1667 lines
41 KiB
Plaintext
1667 lines
41 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center MQL5 X121 SMC Signal Class
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// -------------------------------------------------
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// Name: XWZ
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// Description: provide all Signalling 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-121.smc.market.cycle.helper.class.mq5"
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#include "../Libraries/x-121.smc.guard.lib.mq5"
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#include "../Libraries/x-121.smc.lib.mq5"
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#include "./x-121.smc.xwz.signal.lib.mq5"
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//
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// Definition ...
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class XCX121SMCXWZSignalDetector : public XCBase
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{
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//
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public:
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//
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// Props ...
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X121SMCStrategyXWZSignalConditions mConditions;
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X121SMCStrategyXWZSignalConditions mConditionsCollection[];
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//
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// Constructor(s) ...
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XCX121SMCXWZSignalDetector()
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{
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Init();
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}
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//
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// Deconstructor ...
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~XCX121SMCXWZSignalDetector()
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{
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DeInit();
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}
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//
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//
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//
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//
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// Detect Setup Conditions ...
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bool DetectSignalSetup(
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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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XC121SMCCycleHelper *decisionCycleHelper,
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XC121SMCCycleHelper *analyseCycleHelper,
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XC121SMCCycleHelper *consolidationCycleHelper,
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XC121SMCCycleHelper *visionCycleHelper
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//
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)
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{
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//
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bool result = false;
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//
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// Validate Cycle Helpers ...
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result =
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//
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visionCycleHelper != NULL &&
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analyseCycleHelper != NULL &&
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decisionCycleHelper != NULL &&
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consolidationCycleHelper != NULL
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//
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;
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if (!result)
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{
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//
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mConditions.Clean();
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//
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return result;
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}
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//
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bool isBullish = false;
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bool isBearish = false;
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//
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int zIndex = 0;
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int cIndex = zIndex + 1;
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int pIndex = cIndex + 1;
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int ppIndex = pIndex + 1;
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//
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int loopback = 10;
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//
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string symbol = _symbol;
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ENUM_TIMEFRAMES period = _period;
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//
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mConditions.symbol = symbol;
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mConditions.period = period;
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//
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double ask = GetAsk(symbol);
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double bid = GetBid(symbol);
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datetime cTime = TimeCurrent();
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double points = GetPoints(symbol);
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//
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double pivot = 0;
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double point = 0;
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double target = 0;
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double reward = 0;
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double amountPercent = 0;
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ENUM_X_DIRECTION conditionsDir = X_DIRECTION_NONE;
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ENUM_X121SMC_XWZ_PRIORITY priority = X121SMC_XWZ_PRIORITY_NONE;
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//
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// Cycles Conditions ...
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//
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// Decision ...
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ENUM_XPOI_EVENTS decisionPoiEvents[];
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ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
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X121SMCCycleConditions decisionConditions;
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result = decisionCycleHelper.GetConditions(
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decisionCycleEvents,
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decisionPoiEvents,
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decisionConditions,
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zIndex,
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loopback //
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);
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if (!result)
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{
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//
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mConditions.Clean();
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//
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return result;
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}
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//
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// Analyse ...
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ENUM_XPOI_EVENTS analysePoiEvents[];
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ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
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X121SMCCycleConditions analyseConditions;
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result = analyseCycleHelper.GetConditions(
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analyseCycleEvents,
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analysePoiEvents,
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analyseConditions,
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zIndex,
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loopback //
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);
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if (!result)
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{
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//
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mConditions.Clean();
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//
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return result;
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}
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//
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// Consolidation ...
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ENUM_XPOI_EVENTS consolidationPoiEvents[];
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ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
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X121SMCCycleConditions consolidationConditions;
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result = consolidationCycleHelper.GetConditions(
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consolidationCycleEvents,
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consolidationPoiEvents,
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consolidationConditions,
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zIndex,
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loopback //
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);
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if (!result)
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{
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//
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mConditions.Clean();
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//
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return result;
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}
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//
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// Vision ...
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ENUM_XPOI_EVENTS visionPoiEvents[];
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ENUM_X_CYCLE_EVENTS visionCycleEvents[];
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X121SMCCycleConditions visionConditions;
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result = visionCycleHelper.GetConditions(
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visionCycleEvents,
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visionPoiEvents,
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visionConditions,
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zIndex,
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loopback //
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);
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if (!result)
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{
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//
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mConditions.Clean();
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//
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return result;
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}
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//
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// Cycles POI States ...
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XPOIState decisionState = decisionConditions.state;
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XPOIState analyseState = analyseConditions.state;
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XPOIState consolidationState = consolidationConditions.state;
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XPOIState visionState = visionConditions.state;
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//
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// Cycle X121Conditions ...
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X121Conditions decisionXConditions = decisionConditions.x121Conditions;
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X121Conditions analyseXConditions = analyseConditions.x121Conditions;
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X121Conditions consolidationXConditions = consolidationConditions.x121Conditions;
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X121Conditions visionXConditions = visionConditions.x121Conditions;
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//
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// Setup Conditions ...
