831 lines
20 KiB
Plaintext
831 lines
20 KiB
Plaintext
//
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bool HasSenario1Conditions(
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ENUM_X_CYCLES cycle,
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XBoxZone &box,
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XBoxZone &holderBox,
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ENUM_X_DIRECTION &dir,
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XBoxZone &waitingBoxes[],
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X121SMCStrategySignalProviderData &provider,
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ENUM_X_CYCLES holderCycle = X_CYCLE_NONE,
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int barIndex = 0 //
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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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// Fil Selected Data ...
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XPOIState cState;
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X121Conditions cXConditions;
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XPOIStateEvents cStateEvents;
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XC121SMCCycleHelper *cHelper;
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X121SMCCycleConditions cConditions;
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result = provider.SelectCycle(
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cycle,
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cState,
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cStateEvents,
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cXConditions,
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cHelper,
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cConditions //
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);
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if (!result)
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{
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//
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cState.Clean();
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ZeroMemory(cHelper);
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cConditions.Clean();
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cXConditions.Clean();
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cStateEvents.Clean();
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//
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return result;
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}
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Parse(cXConditions);
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//
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// Fil Selected Data ...
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XPOIState chState;
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X121Conditions chXConditions;
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XPOIStateEvents chStateEvents;
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XC121SMCCycleHelper *chHelper;
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X121SMCCycleConditions chConditions;
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if (holderCycle != X_CYCLE_NONE)
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{
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//
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result = provider.SelectCycle(
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holderCycle,
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chState,
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chStateEvents,
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chXConditions,
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chHelper,
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chConditions //
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);
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if (!result)
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{
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//
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chState.Clean();
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ZeroMemory(chHelper);
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chConditions.Clean();
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chXConditions.Clean();
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chStateEvents.Clean();
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//
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return result;
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}
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//
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Parse(chXConditions);
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}
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//
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// Checking Waiting Baoxes Exists ...
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result = HasChild(waitingBoxes);
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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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XCPOIDrawer *drawer = provider
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.visionCycleHelper
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.mPOIDrawer;
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//
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// Normalize Args ...
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//
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box.Clean();
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holderBox.Clean();
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dir = X_DIRECTION_NONE;
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//
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if (barIndex < 0)
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{
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barIndex = 0;
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}
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//
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int idx = -1;
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int count = 0;
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bool has = false;
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//
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int zIDX = barIndex;
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int cIDX = zIDX + 1;
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int pIDX = cIDX + 1;
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int ppIDX = pIDX + 1;
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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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XOHCL zBar;
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XOHCL cBar;
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XOHCL pBar;
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//
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// Initial Bars ...
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result = zBar.Init(
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cState.symbol,
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cState.period,
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barIndex //
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);
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result =
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result &&
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zBar.GetPreviousBar(cBar);
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result =
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result &&
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cBar.GetPreviousBar(pBar);
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if (!result)
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{
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//
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zBar.Clean();
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cBar.Clean();
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pBar.Clean();
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cState.Clean();
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chState.Clean();
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ZeroMemory(cHelper);
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cConditions.Clean();
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cXConditions.Clean();
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ZeroMemory(chHelper);
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chConditions.Clean();
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chXConditions.Clean();
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//
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return result;
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}
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//
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// Detect Inside Box ...
