing Lows ...
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if (IsValidSize(swingLowsCount))
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{
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//
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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 (iBar.time > iConditions.demandZone.from)
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{
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//
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if (iBar.low < entry)
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{
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//
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foundedPOIs++;
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DrawSwingBar(iBar, true);
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}
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}
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}
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}
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//
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// Check Momentum Bars ...
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if (IsValidSize(momentumBarsCount))
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{
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//
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for (int i = 0; i < momentumBarsCount; i++)
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{
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//
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XOHCL iBar = _5MState.momentumBars[i];
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//
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if (iBar.time > iConditions.demandZone.from)
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{
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//
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if (iBar.IsBullish() && iBar.low < entry)
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{
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//
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foundedPOIs++;
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DrawMomentumBar(iBar);
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}
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}
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}
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}
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//
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// Check Rejection Bars ...
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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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if (iBar.time > iConditions.demandZone.from)
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{
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//
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if (iBar.low < entry &&
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iBar.GetLowShadow() > iBar.GetHighShadow())
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{
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//
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foundedPOIs++;
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DrawRejectionBar(iBar);
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}
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}
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}
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}
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//
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pushers = foundedPOIs;
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hasMomentumBars = foundedPOIs > 0;
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}
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//
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hasLongConditions =
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hasLongConditions &&
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//
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isSpreadOK &&
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//
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isBreakout &&
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isTicksBullishMomentum &&
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//
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hasMomentumBars
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//
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;
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//
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if (hasLongConditions)
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{
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//
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removeIDX = i;
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conditions = iConditions;
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result = hasLongConditions;
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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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// SHORT ...
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//
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bool isSoImportantShort =
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iConditions.supplyZone.IsValid() &&
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iConditions.bearishFVG.IsValid() &&
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iConditions.bearishOrderBlock.IsValid();
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//
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bool isImportantShort =
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iConditions.supplyZone.IsValid() &&
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(iConditions.bearishFVG.IsValid() ||
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iConditions.bearishOrderBlock.IsValid());
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//
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bool isRiskyShort =
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iConditions.supplyZone.IsValid() &&
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(!iConditions.bearishFVG.IsValid() &&
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!iConditions.bearishOrderBlock.IsValid());
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//
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bool hasShortConditions = isSoImportantShort ||
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isImportantShort ||
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isRiskyShort;
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//
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if (hasShortConditions)
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{
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//
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// Find Trigger for Input Positions ...
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// - [] Breakout;
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// - [] Engulf;
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// - [] Rejection Bar;
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// - [] Momentum Bar;
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//
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//
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// removeIDX = i;
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// conditions = iConditions;
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// // DrawConditions(iConditions);
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// Print("hasShortConditions");
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break;
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}
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//////////////////////////////////////////////////////////////////////////////
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//
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XZone iBearishOrderBlock;
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XZone iBearishFVG;
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//
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bool isPassed = false;
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int orderBlocksCount = ArraySize(orderBlocksState.bearishOrderBlocks);
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isPassed = IsValidSize(orderBlocksCount);
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if (!isPassed)
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{
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continue;
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}
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//
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// Find Related Order Block ...
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isPassed = false;
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for (int j = 0; j < orderBlocksCount; j++)
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{
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//
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XZone jOrderBlock = orderBlocksState.bearishOrderBlocks[j];
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//
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bool isOrderBlockInsideZone = IsSupplyZoneOrderBlock(
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iSupplyZone,
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jOrderBlock //
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);
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if (isOrderBlockInsideZone)
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{
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//
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isPassed = true;
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iBearishOrderBlock = jOrderBlock;
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conditions.bearishOrderBlock = jOrderBlock;
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break;
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}
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}
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if (!isPassed)
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{
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continue;
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}
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//
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isPassed = false;
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int fairValueGapsCount = ArraySize(fvgsState.bearishFVGs);
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isPassed = IsValidSize(fairValueGapsCount);
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if (!isPassed)
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{
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continue;
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}
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//
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// Find Related Fair Value Gaps ...