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//
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int bullishFlowCount = mConditions.DetectOrderFlow(
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X_DIRECTION_BULLISH,
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consolidationState,
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analyseState,
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zIndex,
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period,
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visionCycleHelper.mPOIDrawer //
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);
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// //
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// int bearishFlowCount = mConditions.DetectOrderFlow(
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// X_DIRECTION_BEARISH,
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// consolidationState,
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// analyseState,
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// zIndex,
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// period,
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// visionCycleHelper.mPOIDrawer //
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// );
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//
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return false;
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//
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// Summarise Conditions ...
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//
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//
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mConditions.pivot = pivot;
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mConditions.point = point;
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mConditions.reward = reward;
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mConditions.target = target;
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mConditions.setupTime = cTime;
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mConditions.priority = priority;
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mConditions.dir = conditionsDir;
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mConditions.amountPercent = amountPercent;
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//
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mConditions.UpdateTo(cTime);
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//
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Clean(visionPoiEvents);
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Clean(analysePoiEvents);
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Clean(decisionPoiEvents);
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Clean(visionCycleEvents);
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Clean(analyseCycleEvents);
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Clean(decisionCycleEvents);
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Clean(consolidationPoiEvents);
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Clean(consolidationCycleEvents);
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//
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visionState.Clean();
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analyseState.Clean();
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decisionState.Clean();
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visionConditions.Clean();
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analyseConditions.Clean();
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visionXConditions.Clean();
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consolidationState.Clean();
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decisionConditions.Clean();
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analyseXConditions.Clean();
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decisionXConditions.Clean();
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consolidationConditions.Clean();
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consolidationXConditions.Clean();
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//
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return result;
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}
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//
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// Detect Trigger Conditions ...
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bool DetectSignalTrigger(
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//
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X121SMCStrategyXWZSignalConditions &conditions,
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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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XC121SMCCycleHelper *decisionCycleHelper,
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XC121SMCCycleHelper *analyseCycleHelper,
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XC121SMCCycleHelper *consolidationCycleHelper,
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XC121SMCCycleHelper *visionCycleHelper,
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//
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int maxAllowedSetupAge = 60
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//
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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 =
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//
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visionCycleHelper != NULL &&
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analyseCycleHelper != NULL &&
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decisionCycleHelper != NULL &&
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consolidationCycleHelper != NULL
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//
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;
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if (!result)
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{
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return result;
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}
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//
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result = conditions.IsSetuped();
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if (!result)
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{
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return result;
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}
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//
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datetime setupTime = conditions.setupTime;
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ENUM_X_DIRECTION setupDir = conditions.dir;
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//
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bool isBullish = IsBullish(setupDir);
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bool isBearish = IsBearish(setupDir);
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//
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int zIndex = 0;
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int cIndex = zIndex + 1;
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int pIndex = cIndex + 1;
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int ppIndex = pIndex + 1;
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//
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int loopback = 10;
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//
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string symbol = _symbol;
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ENUM_TIMEFRAMES period = _period;
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//
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XOHCL zBar;
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result = decisionCycleHelper.GetBar(
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zBar,
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zIndex //
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);
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if (!result)
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{
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return result;
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}
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//
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XOHCL cBar;
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result = decisionCycleHelper.GetBar(
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cBar,
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cIndex //
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);
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if (!result)
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{
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return result;
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}
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//
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XOHCL pBar;
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result = decisionCycleHelper.GetBar(
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pBar,
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pIndex //
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);
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if (!result)
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{
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return result;
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}
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//
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double ask = GetAsk(symbol);
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double bid = GetBid(symbol);
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datetime cTime = TimeCurrent();
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double points = GetPoints(symbol);
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//
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int swingLoopback = 9;
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double ll = cBar.FindLowest(swingLoopback, MODE_LOW);
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double hh = cBar.FindHighest(swingLoopback, MODE_HIGH);
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double llDown = cBar.FindLowesttDown(swingLoopback);
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double hhUp = cBar.FindHighestUp(swingLoopback);
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//
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// Cycles Conditions ...
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//
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// Decision ...
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ENUM_XPOI_EVENTS decisionPoiEvents[];
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ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
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X121SMCCycleConditions decisionConditions;
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result = decisionCycleHelper.GetConditions(
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decisionCycleEvents,
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decisionPoiEvents,
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decisionConditions,
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zIndex,
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loopback //
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);
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if (!result)
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{
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//
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// Cleanup ...
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zBar.Clean();
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cBar.Clean();
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pBar.Clean();
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//
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Clean(decisionPoiEvents);
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Clean(decisionCycleEvents);
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//
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decisionConditions.Clean();
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//
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return result;
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}
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//
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// Cycles POI States ...
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XPOIState decisionState = decisionConditions.state;
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//
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// Cycle X121Conditions ...
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X121Conditions decisionXConditions = decisionConditions.x121Conditions;
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//
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// Trigger Conditions ...
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//
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double point = conditions.point;
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bool isPointBreaked = IsBarBreak(
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point,
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setupDir,
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cBar //
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);
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//
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// Summary ...
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//
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isBullish =
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//
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isBullish
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// &&
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// isPointBreaked &&
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// cBar.IsBullish()
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//
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;
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//
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isBearish =
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//
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isBearish
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// &&
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// isPointBreaked &&
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// cBar.IsBearish()
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//
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;
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//
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result = isBullish ||
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isBearish;
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if (!result)
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{
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//
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// Cleanup Setup Conditions ...