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XBoxZone insideBox;
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count = ArraySize(waitingBoxes);
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has = IsValidSize(count);
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if (has)
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{
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//
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for (int i = 0; i < count; i++)
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{
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//
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XBoxZone iBox = waitingBoxes[i];
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bool isBullish = iBox.IsBullish();
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double iMid = iBox.lower + ((iBox.upper - iBox.lower) / 2);
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//
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has =
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//
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isBullish
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? cBar.low < iMid &&
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cBar.low > iBox.lower
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: cBar.high > iMid &&
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cBar.high < iBox.upper
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//
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;
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if (has)
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{
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//
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insideBox = iBox;
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break;
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}
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}
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}
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has = insideBox.IsValid();
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//
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ENUM_X_DIRECTION iBarPosDir;
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bool isBarValidForDir = cHelper
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.mBarAnalyser
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.IsValidForPosition(
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cBar,
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iBarPosDir //
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);
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bool isBarValidForBullish =
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isBarValidForDir &&
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IsBullish(iBarPosDir);
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bool isBarValidForBearish =
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isBarValidForDir &&
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IsBearish(iBarPosDir);
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//
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if (has)
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{
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//
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XCBoxObject *iObj;
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has = drawer.DrawBox(
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insideBox,
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iObj //
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);
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if (has)
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{
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//
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Print("Dec Scores:");
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Print("-------------");
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Print("Bull: ", provider.decisionBullishScore);
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Print("Bear: ", provider.decisionBearishScore);
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Print("-------------");
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Print("Anal Scores:");
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Print("-------------");
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Print("Bull: ", provider.analyseBullishScore);
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Print("Bear: ", provider.analyseBearishScore);
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Print("-------------");
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Print("Bar Valid For: " + ToString(iBarPosDir));
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Print("-------------");
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Print(ToString(insideBox.dir), " Inside ...");
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Print("-------------");
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}
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}
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//
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result = has;
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if (!result)
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{
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//
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zBar.Clean();
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cBar.Clean();
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pBar.Clean();
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cState.Clean();
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chState.Clean();
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insideBox.Clean();
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ZeroMemory(cHelper);
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cConditions.Clean();
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cXConditions.Clean();
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ZeroMemory(chHelper);
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chConditions.Clean();
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chXConditions.Clean();
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//
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return result;
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}
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//
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// Detecting Signal Conditions ...
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//
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// Bullish Conditions ...
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isBullish =
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//
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// Base Condition ...
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(
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//
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insideBox.IsBullish() &&
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isBarValidForBullish
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//
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)
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//
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;
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//
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// Bearish Conditions ...
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isBearish =
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//
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// Base Condition ...
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(
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//
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insideBox.IsBearish() &&
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isBarValidForBearish
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//
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)
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//
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;
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//
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// Filling Requirements ...
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result =
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isBullish ||
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isBearish;
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if (result)
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{
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//
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dir =
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isBullish
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? X_DIRECTION_BULLISH
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: X_DIRECTION_BEARISH;
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//
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box.dir = dir;
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box.to = TimeCurrent();
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box.from = insideBox.from;
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box.upper = insideBox.upper;
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box.lower = insideBox.lower;
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box.symbol = cXConditions.symbol;
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box.period = cXConditions.period;
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}
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//
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// Check All Conditions ...
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result =
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box.IsValid() &&
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HasDirection(dir) &&
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(isBullish ||
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isBearish);
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//
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// Cleanup Resources ...
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zBar.Clean();
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cBar.Clean();
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pBar.Clean();
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cState.Clean();
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chState.Clean();
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insideBox.Clean();
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ZeroMemory(cHelper);
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cConditions.Clean();
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cStateEvents.Clean();
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cXConditions.Clean();
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ZeroMemory(chHelper);
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chConditions.Clean();
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chStateEvents.Clean();
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chXConditions.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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* Checking a Box Exists in Collections or not ...
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*
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* @param box: XBoxZone instance reference ...
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*
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* @return ( bool )
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*/
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bool IsExists(XBoxZone &box)
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{
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//
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bool result = false;
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//
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// Check Validation ...
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result = box.IsValid() &&
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(HasWaitingBoxes() ||
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HasBreakedBoxes() ||
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HasUnavailableBoxes());
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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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int idx = -1;
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bool has = false;
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//
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// Check Index in Waiting Boxes ...
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has = HasWaitingBoxes();
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if (has)
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{
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//
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idx = FindIndex(
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box,
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waitingBoxes //
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);
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result = IsValidIndex(idx);
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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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// Check Index in Breaked Boxes ...
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has = HasBreakedBoxes();
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if (has)
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{
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//
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idx = FindIndex(
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box,
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breakedBoxes //
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);
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result = IsValidIndex(idx);
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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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// Check Index in Unavailable Boxes ...
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has = HasUnavailableBoxes();
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if (has)
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{
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//
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idx = FindIndex(
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box,
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unavailableBoxes //
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);
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result = IsValidIndex(idx);
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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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return result;
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}
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/**
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* Detect Signal Boxes ...
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*
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* @param cycle: ENUM_X_CYCLES member ...
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* @param provider: X121SMCStrategySignalProviderData instance reference ...
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* @param barIndex: int ...
