2161 lines
44 KiB
Plaintext
2161 lines
44 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 Common Library
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// --------------------------------------
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// Name: X121SMCLib
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// Description: provide all commonly used functions ...
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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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#include "../../Classes/x-saherelm.base.class.mq5"
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#include "../../Helpers/x-saherelm.x3ma.helper.mq5"
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#include "../../Helpers/x-saherelm.x3vwap.helper.mq5"
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#include "../../Helpers/x-saherelm.xchsar.helper.mq5"
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#include "../../Helpers/x-saherelm.xpv.helper.mq5"
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#include "../../Libraries/x-saherelm.common.lib.mq5"
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#include "../../Libraries/x-saherelm.x-poi.lib.mq5"
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#include "../../Libraries/x-saherelm.x-trade.lib.mq5"
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//
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// Definitions ...
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const string X121SMCStrategyToken = "X121SMC";
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const string X121SMCPVToken = "X121SMCPV";
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const string X121SMCBOSToken = "X121SMCBOS";
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const string X121SMCSARToken = "X121SMCSAR";
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const string X121SMCCHOCHToken = "X121SMCCHOCH";
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const string X121SMCPULLBKToken = "X121SMCPULLBK";
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enum ENUM_X_121_SMC_PROVIDERS
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{
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//
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X_121_SMC_PROVIDER_NONE,
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X_121_SMC_PROVIDER_PV,
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X_121_SMC_PROVIDER_BOS,
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X_121_SMC_PROVIDER_SAR,
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X_121_SMC_PROVIDER_CHOCH,
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X_121_SMC_PROVIDER_PULLBK,
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};
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enum ENUM_XPV_PIVOTS
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{
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XPV_NONE,
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XPV_PEAK,
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XPV_VALE,
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};
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struct XPVPivot
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{
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//
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string symbol;
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ENUM_TIMEFRAMES period;
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//
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double upper;
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double lower;
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//
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datetime from;
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datetime to;
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//
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int repetition;
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//
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ENUM_XPV_PIVOTS type;
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//
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// Combined all States ...
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XPOIState state;
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//
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XPVPivot()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleanup ...
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*/
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void Clean()
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{
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//
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upper = 0;
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lower = 0;
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//
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to = NULL;
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from = NULL;
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symbol = NULL;
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period = NULL;
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//
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repetition = 0;
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//
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type = XPV_NONE;
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//
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state.Clean();
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}
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/**
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* Validation ...
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*
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* @return ( bool )
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*/
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bool IsValid()
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{
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//
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bool result = false;
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//
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result =
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//
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IsValid(to) &&
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IsValid(from) &&
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IsValid(symbol) &&
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IsValid(period) &&
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repetition > 0 &&
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type != XPV_NONE &&
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(upper > 0 || lower > 0)
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//
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;
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//
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return result;
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}
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/**
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* Check Pivot is Peak ...
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*
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* @return ( bool )
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*/
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bool IsPeak()
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{
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//
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bool result = false;
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//
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result = IsValid() &&
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type == XPV_PEAK;
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//
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return result;
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}
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/**
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* Check Pivot is Vale ...
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*
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* @return ( bool )
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*/
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bool IsVale()
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{
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//
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bool result = false;
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//
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result = IsValid() &&
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type == XPV_VALE;
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//
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return result;
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}
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/**
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* Calculate Lower for Peaks ...
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*
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* @return ( double )
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*/
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double CalculateLower()
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{
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//
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double result = 0;
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//
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if (!IsValid() ||
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!IsPeak())
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{
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return result;
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}
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//
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int fromIndex = iBarShift(
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symbol,
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period,
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from //
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);
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//
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int toIndex = iBarShift(
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symbol,
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period,
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to //
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);
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//
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int count =
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fromIndex - toIndex;
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//
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int llIDX = iLowest(
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symbol,
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period,
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MODE_LOW,
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count,
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toIndex //
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);
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//
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result =
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iLow(
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symbol,
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period,
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llIDX //
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);
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//
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return result;
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}
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/**
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* Calculate Upper for Vales ...
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*
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* @return ( double )
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*/
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double CalculateUpper()
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{
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//
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double result = 0;
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//
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if (!IsValid() ||
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!IsVale())
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{
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return result;
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}
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//
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int fromIndex = iBarShift(
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symbol,
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period,
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from //
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);
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//
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int toIndex = iBarShift(
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symbol,
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period,
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to //
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);
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//
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int count =
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fromIndex - toIndex;
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//
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int hhIDX = iHighest(
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symbol,
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period,
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MODE_HIGH,
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count,
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toIndex //
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);
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//
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result =
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iHigh(
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symbol,
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period,
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hhIDX //
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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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* Calculate Range of Pivot ...
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*
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* @return ( double )
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*/
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double CalculateRange()
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{
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//
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double result = 0;
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//
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if (!IsValid() ||
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upper <= 0 ||
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lower <= 0)
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{
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return result;
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}
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//
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result = upper - lower;
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//
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return result;
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}
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/**
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* Calculate Middle of Pivot ...