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int setupAge = conditions.GetSetupAge();
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if (IsValidSize(setupAge) &&
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IsValidSize(maxAllowedSetupAge) &&
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setupAge >= maxAllowedSetupAge)
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{
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conditions.Clean();
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}
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//
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// Cleanup ...
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zBar.Clean();
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cBar.Clean();
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pBar.Clean();
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//
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Clean(decisionPoiEvents);
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Clean(decisionCycleEvents);
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//
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decisionState.Clean();
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decisionConditions.Clean();
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decisionXConditions.Clean();
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//
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return result;
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}
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//
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// Detect Nearest Pivot Point ...
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//
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double entry = GetEntry(
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conditions.symbol,
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setupDir //
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);
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//
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// Manipulate SL Based on Consolidation Zones ...
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//
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double sls[];
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Add(
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conditions.pivot,
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sls //
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);
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//
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// TODO: Add Consolidation Zone for SLs ...
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//
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double iAtr = decisionXConditions.atrBuffer[1];
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iAtr *= 2;
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//
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double slsMin = GetMin(sls);
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double slsMax = GetMax(sls);
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//
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double sl = isBullish
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? slsMin - iAtr
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: slsMax + iAtr;
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double risk = MathAbs(entry - sl);
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//
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// Filling Conditions Props ...
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conditions.sl = sl;
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conditions.triggerTime = cTime;
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conditions.type = isBullish
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? X_POSITION_TYPE_LONG
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: X_POSITION_TYPE_SHORT;
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//
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// Cleanup ...
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zBar.Clean();
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cBar.Clean();
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pBar.Clean();
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//
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Clean(decisionPoiEvents);
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Clean(decisionCycleEvents);
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//
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decisionState.Clean();
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decisionConditions.Clean();
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decisionXConditions.Clean();
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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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// Detect Guards ...
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bool DetectGuards(
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//
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X121SMCGuard &guards[],
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const XPosition &positions[],
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//
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XC121SMCCycleHelper *decisionCycleHelper,
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XC121SMCCycleHelper *analyseCycleHelper,
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XC121SMCCycleHelper *consolidationCycleHelper,
|
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XC121SMCCycleHelper *visionCycleHelper
|
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//
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)
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{
|
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//
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bool result = false;
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return result;
|
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|
|
//
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Clean(guards);
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|
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//
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bool isCycleHelpersValid =
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//
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visionCycleHelper != NULL &&
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analyseCycleHelper != NULL &&
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decisionCycleHelper != NULL &&
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consolidationCycleHelper != NULL
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//
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;
|
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|
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//
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result = isCycleHelpersValid;
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if (!result)
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{
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return result;
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}
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|
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//
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int count = ArraySize(positions);
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result = IsValidSize(count);
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if (!result)
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{
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return result;
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}
|
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|
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//
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string symbol = decisionCycleHelper.GetSymbol();
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ENUM_TIMEFRAMES period = decisionCycleHelper.GetPeriod();
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string provider = ToString(X_121_SMC_PROVIDER_XWZ);
|
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|
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//
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XPosition ownPositions[];
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XPosition ownLongPositions[];
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XPosition ownShortPositions[];
|
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for (int i = 0; i < count; i++)
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{
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//
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XPosition iPosition = positions[i];
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bool isOwn = iPosition
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.IsFiltersPassed(
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symbol,
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provider,
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NULL,
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X_POSITION_TYPE_ALL,
|
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iPosition.magic //
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);
|
|
if (isOwn)
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|
{
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//
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|
AddRef(
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iPosition,
|
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ownPositions //
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);
|
|
|
|
//
|
|
bool isLong = IsLong(positions[i].type);
|
|
if (isLong)
|
|
{
|
|
//
|
|
AddRef(
|
|
iPosition,
|
|
ownLongPositions //
|
|
);
|
|
}
|
|
else
|
|
{
|
|
//
|
|
AddRef(
|
|
iPosition,
|
|
ownShortPositions //
|
|
);
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
count = ArraySize(ownPositions);
|
|
|
|
//
|
|
int longsCount = ArraySize(ownLongPositions);
|
|
bool hasLongs = IsValidSize(longsCount);
|
|
|
|
//
|
|
int shortsCount = ArraySize(ownShortPositions);
|
|
bool hasShorts = IsValidSize(shortsCount);
|
|
|
|
//
|
|
result = IsValidSize(count);
|
|
if (!result)
|
|
{
|
|
//
|
|
Clean(ownPositions);
|
|
Clean(ownLongPositions);
|
|
Clean(ownShortPositions);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
//
|
|
// Get Global and Common Guards ...
|
|
|
|
//
|
|
ENUM_X_121_SMC_GUARD_ACTIONS ignoreGuards[1] = {
|
|
X_121_SMC_GUARD_ACTION_TRAIL_STOP //
|
|
};
|
|
result = DetectX121SMCGuards(
|
|
provider,
|
|
guards,
|
|
positions,
|
|
decisionCycleHelper,
|
|
analyseCycleHelper,
|
|
consolidationCycleHelper,
|
|
visionCycleHelper,
|
|
//
|
|
ignoreGuards
|
|
//
|
|
);
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
//
|
|
// Get Custom Implemented Guards ...