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*
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* @return ( bool )
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*/
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bool DetectSignalBoxes(
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ENUM_X_CYCLES cycle,
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X121SMCStrategySignalProviderData &provider,
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int barIndex = 0 //
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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 idx = -1;
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int count = 0;
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bool has = false;
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//
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if (barIndex < 0)
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{
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barIndex = 0;
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}
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//
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// Select Cycle ...
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XPOIState cState;
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XPOIStateEvents cStateEvents;
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X121Conditions cXConditions;
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XC121SMCCycleHelper *cHelper;
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X121SMCCycleConditions cConditions;
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result = provider.SelectCycle(
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cycle,
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cState,
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cStateEvents,
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cXConditions,
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cHelper,
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cConditions //
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);
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if (!result)
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{
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//
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cState.Clean();
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ZeroMemory(cHelper);
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cConditions.Clean();
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cStateEvents.Clean();
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cXConditions.Clean();
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//
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return result;
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}
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//
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// Select Rejection Boxes ...
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// //
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// // Select Validate Rejection Boxes ...
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// XBoxZone rejections[];
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// int count = cHelper
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// .DetectRejections(
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// rejections,
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// barIndex //
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// );
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// //
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// result = IsValidSize(count);
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// if (result)
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// {
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// //
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// for (int i = 0; i < count; i++)
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// {
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// //
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// has = IsExists(rejections[i]);
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// if (!has)
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// {
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// //
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// AddRef(
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// rejections[i],
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// waitingBoxes //
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// );
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// }
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// }
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// }
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// //
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// // Select Order Blocks ...
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// if (cStateEvents.hasNewOrderBlock)
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// {
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// //
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// idx = GetYoungest(cState.orderBlocks);
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// has = IsValidIndex(idx);
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// if (has)
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// {
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// //
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// XCOrderBlock *iOB = cState.orderBlocks[idx];
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// //
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// XBoxZone iBox;
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// has = ToBox(
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// iBox,
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// iOB //
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// );
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// if (has)
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// {
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// //
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// has = IsExists(iBox);
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// if (!has)
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// {
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// //
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// AddRef(
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// iBox,
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// waitingBoxes //
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// );
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// }
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// }
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// }
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// }
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//
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// Select Fair Value Gaps ...
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// if (cStateEvents.hasNewFairValueGap)
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// {
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// //
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// idx = GetYoungest(cState.fairValueGaps);
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// has = IsValidIndex(idx);
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// if (has)
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// {
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// //
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// XCFVG *iOB = cState.fairValueGaps[idx];
|
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// //
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// XBoxZone iBox;
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// has = ToBox(
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// iBox,
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// iOB //
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// );
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// if (has)
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// {
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// //
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// has = IsExists(iBox);
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// if (!has)
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// {
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// //
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// AddRef(
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// iBox,
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// waitingBoxes //
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// );
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// }
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// }
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// }
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// }
|
|
|
|
//
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// Select Supply/Demand Zones ...
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// if (cStateEvents.hasNewSupplyZone)
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// {
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// //
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// idx = GetYoungest(cState.supplyZones);
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// has = IsValidIndex(idx);
|
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// if (has)
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// {
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// //
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// XCSupplyZone *iSupply = cState.supplyZones[idx];
|
|
|
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// //
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// XBoxZone iBox;
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// has = ToBox(
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// iBox,
|
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// iSupply //
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// );
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// if (has)
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// {
|
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// //
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// has = IsExists(iBox);
|
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// if (!has)
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// {
|
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// //
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// AddRef(
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// iBox,
|
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// waitingBoxes //
|
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// );
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// }
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// }
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// }
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|
// }
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// if (cStateEvents.hasNewDemandZone)
|
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// {
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// //
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// idx = GetYoungest(cState.demandZones);
|
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// has = IsValidIndex(idx);
|
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// if (has)
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// {
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// //
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// XCDemandZone *iDemand = cState.demandZones[idx];
|
|
|
|
// //
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// XBoxZone iBox;
|
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// has = ToBox(
|
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// iBox,
|
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// iDemand //
|
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// );
|
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// if (has)
|
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// {
|
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// //
|
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// has = IsExists(iBox);
|
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// if (!has)
|
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// {
|
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// //
|
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// AddRef(
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// iBox,
|
|
// waitingBoxes //
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// );
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// }
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// }
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// }
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// }
|
|
|
|
//
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// Select Support/Resistance Zones ...