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* Used for
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* @return ( double )
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*/
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double CalculateMid()
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{
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//
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double result = 0;
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//
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double range = CalculateRange();
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if (range <= 0)
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{
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return result;
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}
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//
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result = lower + (range / 2);
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//
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return result;
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}
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/**
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* Calculate Liquidity Percent for Specified Direction ...
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*
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* @param forDirection: ENUM_X_DIRECTION member, Specified Liquidity ...
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* @param price: Double, Specified Price ...
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*
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* @return ( double )
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*/
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double CalculateLiquidityPercent(
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ENUM_X_DIRECTION forDirection,
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double price = 0 //
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)
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{
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//
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double result = 0;
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//
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if (!IsValid())
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{
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return result;
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}
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//
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result = state
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.CalculateLiquidityPercent(
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forDirection,
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price //
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);
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//
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return result;
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}
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//
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/**
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* Get Unique Identifier ...
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*
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* @return ( string )
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*/
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string GetTag()
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{
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//
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string result = NULL;
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//
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if (!IsValid())
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{
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return result;
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}
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//
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string hash = symbol + "_" +
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ToString(period) + "_" +
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ToString(upper) + "," +
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ToString(lower) + "_" +
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ToString(from) + "," +
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ToString(to);
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hash = ToMD5(hash);
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//
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string typeStr =
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type == XPV_PEAK
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? "Peak"
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: "Vale";
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//
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result =
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//
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"XPV_" +
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typeStr + "_" +
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symbol + "_" +
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ToString(period) +
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"_" + hash
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//
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;
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//
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return result;
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}
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//
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};
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//
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// Each Market Cycle (Time Frame) Conditions
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// Model as this Structure ...
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struct X121SMCCycleConditions
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{
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//
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string symbol;
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ENUM_TIMEFRAMES period;
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datetime time;
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//
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XPVConditions xpvConditions;
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X3MAConditions x3maConditions;
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X3VWAPConditions x3vwapConditions;
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XCHSARConditions xchsarConditions;
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//
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XPOIState state;
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//
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void X121SMCStrategyConditions()
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{
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Clean();
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}
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//
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// Tools ...
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/**
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* Cleanup ...
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*/
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void Clean()
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{
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//
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symbol = NULL;
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period = NULL;
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time = NULL;
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//
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state.Clean();
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xpvConditions.Clean();
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x3maConditions.Clean();
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x3vwapConditions.Clean();
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xchsarConditions.Clean();
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}
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/**
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* Validate ...
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*
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* @return ( bool )
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*/
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bool IsValid()
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{
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//
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bool result = false;
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//
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result = IsSpecifiedValid(symbol) &&
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IsSpecifiedValid(period) &&
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IsSpecifiedValid(time);
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//
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;
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//
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return result;
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}
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/**
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* Check Cycle Conditions Has Bullish State ...
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*
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* @param bar: XOHCL instance ...
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*
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* @return ( bool )
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*/
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bool IsBullish(
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XOHCL &bar //
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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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int index = bar.Index();
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//
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result =
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//
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// Check Conditions Validation ...
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IsValid() &&
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//
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// Check Bar Validation ...
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bar.IsValid() &&
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//
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// Check XCHSar Current is Bullish ...
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xchsarConditions.isCBullish &&
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//
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// Check X3VWAP is Bullish State ...
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x3vwapConditions.isBullishState &&
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//
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// Check X3VWAP is Bullish Ordered ...
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x3vwapConditions.isBullishOrdered &&
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//
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// Check Close Over X3MA Fast ...
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bar.close > x3maConditions.fasts[index]
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//
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;
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//
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return result;
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}
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/**
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* Check Cycle Conditions Has Bearish State ...
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*
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* @param bar: XOHCL instance ...
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*
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* @return ( bool )
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*/
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bool IsBearish(
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XOHCL &bar //
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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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int index = bar.Index();
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//
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result =
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//
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// Check Conditions Validation ...
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IsValid() &&
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//
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// Check Bar Validation ...
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bar.IsValid() &&
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//
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// Check XCHSar Current is Bearish ...
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xchsarConditions.isCBearish &&
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//
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// Check X3VWAP is Bearish State ...
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x3vwapConditions.isBearishState &&
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//
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// Check X3VWAP is Bearish Ordered ...
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x3vwapConditions.isBearishOrdered &&
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//
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// Check Close Under X3MA Fast ...
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bar.close < x3maConditions.fasts[index]
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//
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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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// Reporter Functions ...
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/**
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* Generate Provided Scores ...
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*
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* @param bullishScore: Integer, reference ...
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* @param bearishScore: Integer, referenceF ...
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*/
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void GenerateScore(
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double &bullishScore,
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double &bearishScore //
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)
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{
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//
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bullishScore = 0;
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bearishScore = 0;
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//
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if (!IsValid())
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{
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return;
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}
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//
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double bullScore = 0;
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double bearScore = 0;
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// //
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// // XPV ...
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// pvConditions.GenerateScore(
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// bullScore,
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// bearScore //
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// );
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// bullishScore += bullScore;
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// bearishScore += bearScore;
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}
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/**
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* Generate Summary ...
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*
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* @param onlyCommons: Boolean ...
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* @param onlyConditions: Boolean ...
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* @param includeScores: Boolean ...