|
|
|
|
//
|
|
// Here we Are Sure there is Positions to Guard ...
|
|
// based on Current Provider ...
|
|
|
|
//
|
|
// Detect Required Data for Analyse Market to Guard Positions ...
|
|
|
|
//
|
|
int zIndex = 0;
|
|
int cIndex = zIndex + 1;
|
|
int pIndex = cIndex + 1;
|
|
int ppIndex = pIndex + 1;
|
|
|
|
//
|
|
int loopback = 10;
|
|
|
|
//
|
|
XOHCL zBar;
|
|
result = zBar.Init(
|
|
symbol,
|
|
period,
|
|
zIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
//
|
|
result = HasChild(guards);
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL cBar;
|
|
result = cBar.Init(
|
|
symbol,
|
|
period,
|
|
cIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
result = HasChild(guards);
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL pBar;
|
|
result = pBar.Init(
|
|
symbol,
|
|
period,
|
|
pIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
result = HasChild(guards);
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL ppBar;
|
|
result = ppBar.Init(
|
|
symbol,
|
|
period,
|
|
ppIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
result = HasChild(guards);
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double ask = GetAsk(symbol);
|
|
double bid = GetBid(symbol);
|
|
datetime cTime = TimeCurrent();
|
|
double points = GetPoints(symbol);
|
|
|
|
//
|
|
|
|
//
|
|
// Cycles Conditions ...
|
|
|
|
//
|
|
// Decision ...
|
|
ENUM_XPOI_EVENTS decisionPoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
|
|
X121SMCCycleConditions decisionConditions;
|
|
result = decisionCycleHelper.GetConditions(
|
|
decisionCycleEvents,
|
|
decisionPoiEvents,
|
|
decisionConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
ppBar.Clean();
|
|
result = HasChild(guards);
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Analyse ...
|
|
ENUM_XPOI_EVENTS analysePoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
|
|
X121SMCCycleConditions analyseConditions;
|
|
result = analyseCycleHelper.GetConditions(
|
|
analyseCycleEvents,
|
|
analysePoiEvents,
|
|
analyseConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
ppBar.Clean();
|
|
|
|
//
|
|
Clean(decisionPoiEvents);
|
|
Clean(decisionCycleEvents);
|
|
|
|
//
|
|
decisionConditions.Clean();
|
|
|
|
//
|
|
result = HasChild(guards);
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Consolidation ...
|
|
ENUM_XPOI_EVENTS consolidationPoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
|
|
X121SMCCycleConditions consolidationConditions;
|
|
result = consolidationCycleHelper.GetConditions(
|
|
consolidationCycleEvents,
|
|
consolidationPoiEvents,
|
|
consolidationConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
ppBar.Clean();
|
|
|
|
//
|
|
Clean(decisionPoiEvents);
|
|
Clean(decisionCycleEvents);
|
|
|
|
//
|
|
decisionConditions.Clean();
|
|
|
|
//
|
|
Clean(analysePoiEvents);
|
|
Clean(analyseCycleEvents);
|
|
|
|
//
|
|
analyseConditions.Clean();
|
|
|
|
//
|
|
result = HasChild(guards);
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Vision ...
|
|
ENUM_XPOI_EVENTS visionPoiEvents[];
|
|
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
|
|
X121SMCCycleConditions visionConditions;
|
|
result = visionCycleHelper.GetConditions(
|
|
visionCycleEvents,
|
|
visionPoiEvents,
|
|
visionConditions,
|
|
zIndex,
|
|
loopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
ppBar.Clean();
|
|
|
|
//
|
|
Clean(decisionPoiEvents);
|
|
Clean(decisionCycleEvents);
|
|
|
|
//
|
|
decisionConditions.Clean();
|
|
|
|
//
|
|
Clean(analysePoiEvents);
|
|
Clean(analyseCycleEvents);
|
|
|
|
//
|
|
analyseConditions.Clean();
|
|
|
|
//
|
|
Clean(consolidationPoiEvents);
|
|
Clean(consolidationCycleEvents);
|
|
|
|
//
|
|
consolidationConditions.Clean();
|
|
|
|
//
|
|
result = HasChild(guards);
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Cycles POI States ...
|
|
XPOIState decisionState = decisionConditions.state;
|
|
XPOIState analyseState = analyseConditions.state;
|
|
XPOIState consolidationState = consolidationConditions.state;
|
|
XPOIState visionState = visionConditions.state;
|
|
|
|
//
|
|
// Cycle X121Conditions ...
|
|
X121Conditions decisionXConditions = decisionConditions.x121Conditions;
|
|
X121Conditions analyseXConditions = analyseConditions.x121Conditions;
|
|
X121Conditions consolidationXConditions = consolidationConditions.x121Conditions;
|
|
X121Conditions visionXConditions = visionConditions.x121Conditions;
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
//
|
|
// Detect Consolidation Zone ...