|
|
// if (cStateEvents.hasNewSupportZone)
|
|
// {
|
|
// //
|
|
// idx = GetYoungest(cState.supportZones);
|
|
// has = IsValidIndex(idx);
|
|
// if (has)
|
|
// {
|
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// //
|
|
// XCSupportZone *iSupport = cState.supportZones[idx];
|
|
|
|
// //
|
|
// XBoxZone iBox;
|
|
// has = ToBox(
|
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// iBox,
|
|
// iSupport //
|
|
// );
|
|
// if (has)
|
|
// {
|
|
// //
|
|
// has = IsExists(iBox);
|
|
// if (!has)
|
|
// {
|
|
// //
|
|
// AddRef(
|
|
// iBox,
|
|
// waitingBoxes //
|
|
// );
|
|
// }
|
|
// }
|
|
// }
|
|
// }
|
|
// if (cStateEvents.hasNewResistanceZone)
|
|
// {
|
|
// //
|
|
// idx = GetYoungest(cState.resistanceZones);
|
|
// has = IsValidIndex(idx);
|
|
// if (has)
|
|
// {
|
|
// //
|
|
// XCResistanceZone *iResistance = cState.resistanceZones[idx];
|
|
|
|
// //
|
|
// XBoxZone iBox;
|
|
// has = ToBox(
|
|
// iBox,
|
|
// iResistance //
|
|
// );
|
|
// if (has)
|
|
// {
|
|
// //
|
|
// has = IsExists(iBox);
|
|
// if (!has)
|
|
// {
|
|
// //
|
|
// AddRef(
|
|
// iBox,
|
|
// waitingBoxes //
|
|
// );
|
|
// }
|
|
// }
|
|
// }
|
|
// }
|
|
|
|
//
|
|
count = CountWaitingBoxes();
|
|
result = IsValidSize(count);
|
|
|
|
//
|
|
// Cleanup Resources ...
|
|
|
|
//
|
|
cState.Clean();
|
|
ZeroMemory(cHelper);
|
|
cConditions.Clean();
|
|
cXConditions.Clean();
|
|
cStateEvents.Clean();
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Validating Waiting Boxes and Detect Breaked Boxes ...
|
|
*
|
|
* @param barIndex: int ...
|
|
*
|
|
* @return ( int )
|
|
*/
|
|
int ValidateWaitingBoxes(
|
|
int barIndex = 0 //
|
|
)
|
|
{
|
|
//
|
|
int result = 0;
|
|
|
|
//
|
|
bool has = false;
|
|
|
|
//
|
|
if (barIndex < 0)
|
|
{
|
|
barIndex = 0;
|
|
}
|
|
|
|
//
|
|
if (barIndex == 0)
|
|
{
|
|
barIndex = 1;
|
|
}
|
|
|
|
//
|
|
has = HasWaitingBoxes();
|
|
if (!has)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int removeIDX[];
|
|
result = CountWaitingBoxes();
|
|
for (int i = 0; i < result; i++)
|
|
{
|
|
//
|
|
XOHCL iBar;
|
|
XBoxZone iBox = waitingBoxes[i];
|
|
bool isInite = iBar
|
|
.Init(
|
|
iBox.symbol,
|
|
iBox.period,
|
|
iBox.from //
|
|
);
|
|
|
|
//
|
|
has = isInite &&
|
|
IsBoxBreaked(
|
|
iBox,
|
|
iBar.Index() - 1,
|
|
barIndex,
|
|
period //
|
|
);
|
|
if (has)
|
|
{
|
|
//
|
|
Add(
|
|
i,
|
|
removeIDX //
|
|
);
|
|
|
|
//
|
|
AddRef(
|
|
iBox,
|
|
breakedBoxes //
|
|
);
|
|
}
|
|
|
|
//
|
|
iBox.Clean();
|
|
iBar.Clean();
|
|
}
|
|
|
|
//
|
|
has = HasChild(removeIDX);
|
|
if (has)
|
|
{
|
|
//
|
|
CleanupArray(
|
|
removeIDX,
|
|
waitingBoxes //
|
|
);
|
|
}
|
|
Clean(removeIDX);
|
|
|
|
//
|
|
result = CountWaitingBoxes();
|
|
|
|
//
|
|
return result;
|
|
}
|