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* @param ignoreFalseConditions: Boolean ...
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* @param separator: String ...
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*
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* @return ( string )
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*/
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string GenerateSummary(
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bool onlyCommons = false,
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bool onlyConditions = false,
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bool includeScores = true,
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bool ignoreFalseConditions = true,
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string separator = "\n" //
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)
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{
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//
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string result = NULL;
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//
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double bullishScore = 0;
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double bearishScore = 0;
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GenerateScore(
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bullishScore,
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bearishScore //
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);
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//
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string commonStr = GenerateSpecifiedCommonSummary(
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this,
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separator,
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includeScores,
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true //
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);
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// //
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// // XPV ...
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// string pvStr = pvConditions.GenerateSummary(
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// false,
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// true,
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// false,
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// ignoreFalseConditions //
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// );
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//
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string conditionsStr =
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//
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// pvStr + separator +
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""
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//
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;
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//
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result =
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//
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"[" + GetTag() + "]" + separator +
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"----------" + separator +
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(onlyConditions
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? ""
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: commonStr) +
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" " + separator +
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(onlyCommons
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? ""
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: conditionsStr) +
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""
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//
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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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* Get Unique Identifier ...
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|
*
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* @param forObject: Boolean ...
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*
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* @return ( string )
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|
*/
|
|
string GetTag(
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bool forObject = false //
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)
|
|
{
|
|
//
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|
string result = NULL;
|
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|
|
//
|
|
string typeName = GetTypeName(this);
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|
|
//
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if (!forObject)
|
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{
|
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result = typeName;
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}
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else
|
|
{
|
|
//
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|
result = typeName + "_" +
|
|
symbol + "_" + ToString(period) + "_" +
|
|
ToMD5(time);
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
//
|
|
// Model Signalling Conditions ...
|
|
struct X121SMCStrategyConditions
|
|
{
|
|
//
|
|
string symbol;
|
|
ENUM_TIMEFRAMES period;
|
|
datetime time;
|
|
|
|
//
|
|
// Cycles Conditions here ...
|
|
X121SMCCycleConditions triggerConditions;
|
|
X121SMCCycleConditions decisionConditions;
|
|
X121SMCCycleConditions analyseConditions;
|
|
X121SMCCycleConditions verificationConditions;
|
|
X121SMCCycleConditions consolidationConditions;
|
|
X121SMCCycleConditions visionConditions;
|
|
|
|
//
|
|
double sl;
|
|
string provider;
|
|
XCOrderBlock *visionBullOB;
|
|
XCOrderBlock *visionBearOB;
|
|
XCOrderBlock *consolidationBullOB;
|
|
XCOrderBlock *consolidationBearOB;
|
|
ENUM_X_DIRECTION marketStructureDir;
|
|
|
|
//
|
|
void X121SMCStrategyConditions()
|
|
{
|
|
Clean();
|
|
}
|
|
|
|
//
|
|
// Tools ...
|
|
|
|
/**
|
|
* Cleanup ...
|
|
*/
|
|
void Clean()
|
|
{
|
|
//
|
|
symbol = NULL;
|
|
period = NULL;
|
|
time = NULL;
|
|
|
|
//
|
|
sl = 0;
|
|
provider = NULL;
|
|
visionBullOB = NULL;
|
|
visionBearOB = NULL;
|
|
consolidationBullOB = NULL;
|
|
consolidationBearOB = NULL;
|
|
marketStructureDir = X_DIRECTION_NONE;
|
|
|
|
//
|
|
triggerConditions.Clean();
|
|
decisionConditions.Clean();
|
|
analyseConditions.Clean();
|
|
verificationConditions.Clean();
|
|
consolidationConditions.Clean();
|
|
visionConditions.Clean();
|
|
}
|
|
|
|
/**
|
|
* Validate ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsValid()
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = IsSpecifiedValid(symbol) &&
|
|
IsSpecifiedValid(period) &&
|
|
IsSpecifiedValid(time);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Check Conditions has Ddirection or not ...
|
|
*
|
|
* @param dir: ENUM_X_DIRECTIOn member ...
|
|
* @param bar: XOHCL instance ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool HasDirection(
|
|
ENUM_X_DIRECTION &dir,
|
|
XOHCL &bar //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
dir = X_DIRECTION_NONE;
|
|
|
|
//
|
|
result = IsValid() &&
|
|
bar.IsValid() &&
|
|
bar.Index() > 0;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int index = bar.Index();
|
|
|
|
//
|
|
// Parse Cycles Conditions ...
|
|
|
|
//
|
|
// Vision ...
|
|
|
|
//
|
|
bool isVisionBullish =
|
|
//
|
|
// XCHSar Current is Bullish ...
|
|
visionConditions.xchsarConditions.isCBullish &&
|
|
//
|
|
// Close Over X3MA Fast ...
|
|
bar.close > visionConditions.x3maConditions.fasts[index] &&
|
|
//
|
|
// X3VWap Fast is Bullish ...
|
|
visionConditions.x3vwapConditions.fastStates[index] ==
|
|
X3VWAP_STATE_BULLISH
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isVisionBearish =
|
|
//
|
|
// XCHSar Current is Bearish ...