|
|
|
|
//
|
|
XBoxZone lastBullishBox;
|
|
XBoxZone prevLastBullishBox;
|
|
bool hasLastBullishBox = false;
|
|
bool hasPrevLastBullishBox = false;
|
|
XConsolidationZone lastBullishZone;
|
|
bool isLastBullishAbovePrev = false;
|
|
bool isLastBullishBelowPrev = false;
|
|
XConsolidationZone prevLastBullishZone;
|
|
|
|
//
|
|
XBoxZone lastBearishBox;
|
|
XBoxZone prevLastBearishBox;
|
|
bool hasLastBearishBox = false;
|
|
bool hasPrevLastBearishBox = false;
|
|
XConsolidationZone lastBearishZone;
|
|
bool isLastBearishAbovePrev = false;
|
|
bool isLastBearishBelowPrev = false;
|
|
XConsolidationZone prevLastBearishZone;
|
|
|
|
//
|
|
int bullishConsolidationZonesCount = 0;
|
|
int bearishConsolidationZonesCount = 0;
|
|
bool hasBullishConsolidationZones = false;
|
|
bool hasBearishConsolidationZones = false;
|
|
XConsolidationZone bullishConsolidationZones[];
|
|
XConsolidationZone bearishConsolidationZones[];
|
|
bool hasConsolidationZones = decisionCycleHelper.HasConsolidationZones();
|
|
int consolidationZonesCount = decisionCycleHelper.CountConsolidationZones();
|
|
if (hasConsolidationZones)
|
|
{
|
|
//
|
|
bullishConsolidationZonesCount = decisionCycleHelper
|
|
.FillConsolidationZones(
|
|
X_DIRECTION_BULLISH,
|
|
bullishConsolidationZones //
|
|
);
|
|
hasBullishConsolidationZones = IsValidSize(bullishConsolidationZonesCount);
|
|
|
|
//
|
|
bearishConsolidationZonesCount = decisionCycleHelper
|
|
.FillConsolidationZones(
|
|
X_DIRECTION_BEARISH,
|
|
bearishConsolidationZones //
|
|
);
|
|
hasBearishConsolidationZones = IsValidSize(bearishConsolidationZonesCount);
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
//
|
|
if (hasBullishConsolidationZones &&
|
|
bullishConsolidationZonesCount >= 2)
|
|
{
|
|
//
|
|
lastBullishZone = bullishConsolidationZones[bullishConsolidationZonesCount - 1];
|
|
prevLastBullishZone = bullishConsolidationZones[bullishConsolidationZonesCount - 2];
|
|
|
|
//
|
|
hasLastBullishBox = ToBox(
|
|
lastBullishBox,
|
|
lastBullishZone //
|
|
);
|
|
hasPrevLastBullishBox = ToBox(
|
|
prevLastBullishBox,
|
|
prevLastBullishZone //
|
|
);
|
|
|
|
//
|
|
isLastBullishAbovePrev = hasLastBullishBox &&
|
|
hasPrevLastBullishBox &&
|
|
IsBoxAbove(
|
|
lastBullishBox,
|
|
prevLastBullishBox //
|
|
);
|
|
|
|
//
|
|
isLastBullishBelowPrev = hasLastBullishBox &&
|
|
hasPrevLastBullishBox &&
|
|
IsBoxBelow(
|
|
lastBullishBox,
|
|
prevLastBullishBox //
|
|
);
|
|
}
|
|
|
|
//
|
|
if (hasBearishConsolidationZones &&
|
|
bearishConsolidationZonesCount >= 2)
|
|
{
|
|
//
|
|
lastBearishZone = bearishConsolidationZones[bearishConsolidationZonesCount - 1];
|
|
prevLastBearishZone = bearishConsolidationZones[bearishConsolidationZonesCount - 2];
|
|
|
|
//
|
|
hasLastBearishBox = ToBox(
|
|
lastBearishBox,
|
|
lastBearishZone //
|
|
);
|
|
hasPrevLastBearishBox = ToBox(
|
|
prevLastBearishBox,
|
|
prevLastBearishZone //
|
|
);
|
|
|
|
//
|
|
isLastBearishAbovePrev = hasLastBearishBox &&
|
|
hasPrevLastBearishBox &&
|
|
IsBoxAbove(
|
|
lastBearishBox,
|
|
prevLastBearishBox //
|
|
);
|
|
|
|
//
|
|
isLastBearishBelowPrev = hasLastBearishBox &&
|
|
hasPrevLastBearishBox &&
|
|
IsBoxBelow(
|
|
lastBearishBox,
|
|
prevLastBearishBox //
|
|
);
|
|
}
|
|
|
|
//
|
|
}
|
|
|
|
//
|
|
// Detect High Probability Swings ...