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isPassed = false;
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for (int j = 0; j < fairValueGapsCount; j++)
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{
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//
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XZone jFVG = fvgsState.bearishFVGs[j];
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//
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bool isBelongs = IsBearishOrderBlockFVG(
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iBearishOrderBlock,
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jFVG //
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);
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if (isBelongs)
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{
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//
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iBearishFVG = jFVG;
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conditions.bearishFVG = jFVG;
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//
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isPassed = true;
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break;
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}
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}
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// if (!isPassed)
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// {
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// continue;
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// }
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// //
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// if (isPassed)
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// {
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// //
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// DrawSupplyZone(iSupplyZone);
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// DrawBearishOrderBlock(iBearishOrderBlock);
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// DrawBearishFVG(iBearishFVG);
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// }
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//////////////////////////////////////////////
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//
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XZone iBullishOrderBlock;
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XZone iBullishFVG;
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//
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bool isPassed = false;
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int orderBlocksCount = ArraySize(orderBlocksState.bullishOrderBlocks);
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isPassed = IsValidSize(orderBlocksCount);
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if (!isPassed)
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{
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continue;
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}
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//
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// Find Related Order Block ...
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isPassed = false;
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for (int j = 0; j < orderBlocksCount; j++)
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{
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//
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XZone jOrderBlock = orderBlocksState.bullishOrderBlocks[j];
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//
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bool isOrderBlockInsideZone = IsDemandZoneOrderBlock(
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iDemandZone,
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jOrderBlock //
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);
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if (isOrderBlockInsideZone)
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{
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//
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isPassed = true;
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iBullishOrderBlock = jOrderBlock;
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conditions.bullishOrderBlock = jOrderBlock;
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break;
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}
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}
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if (!isPassed)
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{
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continue;
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}
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//
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isPassed = false;
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int fairValueGapsCount = ArraySize(fvgsState.bullishFVGs);
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isPassed = IsValidSize(fairValueGapsCount);
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if (!isPassed)
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{
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continue;
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}
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//
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// Find Related Fair Value Gaps ...
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isPassed = false;
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for (int j = 0; j < fairValueGapsCount; j++)
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{
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//
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XZone jFVG = fvgsState.bullishFVGs[j];
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//
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bool isBelongs = IsBullishOrderBlockFVG(
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iBullishOrderBlock,
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jFVG //
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);
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if (isBelongs)
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{
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//
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iBullishFVG = jFVG;
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conditions.bullishFVG = jFVG;
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//
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isPassed = true;
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break;
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}
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}
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// if (!isPassed)
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// {
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// continue;
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// }
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// //
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// if (isPassed)
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// {
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// //
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// DrawDemandZone(iDemandZone);
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// DrawBullishOrderBlock(iBullishOrderBlock);
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// DrawBullishFVG(iBullishFVG);
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// }
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//////////////////////////////////////////////
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//
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// Tools Functions ...
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/**
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* Check an Order Block belongs to a Supply Zone ...
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*
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* @param supply: XZone instance ...
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* @param orderBlock: XZone instance ...
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*
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* @return ( bool )
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*/
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bool IsSupplyZoneOrderBlock(
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XZone &supply,
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XZone &orderBlock //
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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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result = supply.IsValid() &&
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orderBlock.IsValid();
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if (!result)
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{
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return result;
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}
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//
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result =
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orderBlock.upper <= supply.upper;
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//
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return result;
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}
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/**
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* Check an Order Block belongs to a Demand Zone ...
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*
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* @param demand: XZone instance ...
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* @param orderBlock: XZone instance ...
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*
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* @return ( bool )
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*/
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bool IsDemandZoneOrderBlock(
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XZone &demand,
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XZone &orderBlock //
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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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result = demand.IsValid() &&
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orderBlock.IsValid();
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if (!result)
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{
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return result;
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}
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//
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result =
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orderBlock.lower >= demand.lower;
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//
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return result;
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}
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/**
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* Check a Bearish FVG belongs to a Bearish Order Block ...
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*
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* @param orderBlock: XZone instance ...
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* @param fvg: XZone instance ...
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*
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* @return ( bool )
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*/
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bool IsBearishOrderBlockFVG(
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XZone &orderBlock,
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XZone &fvg //
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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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result = fvg.IsValid() &&
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orderBlock.IsValid();
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if (!result)
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{
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return result;
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}
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//
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result =
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fvg.upper <= orderBlock.upper &&
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fvg.upper > orderBlock.lower;
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//
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return result;
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}
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/**
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* Check a Bullish FVG belongs to a Bullish Order Block ...
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*
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* @param orderBlock: XZone instance ...
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* @param fvg: XZone instance ...
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*
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* @return ( bool )
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*/
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bool IsBullishOrderBlockFVG(
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XZone &orderBlock,
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XZone &fvg //
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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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result = fvg.IsValid() &&
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orderBlock.IsValid();
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if (!result)
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{
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return result;
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}
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//
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result =
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fvg.lower >= orderBlock.lower &&
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fvg.lower < orderBlock.upper;
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//
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return result;
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}
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