|
|
visionConditions.xchsarConditions.isCBearish &&
|
|
//
|
|
// Close Under X3MA Fast ...
|
|
bar.close < visionConditions.x3maConditions.fasts[index] &&
|
|
//
|
|
// X3VWap Fast is Bearish ...
|
|
visionConditions.x3vwapConditions.fastStates[index] ==
|
|
X3VWAP_STATE_BEARISH
|
|
//
|
|
;
|
|
|
|
//
|
|
// Check Vision Has Conditions or not ...
|
|
bool hasVisionConditions =
|
|
isVisionBullish ||
|
|
isVisionBearish;
|
|
result = hasVisionConditions;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Consolidation ...
|
|
|
|
//
|
|
bool isConsolidationBullish = consolidationConditions.IsBullish(bar);
|
|
bool isConsolidationBearish = consolidationConditions.IsBearish(bar);
|
|
bool hasConsolidationConditions =
|
|
isConsolidationBullish ||
|
|
isConsolidationBearish;
|
|
result = hasConsolidationConditions;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Verification ...
|
|
|
|
//
|
|
bool isVerificationBullish = verificationConditions.IsBullish(bar);
|
|
bool isVerificationBearish = verificationConditions.IsBearish(bar);
|
|
bool hasVerificationConditions =
|
|
isVerificationBullish ||
|
|
isVerificationBearish;
|
|
result = hasVerificationConditions;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Analyse ...
|
|
|
|
//
|
|
bool isAnalyseBullish = analyseConditions.IsBullish(bar);
|
|
bool isAnalyseBearish = analyseConditions.IsBearish(bar);
|
|
bool hasAnalyseConditions =
|
|
isAnalyseBullish ||
|
|
isAnalyseBearish;
|
|
result = hasAnalyseConditions;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Decision ...
|
|
|
|
//
|
|
bool isDecisionBullish = decisionConditions.IsBullish(bar);
|
|
bool isDecisionBearish = decisionConditions.IsBearish(bar);
|
|
bool hasDecisionConditions =
|
|
isDecisionBullish ||
|
|
isDecisionBearish;
|
|
result = hasDecisionConditions;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Analyse Conditions ...
|
|
bool hasBullishConditions =
|
|
//
|
|
isVisionBullish &&
|
|
isConsolidationBullish &&
|
|
isVerificationBullish &&
|
|
isAnalyseBullish &&
|
|
isDecisionBullish
|
|
//
|
|
;
|
|
bool hasBearishConditions =
|
|
//
|
|
isVisionBearish &&
|
|
isConsolidationBearish &&
|
|
isVerificationBearish &&
|
|
isAnalyseBearish &&
|
|
isDecisionBearish
|
|
//
|
|
;
|
|
result = hasBullishConditions ||
|
|
hasBearishConditions;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Specified Conditions Direction ...
|
|
dir =
|
|
hasBullishConditions
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Reporter Functions ...
|
|
|
|
/**
|
|
* Generate Provided Scores ...
|
|
*
|
|
* @param bullishScore: Integer, reference ...
|
|
* @param bearishScore: Integer, referenceF ...
|
|
*/
|
|
void GenerateScore(
|
|
double &bullishScore,
|
|
double &bearishScore //
|
|
)
|
|
{
|
|
//
|
|
bullishScore = 0;
|
|
bearishScore = 0;
|
|
|
|
//
|
|
if (!IsValid())
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
double bullScore = 0;
|
|
double bearScore = 0;
|
|
|
|
// //
|
|
// // XPV ...
|
|
// pvConditions.GenerateScore(
|
|
// bullScore,
|
|
// bearScore //
|
|
// );
|
|
// bullishScore += bullScore;
|
|
// bearishScore += bearScore;
|
|
}
|
|
|
|
/**
|
|
* Generate Summary ...
|
|
*
|
|
* @param onlyCommons: Boolean ...
|
|
* @param onlyConditions: Boolean ...
|
|
* @param includeScores: Boolean ...
|
|
* @param ignoreFalseConditions: Boolean ...
|
|
* @param separator: String ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GenerateSummary(
|
|
bool onlyCommons = false,
|
|
bool onlyConditions = false,
|
|
bool includeScores = true,
|
|
bool ignoreFalseConditions = true,
|
|
string separator = "\n" //
|
|
)
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
double bullishScore = 0;
|
|
double bearishScore = 0;
|
|
GenerateScore(
|
|
bullishScore,
|
|
bearishScore //
|
|
);
|
|
|
|
//
|
|
string commonStr = GenerateSpecifiedCommonSummary(
|
|
this,
|
|
separator,
|
|
includeScores,
|
|
true //
|
|
);
|
|
|
|
// //
|
|
// // XPV ...
|
|
// string pvStr = pvConditions.GenerateSummary(
|
|
// false,
|
|
// true,
|
|
// false,
|
|
// ignoreFalseConditions //
|
|
// );
|
|
|
|
//
|
|
string conditionsStr =
|
|
//
|
|
// pvStr + separator +
|
|
""
|
|
//
|
|
;
|
|
|
|
//
|
|
result =
|
|
//
|
|
"[" + GetTag() + "]" + separator +
|
|
"----------" + separator +
|
|
(onlyConditions
|
|
? ""
|
|
: commonStr) +
|
|
" " + separator +
|
|
(onlyCommons
|
|
? ""
|
|
: conditionsStr) +
|
|
""
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Get Unique Identifier ...