|
|
bool isSwingLow =
|
|
//
|
|
cBar.low > pBar.low &&
|
|
ppBar.low > pBar.low &&
|
|
//
|
|
zBar.low > pBar.low
|
|
//
|
|
;
|
|
bool isSwingHigh =
|
|
//
|
|
cBar.high < pBar.high &&
|
|
ppBar.high < pBar.high &&
|
|
//
|
|
zBar.high < pBar.high
|
|
//
|
|
;
|
|
bool isStrongSwingLow =
|
|
pBar.IsBullish() &&
|
|
pBar.GetLowShadow() >= pBar.GetBody() * 2;
|
|
bool isStrongSwingHigh =
|
|
pBar.IsBearish() &&
|
|
pBar.GetHighShadow() >= pBar.GetBody() * 2;
|
|
|
|
//
|
|
bool isStrongSwingLowAboveLastBullishBox =
|
|
isStrongSwingLow &&
|
|
hasLastBullishBox &&
|
|
pBar.low > lastBullishBox.upper;
|
|
|
|
//
|
|
bool isStrongSwingHighBelowLastBearishBox =
|
|
isStrongSwingHigh &&
|
|
hasLastBearishBox &&
|
|
pBar.high < lastBearishBox.lower;
|
|
|
|
//
|
|
// Here We Have all Requirements for Guarding Positions ...
|
|
|
|
//
|
|
// Available Guards:
|
|
// X_121_SMC_GUARD_ACTION_NONE
|
|
// X_121_SMC_GUARD_ACTION_CLOSE
|
|
// X_121_SMC_GUARD_ACTION_CLOSE_ALL
|
|
// X_121_SMC_GUARD_ACTION_CLOSE_LONGS
|
|
// X_121_SMC_GUARD_ACTION_CLOSE_SHORTS
|
|
// X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE
|
|
// X_121_SMC_GUARD_ACTION_TRAIL_STOP
|
|
// X_121_SMC_GUARD_ACTION_TRAIL_TARGET
|
|
// X_121_SMC_GUARD_ACTION_HEDGE
|
|
|
|
//
|
|
// X_121_SMC_GUARD_ACTION_CLOSE:
|
|
// Close Specified Position on Specified Conditions ...
|
|
|
|
//
|
|
// X_121_SMC_GUARD_ACTION_CLOSE_ALL:
|
|
// Close All Positions on Specified Conditions ...
|
|
|
|
//
|
|
// X_121_SMC_GUARD_ACTION_CLOSE_LONGS:
|
|
// Close All Long Positions on Specified Conditions ...
|
|
|
|
//
|
|
// X_121_SMC_GUARD_ACTION_CLOSE_SHORTS:
|
|
// Close All Short Positions on Specified Conditions ...
|
|
|
|
//
|
|
// X_121_SMC_GUARD_ACTION_PARTIAL_CLOSE:
|
|
// Partial Close Specified Position on Specified Conditions ...
|
|
|
|
//
|
|
// X_121_SMC_GUARD_ACTION_TRAIL_STOP:
|
|
// Trail Stop Specified Position on Specified Conditions ...
|
|
|
|
//
|
|
// X_121_SMC_GUARD_ACTION_TRAIL_TARGET:
|
|
// Trail Target Specified Position on Specified Conditions ...
|
|
|
|
//
|
|
// X_121_SMC_GUARD_ACTION_HEDGE:
|
|
// Hedge all Positions on Specified Conditions ...
|
|
|
|
//
|
|
// Cleanup Collections ...
|
|
|
|
//
|
|
Clean(ownPositions);
|
|
Clean(ownLongPositions);
|
|
Clean(ownShortPositions);
|
|
|
|
//
|
|
zBar.Clean();
|
|
cBar.Clean();
|
|
pBar.Clean();
|
|
ppBar.Clean();
|
|
|
|
//
|
|
Clean(visionPoiEvents);
|
|
Clean(analysePoiEvents);
|
|
Clean(visionCycleEvents);
|
|
Clean(decisionPoiEvents);
|
|
Clean(analyseCycleEvents);
|
|
Clean(decisionCycleEvents);
|
|
Clean(consolidationPoiEvents);
|
|
Clean(consolidationCycleEvents);
|
|
|
|
//
|
|
visionState.Clean();
|
|
analyseState.Clean();
|
|
decisionState.Clean();
|
|
visionConditions.Clean();
|
|
analyseConditions.Clean();
|
|
visionXConditions.Clean();
|
|
decisionConditions.Clean();
|
|
consolidationState.Clean();
|
|
analyseXConditions.Clean();
|
|
decisionXConditions.Clean();
|
|
consolidationConditions.Clean();
|
|
consolidationXConditions.Clean();
|
|
|
|
//
|
|
lastBullishBox.Clean();
|
|
lastBearishBox.Clean();
|
|
lastBullishZone.Clean();
|
|
lastBearishZone.Clean();
|
|
prevLastBullishBox.Clean();
|
|
prevLastBearishBox.Clean();
|
|
prevLastBullishZone.Clean();
|
|
prevLastBearishZone.Clean();
|
|
|
|
//
|
|
count = ArraySize(guards);
|
|
result = IsValidSize(count);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
//
|
|
//
|
|
|
|
//
|
|
// Add Conditions to Conditions Collection ...
|
|
int AddConditionsIfNotExists(
|
|
int maxAllowed = 10 //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
bool isSetuped = IsValid(mConditions.setupTime) &&
|
|
HasDirection(mConditions.dir);
|
|
if (!isSetuped)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int count = ArraySize(mConditionsCollection);
|
|
if (IsValidSize(count))
|
|
{
|
|
//
|
|
// Copy Original Items ...
|
|
X121SMCStrategyXWZSignalConditions tmpItems[];
|
|
Copy(
|
|
mConditionsCollection,
|
|
tmpItems //
|
|
);
|
|
|
|
//
|
|
// Prese Item Data ...
|
|
bool isBullish = IsBullish(mConditions.dir);
|
|
|
|
//
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
X121SMCStrategyXWZSignalConditions iItem = tmpItems[i];
|
|
|
|
//
|
|
bool canRemove = mConditions.dir == iItem.dir &&
|
|
mConditions.pivot == iItem.pivot;
|
|
if (canRemove)
|
|
{
|
|
//
|
|
ArrayRemove(
|
|
mConditionsCollection,
|
|
i,
|
|
1 //
|
|
);
|
|
}
|
|
}
|
|
|
|
//
|
|
Clean(tmpItems);
|
|
}
|
|
|
|
//
|
|
AddRef(
|
|
mConditions,
|
|
mConditionsCollection //
|
|
);
|
|
|
|
//
|
|
// Remove Olds ...
|
|
CleanupArray(
|
|
mConditionsCollection,
|
|
maxAllowed //
|
|
);
|
|
|
|
//
|
|
result = ArraySize(mConditionsCollection);
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Draw Functions ...
|
|
//
|
|
|
|
//
|
|
void RemoveDraws()
|
|
{
|
|
mObjects.Clear();
|
|
}
|
|
|
|
//
|
|
void DrawOrderBlock(
|
|
XCOrderBlock *ob,
|
|
XCPOIDrawer *drawer //
|
|
)
|
|
{
|
|
//
|
|
if (ob == NULL ||
|
|
drawer == NULL)
|
|
{
|
|
return;
|
|
}
|
|
|
|
// //
|
|
// ENUM_X_DIRECTION forDir = ob.GetDirection();
|
|
|
|
// //
|
|
// color bullishColor = drawer.BarBullishColor();
|
|
// color bearishColor = drawer.BarBearishColor();
|
|
// color forColor = IsBullish(forDir)
|
|
// ? bullishColor
|
|
// : bearishColor;
|
|
|
|
// //
|
|
// // Draw Order Block ...
|
|
// XCBaseObject *obj;
|
|
// bool isCreated = drawer.CreateOrderBlock(
|
|
// ob,
|
|
// obj //
|
|
// );
|
|
// if (isCreated)
|
|
// {
|
|
// mObjects.Add(obj);
|
|
// }
|
|
|
|
// //
|
|
// ulong chartID = drawer.ChartIdentification();
|
|
// int subWindow = drawer.SubWindowIdentification();
|
|
|
|
// //
|
|
// XOHCL startedBar;
|
|
// ENUM_X_DIRECTION startedDir;
|
|
// bool isStarted = ob.IsStarted(
|
|
// forDir,
|
|
// startedBar,
|
|
// startedDir //
|
|
// );
|
|
// if (isStarted)
|
|
// {
|
|
// //
|
|
// datetime to = startedBar.time + (PeriodSeconds(startedBar.period));
|
|
|
|
// //
|
|
// XCOHCLObject *obj;
|
|
// bool isCreated = drawer.CreateBar(
|
|
// startedBar,
|
|
// obj,
|
|
// to //
|
|
// );
|
|
// if (isCreated)
|
|
// {
|
|
// //
|
|
// obj.BodyColor(clrYellow);
|
|
// obj.HighShadowColor(clrYellow);
|
|
// obj.LowShadowColor(clrYellow);
|
|
|
|
// //
|
|
// obj.BodyStyle(STYLE_SOLID);
|
|
// obj.HighShadowStyle(STYLE_SOLID);
|
|
// obj.LowShadowStyle(STYLE_SOLID);
|
|
|
|
// //
|
|
// mObjects.Add(obj);
|
|
// }
|
|
|
|
// //
|
|
// string startVLineName = "Start_" + ob.GetTag();
|
|
|
|
// //
|
|
// CChartObjectVLine *startVLine;
|
|
// startVLine = new CChartObjectVLine();
|
|
// isCreated = startVLine.Create(
|
|
// chartID,
|
|
// startVLineName,
|
|
// subWindow,
|
|
// startedBar.time //
|
|
// );
|
|
// if (isCreated)
|
|
// {
|
|
// mObjects.Add(startVLine);
|
|
// }
|
|
// }
|
|
}
|
|
|
|
//
|
|
void DrawFairValueGap(
|
|
XCFVG *fvg,
|
|
XCPOIDrawer *drawer //
|
|
)
|
|
{
|
|
//
|
|
if (fvg == NULL ||
|
|
drawer == NULL)
|
|
{
|
|
return;
|
|
}
|
|
|
|
// //
|
|
// ENUM_X_DIRECTION forDir = fvg.GetDirection();
|
|
|
|
// //
|
|
// color bullishColor = drawer.BarBullishColor();
|
|
// color bearishColor = drawer.BarBearishColor();
|
|
// color forColor = IsBullish(forDir)
|
|
// ? bullishColor
|
|
// : bearishColor;
|
|
|
|
// //
|
|
// // Draw Order Block ...