|
|
*
|
|
* @param forObject: Boolean ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string GetTag(
|
|
bool forObject = false //
|
|
)
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
string typeName = GetTypeName(this);
|
|
|
|
//
|
|
if (!forObject)
|
|
{
|
|
result = typeName;
|
|
}
|
|
else
|
|
{
|
|
//
|
|
result = typeName + "_" +
|
|
symbol + "_" + ToString(period) + "_" +
|
|
ToMD5(time);
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
typedef void (*TOnX121SMCSignal)(
|
|
XSignal &signal,
|
|
X121SMCStrategyConditions &conditions //
|
|
);
|
|
|
|
//
|
|
// Extentions ...
|
|
|
|
/**
|
|
* Find Oldest Pivot Index ...
|
|
*
|
|
* @param pivots: XPVPivot instance ...
|
|
* @return ( int )
|
|
*/
|
|
int FindOldestPivotIndex(
|
|
XPVPivot &pivots[] //
|
|
)
|
|
{
|
|
//
|
|
int result = -1;
|
|
|
|
//
|
|
int count = ArraySize(pivots);
|
|
if (!IsValidSize(count))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XPVPivot iPivot = pivots[i];
|
|
|
|
//
|
|
bool isOldest = true;
|
|
for (int j = 0; j < count; j++)
|
|
{
|
|
//
|
|
XPVPivot jPivot = pivots[j];
|
|
|
|
//
|
|
isOldest = iPivot.from <= jPivot.from;
|
|
if (!isOldest)
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
if (isOldest)
|
|
{
|
|
//
|
|
result = i;
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Sort Pivots Based On From Date ...
|
|
*
|
|
* @param pivots: XPVPivot instance Collection reference ...
|
|
*/
|
|
void SortPivots(
|
|
XPVPivot &pivots[] //
|
|
)
|
|
{
|
|
//
|
|
XPVPivot tmp[];
|
|
Copy(
|
|
pivots,
|
|
tmp //
|
|
);
|
|
|
|
//
|
|
Clean(pivots);
|
|
|
|
//
|
|
while (ArraySize(tmp) > 0)
|
|
{
|
|
//
|
|
if (ArraySize(tmp) == 1)
|
|
{
|
|
//
|
|
AddRef(
|
|
tmp[0],
|
|
pivots //
|
|
);
|
|
|
|
//
|
|
ArrayRemove(
|
|
tmp,
|
|
0,
|
|
1);
|
|
}
|
|
else
|
|
{
|
|
//
|
|
int idx = FindOldestPivotIndex(tmp);
|
|
if (IsValidIndex(idx))
|
|
{
|
|
//
|
|
AddRef(
|
|
tmp[idx],
|
|
pivots //
|
|
);
|
|
|
|
//
|
|
ArrayRemove(
|
|
tmp,
|
|
idx,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
Clean(tmp);
|
|
}
|
|
|
|
bool IsPivotBreaked(
|
|
XPVPivot &pivot,
|
|
XPVPivot &pivots[] //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = pivot.IsValid();
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int count = ArraySize(pivots);
|
|
result = IsValidSize(pivots);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// For Peaks Highs Must not Broked ...
|
|
// For Vales Lows Must not Broked ...
|
|
bool isPeak = pivot.IsPeak();
|
|
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XPVPivot iPivot = pivots[i];
|
|
|
|
//
|
|
result = isPeak
|
|
? iPivot.upper > pivot.upper
|
|
: iPivot.lower < pivot.lower;
|
|
if (result)
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Filter Broken Pivots for Detect Order Flow ...
|
|
*
|
|
* @param pivots: XPVPivot instance Collection reference ...
|
|
*/
|
|
void FilterBrokenPivots(
|
|
XPVPivot &pivots[] //
|
|
)
|
|
{
|
|
//
|
|
XPVPivot tmp[];
|
|
Copy(
|
|
pivots,
|
|
tmp //
|
|
);
|
|
|
|
//
|
|
Clean(pivots);
|
|
|
|
//
|
|
while (ArraySize(tmp) > 0)
|
|
{
|
|
//
|
|
if (ArraySize(tmp) == 1)
|
|
{
|
|
//
|
|
AddRef(
|
|
tmp[0],
|
|
pivots //
|
|
);
|
|
|
|
//
|
|
ArrayRemove(
|
|
tmp,
|
|
0,
|
|
1 //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
//
|
|
XPVPivot pivot = tmp[0];
|
|
|
|
//
|
|
ArrayRemove(
|
|
tmp,
|
|
0,
|
|
1 //
|
|
);
|
|
|
|
//
|
|
bool isBreaked = IsPivotBreaked(
|
|
pivot,
|
|
tmp //
|
|
);
|
|
if (!isBreaked)
|
|
{
|
|
//
|
|
AddRef(
|
|
pivot,
|
|
pivots //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
Clean(tmp);
|
|
}
|
|
|
|
/**
|
|
* Calculate Order Flow Direction ...
|
|
*
|
|
* @param orderFlow: XPVPivot instance Collection reference ...
|
|
* @param dir: ENUM_X_DIRECTION member reference, Hold's Calculated Direction ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool DetectPivotDirection(
|
|
XPVPivot &orderFlow[],
|
|
ENUM_X_DIRECTION &dir //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
dir = X_DIRECTION_NONE;
|
|
|
|
//
|
|
int count = ArraySize(orderFlow);
|
|
result = IsValidSize(count);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// For Bullish Direction all Exists lowers must be Greater or Equal Prev ...
|
|
bool isBullish = false;
|
|
bool canLookupForBullish = true;
|
|
|
|
//
|
|
// For Bearish Direction all Exists uppers must be Lesser or Equal Prev ...
|
|
bool isBearish = false;
|
|
bool canLookupForBearish = true;
|
|
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XPVPivot iPivot = orderFlow[i];
|
|
|
|
//
|
|
XPVPivot tmp[];
|
|
Copy(
|
|
orderFlow,
|
|
tmp //
|
|
);
|
|
ArrayRemove(
|
|
tmp,
|
|
0,
|
|
i + 1 //
|
|
);
|
|
|
|
//
|
|
int tmpCount = ArraySize(tmp);
|
|
if (IsValidSize(tmpCount))
|
|
{
|
|
//
|
|
for (int j = 0; j < tmpCount; j++)
|
|
{
|
|
//
|
|
XPVPivot jPivot = tmp[j];
|
|
|
|
//
|
|
// Check Bullish Direction ...
|
|
isBullish =
|
|
canLookupForBullish &&
|
|
jPivot.lower >= iPivot.lower;
|
|
if (!isBullish)
|
|
{
|
|
canLookupForBullish = false;
|
|
}
|
|
|
|
//
|
|
// Check Bearish Direction ...
|
|
isBearish =
|
|
canLookupForBearish &&
|
|
jPivot.upper <= iPivot.upper;
|
|
if (!isBearish)
|
|
{
|
|
canLookupForBearish = false;
|
|
}
|
|
|
|
//
|
|
if (!canLookupForBullish &&
|
|
!canLookupForBearish)
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
Clean(tmp);
|
|
}
|
|
|
|
//
|
|
if (isBullish &&
|
|
!isBearish)
|
|
{
|
|
dir = X_DIRECTION_BULLISH;
|
|
}
|
|
else if (isBearish &&
|
|
!isBullish)
|
|
{
|
|
dir = X_DIRECTION_BEARISH;
|
|
}
|
|
|
|
//
|
|
result = dir != X_DIRECTION_NONE;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Detect all POIs which inside a Pivot ...
|
|
*
|
|
* @param pivot: XPVPivot instance, Specified Pivot ...
|
|
* @param source: XPOIState instance, Reference to Source State ...
|
|
* @param state: XPOIState instance, Reference to Detected Pivots ...
|
|
* @param lookupSwingHighs: Boolean ...
|
|
* @param lookupSwingLows: Boolean ...
|
|
* @param lookupSupportZones: Boolean ...
|
|
* @param lookupResistanceZones: Boolean ...
|
|
* @param lookupSupplyZones: Boolean ...
|
|
* @param lookupDemandZones: Boolean ...
|
|
* @param lookupBullishOrderBlocks: Boolean ...
|
|
* @param lookupBearishOrderBlocks: Boolean ...
|
|
* @param lookupBullishFairValueGaps: Boolean ...
|
|
* @param lookupBearishFairValueGaps: Boolean ...
|
|
* @param lookupBullishRejectionBars: Boolean ...
|
|
* @param lookupBearishRejectionBars: Boolean ...
|
|
* @param lookupBullishMomentumBars: Boolean ...
|
|
* @param lookupBearishMomentumBars: Boolean ...
|
|
*/
|
|
void DetectPivotPOIs(
|
|
XPVPivot &pivot,
|
|
XPOIState &source,
|
|
XPOIState &state,
|
|
bool lookupSwingHighs = true,
|
|
bool lookupSwingLows = true,
|
|
bool lookupSupportZones = true,
|
|
bool lookupResistanceZones = true,
|
|
bool lookupSupplyZones = true,
|
|
bool lookupDemandZones = true,
|
|
bool lookupBullishOrderBlocks = true,
|
|
bool lookupBearishOrderBlocks = true,
|
|
bool lookupBullishFairValueGaps = true,
|
|
bool lookupBearishFairValueGaps = true,
|
|
bool lookupBullishRejectionBars = true,
|
|
bool lookupBearishRejectionBars = true,
|
|
bool lookupBullishMomentumBars = true,
|
|
bool lookupBearishMomentumBars = true //
|
|
)
|
|
{
|
|
//
|
|
state.Clean();
|
|
|
|
//
|
|
if (!pivot.IsValid())
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
int count = 0;
|
|
|
|
//
|
|
state.symbol = pivot.symbol;
|
|
state.period = pivot.period;
|
|
state.time = TimeCurrent();
|
|
|
|
//
|
|
// Swings ...
|
|
|
|
//
|
|
// Swing High ...
|
|
if (lookupSwingHighs)
|
|
{
|
|
//
|
|
count = ArraySize(source.swingHighs);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCSwing *iSwing = source.swingHighs[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iSwing.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isInside = iBar.high <= pivot.upper;
|
|
if (isInside)
|
|
{
|
|
//
|
|
Add(
|
|
iSwing,
|
|
state.swingHighs //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Swing Low ...
|
|
if (lookupSwingLows)
|
|
{
|
|
//
|
|
count = ArraySize(source.swingLows);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCSwing *iSwing = source.swingLows[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iSwing.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isInside = iBar.low >= pivot.lower;
|
|
if (isInside)
|
|
{
|
|
//
|
|
Add(
|
|
iSwing,
|
|
state.swingLows //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Support and Resistance Zones ...
|
|
|
|
//
|
|
// Support Zones ...
|
|
if (lookupSupportZones)
|
|
{
|
|
//
|
|
count = ArraySize(source.supportZones);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCSupportZone *iZone = source.supportZones[i];
|
|
|
|
//
|
|
bool isInside =
|
|
iZone.Upper() <= pivot.upper &&
|
|
iZone.Lower() >= pivot.lower;
|
|
if (isInside)
|
|
{
|
|
//
|
|
Add(
|
|
iZone,
|
|
state.supportZones //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Resistance Zones ...
|
|
if (lookupResistanceZones)
|
|
{
|
|
//
|
|
count = ArraySize(source.resistanceZones);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCResistanceZone *iZone = source.resistanceZones[i];
|
|
|
|
//
|
|
bool isInside =
|
|
iZone.Upper() <= pivot.upper &&
|
|
iZone.Lower() >= pivot.lower;
|
|
if (isInside)
|
|
{
|
|
//
|
|
Add(
|
|
iZone,
|
|
state.resistanceZones //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Supply and Demand Zones ...
|
|
|
|
//
|
|
// Supply Zones ...
|
|
if (lookupSupplyZones)
|
|
{
|
|
//
|
|
count = ArraySize(source.supplyZones);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCSupplyZone *iZone = source.supplyZones[i];
|
|
|
|
//
|
|
bool isInside =
|
|
iZone.Upper() <= pivot.upper &&
|
|
iZone.Lower() >= pivot.lower;
|
|
if (isInside)
|
|
{
|
|
//
|
|
Add(
|
|
iZone,
|
|
state.supplyZones //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Demand Zones ...
|
|
if (lookupDemandZones)
|
|
{
|
|
//
|
|
count = ArraySize(source.demandZones);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCDemandZone *iZone = source.demandZones[i];
|
|
|
|
//
|
|
bool isInside =
|
|
iZone.Upper() <= pivot.upper &&
|
|
iZone.Lower() >= pivot.lower;
|
|
if (isInside)
|
|
{
|
|
//
|
|
Add(
|
|
iZone,
|
|
state.demandZones //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Order Blocks ...
|
|
|
|
//
|
|
// Bullish Order Blocks ...
|
|
if (lookupBullishOrderBlocks)
|
|
{
|
|
//
|
|
count = ArraySize(source.bullishOrderBlocks);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCOrderBlock *iZone = source.bullishOrderBlocks[i];
|
|
|
|
//
|
|
bool isInside =
|
|
iZone.Upper() <= pivot.upper &&
|
|
iZone.Lower() >= pivot.lower;
|
|
if (isInside)
|
|
{
|
|
//
|
|
Add(
|
|
iZone,
|
|
state.bullishOrderBlocks //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bearish Order Blocks ...
|
|
if (lookupBearishOrderBlocks)
|
|
{
|
|
//
|
|
count = ArraySize(source.bearishOrderBlocks);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCOrderBlock *iZone = source.bearishOrderBlocks[i];
|
|
|
|
//
|
|
bool isInside =
|
|
iZone.Upper() <= pivot.upper &&
|
|
iZone.Lower() >= pivot.lower;
|
|
if (isInside)
|
|
{
|
|
//
|
|
Add(
|
|
iZone,
|
|
state.bearishOrderBlocks //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Fair Value Gaps ...
|
|
|
|
//
|
|
// Bullish Fair Value Gaps ...
|
|
if (lookupBullishFairValueGaps)
|
|
{
|
|
//
|
|
count = ArraySize(source.bullishFairValueGaps);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCFVG *iZone = source.bullishFairValueGaps[i];
|
|
|
|
//
|
|
bool isInside =
|
|
iZone.Upper() <= pivot.upper &&
|
|
iZone.Lower() >= pivot.lower;
|
|
if (isInside)
|
|
{
|
|
//
|
|
Add(
|
|
iZone,
|
|
state.bullishFairValueGaps //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bearish Fair Value Gaps ...
|
|
if (lookupBearishFairValueGaps)
|
|
{
|
|
//
|
|
count = ArraySize(source.bearishFairValueGaps);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCFVG *iZone = source.bearishFairValueGaps[i];
|
|
|
|
//
|
|
bool isInside =
|
|
iZone.Upper() <= pivot.upper &&
|
|
iZone.Lower() >= pivot.lower;
|
|
if (isInside)
|
|
{
|
|
//
|
|
Add(
|
|
iZone,
|
|
state.bearishFairValueGaps //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Rejection Bars ...
|
|
|
|
//
|
|
// Bullish Rejection Bars ...
|
|
if (lookupBullishRejectionBars)
|
|
{
|
|
//
|
|
count = ArraySize(source.bullishRejectionBars);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCRejectionBar *iRejection = source.bullishRejectionBars[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iRejection.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isInside = iBar.low <= pivot.upper &&
|
|
iBar.low >= pivot.lower;
|
|
if (isInside)
|
|
{
|
|
//
|
|
Add(
|
|
iRejection,
|
|
state.bullishRejectionBars //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bearish Rejection Bars ...
|
|
if (lookupBearishRejectionBars)
|
|
{
|
|
//
|
|
count = ArraySize(source.bearishRejectionBars);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCRejectionBar *iRejection = source.bearishRejectionBars[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iRejection.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isInside = iBar.high <= pivot.upper &&
|
|
iBar.high >= pivot.lower;
|
|
if (isInside)
|
|
{
|
|
//
|
|
Add(
|
|
iRejection,
|
|
state.bearishRejectionBars //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Momentum Bars ...
|
|
|
|
//
|
|
// Bullish Momentum Bars ...
|
|
if (lookupBullishMomentumBars)
|
|
{
|
|
//
|
|
count = ArraySize(source.bullishMomentumBars);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCMomentumBar *iMomentum = source.bullishMomentumBars[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iMomentum.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isInside = iBar.low <= pivot.upper &&
|
|
iBar.low >= pivot.lower;
|
|
if (isInside)
|
|
{
|
|
//
|
|
Add(
|
|
iMomentum,
|
|
state.bullishMomentumBars //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Bearish Momenum Bars ...
|
|
if (lookupBearishMomentumBars)
|
|
{
|
|
//
|
|
count = ArraySize(source.bearishMomentumBars);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
XCMomentumBar *iMomentum = source.bearishMomentumBars[i];
|
|
|
|
//
|
|
XOHCL iBar;
|
|
bool isFilled = iMomentum.FillBar(iBar);
|
|
if (!isFilled)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
bool isInside = iBar.high <= pivot.upper &&
|
|
iBar.high >= pivot.lower;
|
|
if (isInside)
|
|
{
|
|
//
|
|
Add(
|
|
iMomentum,
|
|
state.bearishMomentumBars //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
// Provider Extensions ...
|
|
|
|
/**
|
|
* Validate a Signal Provider ...
|
|
*
|
|
* @param value: ENUM_X_121_SMC_PROVIDERS member ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool IsValid(ENUM_X_121_SMC_PROVIDERS value)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
result = value != X_121_SMC_PROVIDER_NONE;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Converts a Signal Provider to String ...
|
|
*
|
|
* @param value: ENUM_X_121_SMC_PROVIDERS member ...
|
|
*
|
|
* @return ( string )
|
|
*/
|
|
string ToString(ENUM_X_121_SMC_PROVIDERS value)
|
|
{
|
|
//
|
|
string result = NULL;
|
|
|
|
//
|
|
if (!IsValid(value))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
switch (value)
|
|
{
|
|
//
|
|
case X_121_SMC_PROVIDER_PV:
|
|
result = X121SMCPVToken;
|
|
break;
|
|
|
|
//
|
|
case X_121_SMC_PROVIDER_BOS:
|
|
result = X121SMCBOSToken;
|
|
break;
|
|
|
|
//
|
|
case X_121_SMC_PROVIDER_SAR:
|
|
result = X121SMCSARToken;
|
|
break;
|
|
|
|
//
|
|
case X_121_SMC_PROVIDER_CHOCH:
|
|
result = X121SMCCHOCHToken;
|
|
break;
|
|
|
|
//
|
|
case X_121_SMC_PROVIDER_PULLBK:
|
|
result = X121SMCPULLBKToken;
|
|
break;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Parse Specified String as a Signal Provider ...
|
|
*
|
|
* @param value: String ...
|
|
*
|
|
* @return ( ENUM_X_121_SMC_PROVIDERS )
|
|
*/
|
|
ENUM_X_121_SMC_PROVIDERS ParseProvider(string value)
|
|
{
|
|
//
|
|
ENUM_X_121_SMC_PROVIDERS result = X_121_SMC_PROVIDER_NONE;
|
|
|
|
//
|
|
if (!IsValid(value))
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
if (Contains(X121SMCPVToken, value))
|
|
{
|
|
result = X_121_SMC_PROVIDER_PV;
|
|
}
|
|
else if (Contains(X121SMCBOSToken, value))
|
|
{
|
|
result = X_121_SMC_PROVIDER_BOS;
|
|
}
|
|
else if (Contains(X121SMCSARToken, value))
|
|
{
|
|
result = X_121_SMC_PROVIDER_SAR;
|
|
}
|
|
else if (Contains(X121SMCCHOCHToken, value))
|
|
{
|
|
result = X_121_SMC_PROVIDER_CHOCH;
|
|
}
|
|
else if (Contains(X121SMCPULLBKToken, value))
|
|
{
|
|
result = X_121_SMC_PROVIDER_PULLBK;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
// |