|
|
// XCBaseObject *obj;
|
|
// bool isCreated = drawer.CreateFairValueGap(
|
|
// fvg,
|
|
// obj //
|
|
// );
|
|
// if (isCreated)
|
|
// {
|
|
// mObjects.Add(obj);
|
|
// }
|
|
|
|
// //
|
|
// ulong chartID = drawer.ChartIdentification();
|
|
// int subWindow = drawer.SubWindowIdentification();
|
|
|
|
// //
|
|
// XOHCL startedBar;
|
|
// ENUM_X_DIRECTION startedDir;
|
|
// bool isStarted = fvg.IsStarted(
|
|
// forDir,
|
|
// startedBar,
|
|
// startedDir //
|
|
// );
|
|
// if (isStarted)
|
|
// {
|
|
// //
|
|
// datetime to = startedBar.time + (PeriodSeconds(startedBar.period));
|
|
|
|
// //
|
|
// XCOHCLObject *obj;
|
|
// bool isCreated = drawer.CreateBar(
|
|
// startedBar,
|
|
// obj,
|
|
// to //
|
|
// );
|
|
// if (isCreated)
|
|
// {
|
|
// //
|
|
// obj.BodyColor(clrYellow);
|
|
// obj.HighShadowColor(clrYellow);
|
|
// obj.LowShadowColor(clrYellow);
|
|
|
|
// //
|
|
// obj.BodyStyle(STYLE_SOLID);
|
|
// obj.HighShadowStyle(STYLE_SOLID);
|
|
// obj.LowShadowStyle(STYLE_SOLID);
|
|
|
|
// //
|
|
// mObjects.Add(obj);
|
|
// }
|
|
|
|
// //
|
|
// string startVLineName = "Start_" + fvg.GetTag();
|
|
|
|
// //
|
|
// CChartObjectVLine *startVLine;
|
|
// startVLine = new CChartObjectVLine();
|
|
// isCreated = startVLine.Create(
|
|
// chartID,
|
|
// startVLineName,
|
|
// subWindow,
|
|
// startedBar.time //
|
|
// );
|
|
// if (isCreated)
|
|
// {
|
|
// //
|
|
// startVLine.Color(forColor);
|
|
|
|
// //
|
|
// mObjects.Add(startVLine);
|
|
// }
|
|
// }
|
|
}
|
|
|
|
//
|
|
void DrawConditions(
|
|
X121SMCStrategyXWZSignalConditions &conditions,
|
|
XCPOIDrawer *drawer,
|
|
bool forceClean = false //
|
|
)
|
|
{
|
|
//
|
|
if (drawer == NULL)
|
|
{
|
|
return;
|
|
}
|
|
|
|
//
|
|
if (forceClean)
|
|
{
|
|
mObjects.Clear();
|
|
}
|
|
|
|
//
|
|
bool isCreated = false;
|
|
|
|
//
|
|
ulong chartID = drawer.ChartIdentification();
|
|
int subWindow = drawer.SubWindowIdentification();
|
|
color bullishColor = drawer.BarBullishColor();
|
|
color bearishColor = drawer.BarBearishColor();
|
|
}
|
|
|
|
//
|
|
protected:
|
|
//
|
|
|
|
//
|
|
private:
|
|
//
|
|
// Props ...
|
|
CArrayObj mObjects;
|
|
|
|
/**
|
|
* Initialize ...
|
|
*/
|
|
void Init()
|
|
{
|
|
}
|
|
|
|
/**
|
|
* DeInitialize ...
|
|
*/
|
|
void DeInit()
|
|
{
|
|
//
|
|
RemoveDraws();
|
|
mConditions.Clean();
|
|
Clean(mConditionsCollection);
|
|
}
|
|
|
|
//
|
|
// Helpers ...
|
|
|
|
//
|
|
bool CalculateRiskReward(
|
|
ENUM_X121SMC_XWZ_PRIORITY priority,
|
|
double &reward,
|
|
double &amountPercent //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
reward = 0;
|
|
amountPercent = 0;
|
|
|
|
//
|
|
result = priority != X121SMC_XWZ_PRIORITY_NONE;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
switch (priority)
|
|
{
|
|
//
|
|
case X121SMC_XWZ_PRIORITY_STRONG_HIGH:
|
|
//
|
|
reward = 6;
|
|
amountPercent = 2;
|
|
break;
|
|
|
|
//
|
|
case X121SMC_XWZ_PRIORITY_HIGH:
|
|
//
|
|
reward = 4;
|
|
amountPercent = 2;
|
|
break;
|
|
|
|
//
|
|
case X121SMC_XWZ_PRIORITY_REGULAR:
|
|
//
|
|
reward = 3;
|
|
amountPercent = 1.5;
|
|
break;
|
|
|
|
//
|
|
case X121SMC_XWZ_PRIORITY_LOW:
|
|
//
|
|
reward = 2;
|
|
amountPercent = 1;
|
|
break;
|
|
|
|
//
|
|
case X121SMC_XWZ_PRIORITY_WEAK:
|
|
//
|
|
reward = 1;
|
|
amountPercent = 0.5;
|
|
break;
|
|
}
|
|
|
|
//
|
|
result =
|
|
//
|
|
reward > 0 &&
|
|
amountPercent > 0
|
|
//
|
|
;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |