1937 lines
50 KiB
Plaintext
1937 lines
50 KiB
Plaintext
///////////////////////////////////////////////////////
|
|
//
|
|
// SaherElm IT Center MQL5 Class Library
|
|
// --------------------------------------
|
|
// Name: XCX121SMCTestStrategy
|
|
// Description: provides all based classes for use ...
|
|
//
|
|
//
|
|
// Maintainer:
|
|
// ------------
|
|
// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
|
|
//
|
|
//////////////////////////////////////////////////////
|
|
//
|
|
// Global Properties ...
|
|
#property library
|
|
#property copyright "Copyright 2023, SaherElm IT Center"
|
|
#property link "https://www.saherelm.ir"
|
|
#property version "1.00"
|
|
#property strict
|
|
|
|
//
|
|
// Imports ...
|
|
|
|
//
|
|
#include "../Classes/x-121.smc.base.strategy.class.mq5"
|
|
#include "../Classes/x-121.smc.market.cycle.helper.class.mq5"
|
|
|
|
//
|
|
// Definitions ...
|
|
|
|
//
|
|
// XStrategy Class Implementation(s) ...
|
|
class XCX121SMCTestStrategy : public XCX121SMCBaseStrategy
|
|
{
|
|
//
|
|
// Public ...
|
|
public:
|
|
//
|
|
|
|
//
|
|
// Constructor(s) ...
|
|
void XCX121SMCTestStrategy(
|
|
//
|
|
// Base ...
|
|
string _symbol, // Trading Symbol
|
|
ENUM_TIMEFRAMES _period // Trading TimeFrame
|
|
)
|
|
: XCX121SMCBaseStrategy(_symbol, _period)
|
|
{
|
|
InitialHelpers();
|
|
}
|
|
|
|
//
|
|
// Deconstructur ...
|
|
void ~XCX121SMCTestStrategy()
|
|
{
|
|
}
|
|
|
|
//
|
|
// Overrides Actions ...
|
|
|
|
/**
|
|
* Destroy All Class Implementations ...
|
|
*/
|
|
void Destroy() override
|
|
{
|
|
//
|
|
delete mTriggerCycleHelper;
|
|
delete mDecisionCycleHelper;
|
|
delete mAnalyseCycleHelper;
|
|
delete mVerificationCycleHelper;
|
|
delete mConsolidationCycleHelper;
|
|
delete mVisionCycleHelper;
|
|
}
|
|
|
|
/**
|
|
* Check Conditions For Signal ...
|
|
*/
|
|
bool HasSignal(
|
|
XSignal &signal,
|
|
X121SMCStrategyConditions &conditions //
|
|
) override
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
signal.Clean();
|
|
conditions.Clean();
|
|
|
|
//
|
|
int pushers = 0;
|
|
|
|
//
|
|
double sl = 0;
|
|
double tp = 0;
|
|
double risk = 0;
|
|
double entry = 0;
|
|
double reward = 0;
|
|
double r2r = R2R();
|
|
string provider = "";
|
|
double volume = Volume();
|
|
ENUM_POSITION_TYPE type = POSITION_TYPE_BUY;
|
|
ENUM_X_ORDER_MODES mode = X_ORDER_MODE_MARKET;
|
|
|
|
//
|
|
bool hasLong = false;
|
|
bool hasShort = false;
|
|
|
|
//
|
|
double selectedSL = 0;
|
|
|
|
//
|
|
// Start Calculations ...
|
|
|
|
//
|
|
// Retrieve Common Data ...
|
|
string symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
// Required Value For SL/TP Calculations ...
|
|
double points = GetPoints(symbol);
|
|
double pip = GetPipPrice(symbol);
|
|
double pip2 = 2 * pip;
|
|
|
|
//
|
|
// Retrieve and Fill Cycle Conditions ...
|
|
result = GetCyclesConditions(conditions);
|
|
if (!result)
|
|
{
|
|
//
|
|
conditions.Clean();
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Spread for Signalling Conditions ...
|
|
bool isSpreadPassed = IsSpreadPass();
|
|
result = isSpreadPassed;
|
|
if (!result)
|
|
{
|
|
//
|
|
conditions.Clean();
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Detect Signal Conditions ...
|
|
result = DetectSamePeaksAndValesSignal(conditions);
|
|
if (!result)
|
|
{
|
|
//
|
|
// TODO: Enable this ...
|
|
// result = DetectVWAPSignal(conditions);
|
|
}
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
//
|
|
conditions.Clean();
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Combine all Signals Conditions ...
|
|
selectedSL = conditions.sl;
|
|
provider = conditions.provider;
|
|
|
|
//
|
|
hasLong =
|
|
//
|
|
IsBullish(conditions.signalDir)
|
|
//
|
|
;
|
|
|
|
//
|
|
hasShort =
|
|
//
|
|
IsBearish(conditions.signalDir)
|
|
//
|
|
;
|
|
|
|
//
|
|
result = hasLong ||
|
|
hasShort;
|
|
|
|
//
|
|
// Rmove Signal Condition ...
|
|
if (result)
|
|
{
|
|
//
|
|
// TYPE ...
|
|
type =
|
|
hasLong
|
|
? POSITION_TYPE_BUY
|
|
: POSITION_TYPE_SELL;
|
|
ENUM_X_POSITION_TYPES xType =
|
|
hasLong
|
|
? X_POSITION_TYPE_LONG
|
|
: X_POSITION_TYPE_SHORT;
|
|
|
|
//
|
|
entry = GetEntry(
|
|
conditions.symbol,
|
|
type //
|
|
);
|
|
|
|
//
|
|
double slAddition = 0;
|
|
sl =
|
|
hasLong
|
|
? selectedSL - slAddition
|
|
: selectedSL + slAddition;
|
|
|
|
//
|
|
// RISK Reward ...
|
|
risk =
|
|
hasLong
|
|
? entry - sl
|
|
: sl - entry;
|
|
reward = risk * r2r;
|
|
tp =
|
|
hasLong
|
|
? entry + reward
|
|
: entry - reward;
|
|
|
|
//
|
|
signal.sl = sl;
|
|
signal.tp = tp;
|
|
signal.type = type;
|
|
signal.mode = mode;
|
|
signal.entry = entry;
|
|
signal.volume = volume;
|
|
signal.symbol = symbol;
|
|
signal.period = period;
|
|
signal.pushers = pushers;
|
|
signal.provider = provider;
|
|
signal.time = TimeCurrent();
|
|
|
|
//
|
|
result = PrepareSignal(signal);
|
|
// if (result)
|
|
// {
|
|
// //
|
|
// // Print("PRV: ", provider);
|
|
// // DrawSignal(signal);
|
|
// }
|
|
|
|
//
|
|
hasLong = false;
|
|
hasShort = false;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Customize Strategy Identifier ...
|
|
*/
|
|
string GetTag() override
|
|
{
|
|
return X121SMCStrategyToken;
|
|
}
|
|
|
|
//
|
|
// Protected ...
|
|
protected:
|
|
//
|
|
|
|
//
|
|
// Props ...
|
|
|
|
//
|
|
// Trigger Order Flow ...
|
|
XPVPivot mOrderFlow[];
|
|
ENUM_X_DIRECTION mOrderFlowDir;
|
|
|
|
//
|
|
ENUM_X_CYCLE_EVENTS mTriggerCycleEvents[];
|
|
XC121SMCCycleHelper *mTriggerCycleHelper;
|
|
|
|
//
|
|
ENUM_X_CYCLE_EVENTS mDecisionCycleEvents[];
|
|
XC121SMCCycleHelper *mDecisionCycleHelper;
|
|
|
|
//
|
|
ENUM_X_CYCLE_EVENTS mAnalyseCycleEvents[];
|
|
XC121SMCCycleHelper *mAnalyseCycleHelper;
|
|
|
|
//
|
|
ENUM_X_CYCLE_EVENTS mVerificationCycleEvents[];
|
|
XC121SMCCycleHelper *mVerificationCycleHelper;
|
|
|
|
//
|
|
ENUM_X_CYCLE_EVENTS mConsolidationCycleEvents[];
|
|
XC121SMCCycleHelper *mConsolidationCycleHelper;
|
|
|
|
//
|
|
ENUM_X_CYCLE_EVENTS mVisionCycleEvents[];
|
|
XC121SMCCycleHelper *mVisionCycleHelper;
|
|
|
|
//
|
|
// Actions ...
|
|
|
|
/**
|
|
* Retrieve Cycles Conditions ...
|
|
*
|
|
* @param conditions: X121SMCStrategyConditions instance Reference ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool GetCyclesConditions(
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
string symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
int zIndex = 0;
|
|
int cIndex = zIndex + 1;
|
|
int pIndex = cIndex + 1;
|
|
int ppIndex = pIndex + 1;
|
|
|
|
//
|
|
datetime cTime = TimeCurrent();
|
|
|
|
//
|
|
conditions.time = cTime;
|
|
conditions.symbol = symbol;
|
|
conditions.period = period;
|
|
|
|
//
|
|
int conditionsLoopback = 7;
|
|
|
|
//
|
|
// Fill Cycles Conditions ...
|
|
|
|
//
|
|
// Trigger ...
|
|
result = mTriggerCycleHelper.GetConditions(
|
|
mTriggerCycleEvents,
|
|
conditions.triggerConditions,
|
|
zIndex,
|
|
conditionsLoopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
//
|
|
conditions.Clean();
|
|
return result;
|
|
}
|
|
conditions.triggerConditions.state = mTriggerState;
|
|
|
|
//
|
|
// Decision ...
|
|
result = mDecisionCycleHelper.GetConditions(
|
|
mDecisionCycleEvents,
|
|
conditions.decisionConditions,
|
|
zIndex,
|
|
conditionsLoopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
//
|
|
conditions.Clean();
|
|
return result;
|
|
}
|
|
conditions.decisionConditions.state = mDecisionState;
|
|
|
|
//
|
|
// Analyse ...
|
|
result = mAnalyseCycleHelper.GetConditions(
|
|
mAnalyseCycleEvents,
|
|
conditions.analyseConditions,
|
|
zIndex,
|
|
conditionsLoopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
//
|
|
conditions.Clean();
|
|
return result;
|
|
}
|
|
conditions.analyseConditions.state = mAnalyseState;
|
|
|
|
//
|
|
// Verification ...
|
|
result = mVerificationCycleHelper.GetConditions(
|
|
mVerificationCycleEvents,
|
|
conditions.verificationConditions,
|
|
zIndex,
|
|
conditionsLoopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
//
|
|
conditions.Clean();
|
|
return result;
|
|
}
|
|
conditions.verificationConditions.state = mVerificationState;
|
|
|
|
//
|
|
// Consolidation ...
|
|
result = mConsolidationCycleHelper.GetConditions(
|
|
mConsolidationCycleEvents,
|
|
conditions.consolidationConditions,
|
|
zIndex,
|
|
conditionsLoopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
//
|
|
conditions.Clean();
|
|
return result;
|
|
}
|
|
conditions.consolidationConditions.state = mConsolidationState;
|
|
|
|
//
|
|
// Vision ...
|
|
result = mVisionCycleHelper.GetConditions(
|
|
mVisionCycleEvents,
|
|
conditions.visionConditions,
|
|
zIndex,
|
|
conditionsLoopback //
|
|
);
|
|
if (!result)
|
|
{
|
|
//
|
|
conditions.Clean();
|
|
return result;
|
|
}
|
|
conditions.visionConditions.state = mVisionState;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Signalling Functions ...
|
|
|
|
/**
|
|
* Detect and Parse Market Conditions for Signalling ...
|
|
*
|
|
* @param conditions: X121SMCStrategyConditions instance Reference ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool DetectSamePeaksAndValesSignal(
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
string symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_SMPV;
|
|
string providerStr = ToString(provider);
|
|
|
|
//
|
|
int zIndex = 0;
|
|
int cIndex = zIndex + 1;
|
|
int pIndex = cIndex + 1;
|
|
int ppIndex = pIndex + 1;
|
|
|
|
//
|
|
XOHCL zBar;
|
|
result = zBar.Init(
|
|
symbol,
|
|
period,
|
|
zIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL cBar;
|
|
result = cBar.Init(
|
|
symbol,
|
|
period,
|
|
cIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string msg = NULL;
|
|
|
|
//
|
|
double bid = GetBid(symbol);
|
|
datetime cTime = TimeCurrent();
|
|
|
|
//
|
|
double selectedSL = 0;
|
|
|
|
//
|
|
// Here We Select Cycles For Conditions Check ...
|
|
ENUM_X_CYCLES cycles[5] = {
|
|
X_CYCLE_TRIGGER,
|
|
X_CYCLE_DECISION,
|
|
X_CYCLE_ANALYSE,
|
|
X_CYCLE_VERIFICATION,
|
|
X_CYCLE_CONSOLIDATION //
|
|
};
|
|
bool hasSamePeaks = DetectSamePeaks(
|
|
cycles,
|
|
conditions //
|
|
);
|
|
bool hasSameVales = DetectSameVales(
|
|
cycles,
|
|
conditions //
|
|
);
|
|
result =
|
|
hasSamePeaks ||
|
|
hasSameVales;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Peaks And Vales Order ...
|
|
bool hasPeakBreak = false;
|
|
bool hasValeBreak = false;
|
|
|
|
//
|
|
// Retrieve Last Sar Change ...
|
|
XOHCL cSarChangeBar;
|
|
XOHCL pSarChangeBar;
|
|
XValueChange cSarChange; // Current Sar Change (IsDirect) ...
|
|
XValueChange pSarChange; // Prev Sar Change (Direct) ...
|
|
XValueChange sarChanges[];
|
|
int sarChangesCount = mTriggerCycleHelper
|
|
.FillSarChanges(sarChanges);
|
|
if (IsValidSize(sarChangesCount) &&
|
|
sarChangesCount > 2)
|
|
{
|
|
//
|
|
cSarChange = sarChanges[sarChangesCount - 1];
|
|
pSarChange = sarChanges[sarChangesCount - 2];
|
|
|
|
//
|
|
result = cSarChange.FillBar(
|
|
cSarChangeBar,
|
|
symbol,
|
|
period //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = pSarChange.FillBar(
|
|
pSarChangeBar,
|
|
symbol,
|
|
period //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
int start = cSarChangeBar.Index();
|
|
int end = pSarChangeBar.Index();
|
|
for (int i = start; i < end; i++)
|
|
{
|
|
//
|
|
ENUM_X_CYCLE_EVENTS iEvents[];
|
|
X121SMCCycleConditions iConditions;
|
|
result = mTriggerCycleHelper.GetConditions(
|
|
iEvents,
|
|
iConditions,
|
|
i //
|
|
);
|
|
if (!result)
|
|
{
|
|
continue;
|
|
}
|
|
|
|
//
|
|
hasPeakBreak =
|
|
iConditions.x121Conditions.isNewPeakOverLast;
|
|
hasValeBreak =
|
|
iConditions.x121Conditions.isNewValeUnderLast;
|
|
result = hasPeakBreak ||
|
|
hasValeBreak;
|
|
if (result)
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Sar State ...
|
|
ENUM_X_DIRECTION sarDir;
|
|
result = DetectSarState(
|
|
provider,
|
|
sarDir,
|
|
conditions //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check VWAP State ...
|
|
ENUM_X_DIRECTION vwapDir;
|
|
result = DetectVWapState(
|
|
provider,
|
|
vwapDir,
|
|
conditions //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool isBullish =
|
|
//
|
|
hasSamePeaks &&
|
|
hasPeakBreak &&
|
|
IsBullish(sarDir) &&
|
|
IsBullish(vwapDir)
|
|
//
|
|
;
|
|
|
|
//
|
|
bool isBearish =
|
|
//
|
|
hasSameVales &&
|
|
hasValeBreak &&
|
|
IsBearish(sarDir) &&
|
|
IsBearish(vwapDir)
|
|
//
|
|
;
|
|
|
|
//
|
|
result =
|
|
isBullish ||
|
|
isBearish;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Set SL, Provider and Direction ...
|
|
conditions.signalDir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
conditions.provider = providerStr;
|
|
|
|
//
|
|
// Selectiong SL ...
|
|
double selectedSLRJ = SelectSL(
|
|
conditions,
|
|
conditions.signalDir,
|
|
X_121_SMC_SL_TYPE_REJECTION //
|
|
);
|
|
double selectedSLMN = SelectSL(
|
|
conditions,
|
|
conditions.signalDir,
|
|
X_121_SMC_SL_TYPE_MOMENTUM //
|
|
);
|
|
double selectedSLSW = SelectSL(
|
|
conditions,
|
|
conditions.signalDir,
|
|
X_121_SMC_SL_TYPE_SWING //
|
|
);
|
|
double selectedSLSR = SelectSL(
|
|
conditions,
|
|
conditions.signalDir,
|
|
X_121_SMC_SL_TYPE_CURRENT_SAR //
|
|
);
|
|
|
|
//
|
|
double slCandidates[4] = {
|
|
selectedSLRJ,
|
|
selectedSLMN,
|
|
selectedSLSW,
|
|
selectedSLSR //
|
|
};
|
|
selectedSL = isBullish
|
|
? GetMin(slCandidates)
|
|
: GetMax(slCandidates);
|
|
|
|
//
|
|
// Normalizing SL ...
|
|
double entry = GetEntry(
|
|
symbol,
|
|
conditions.signalDir //
|
|
);
|
|
double spread = GetSpread(symbol);
|
|
double pip = GetPipPrice(symbol);
|
|
|
|
//
|
|
if (isBullish && selectedSL <= entry)
|
|
{
|
|
selectedSL -= (pip * 3) - spread;
|
|
}
|
|
else if (isBearish && selectedSL >= entry)
|
|
{
|
|
selectedSL += pip * 3 + spread;
|
|
}
|
|
|
|
//
|
|
// Detect SL and TP ...
|
|
conditions.sl = selectedSL;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Detect and Parse Market Conditions for Signalling ...
|
|
*
|
|
* @param conditions: X121SMCStrategyConditions instance Reference ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool DetectVWAPSignal(
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
string symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
int zIndex = 0;
|
|
int cIndex = zIndex + 1;
|
|
int pIndex = cIndex + 1;
|
|
int ppIndex = pIndex + 1;
|
|
|
|
//
|
|
XOHCL zBar;
|
|
result = zBar.Init(
|
|
symbol,
|
|
period,
|
|
zIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL cBar;
|
|
result = cBar.Init(
|
|
symbol,
|
|
period,
|
|
cIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
string msg = NULL;
|
|
|
|
//
|
|
double bid = GetBid(symbol);
|
|
datetime cTime = TimeCurrent();
|
|
|
|
//
|
|
ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_VWAPC;
|
|
string providerStr = ToString(provider);
|
|
|
|
//
|
|
// Check Candlestic State ...
|
|
ENUM_X_DIRECTION candlesticDir;
|
|
result = DetectCandlestic(
|
|
provider,
|
|
candlesticDir,
|
|
conditions //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check Sar State ...
|
|
ENUM_X_DIRECTION sarDir;
|
|
result = DetectSarState(
|
|
provider,
|
|
sarDir,
|
|
conditions //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Check VWAP State ...
|
|
ENUM_X_DIRECTION vwapDir;
|
|
result = DetectVWapState(
|
|
provider,
|
|
vwapDir,
|
|
conditions //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
Print("VWap Signal ...");
|
|
|
|
//
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Helper Functions ...
|
|
|
|
/**
|
|
* Detect Where Cycles has Same Peaks ...
|
|
*
|
|
* @param cycles: ENUM_X_CYCLES members, Array ...
|
|
* @param conditions: X121SMCStrategyConditions instance, Reference ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool DetectSamePeaks(
|
|
ENUM_X_CYCLES &cycles[],
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
int count = ArraySize(cycles);
|
|
result = IsValidSize(count);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double value = -1;
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
ENUM_X_CYCLES iCycle = cycles[i];
|
|
|
|
//
|
|
double iValue = -1;
|
|
switch (iCycle)
|
|
{
|
|
//
|
|
case X_CYCLE_TRIGGER:
|
|
iValue = conditions.triggerConditions.x121Conditions.peaksBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_DECISION:
|
|
iValue = conditions.decisionConditions.x121Conditions.peaksBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_ANALYSE:
|
|
iValue = conditions.analyseConditions.x121Conditions.peaksBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_VERIFICATION:
|
|
iValue = conditions.verificationConditions.x121Conditions.peaksBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_CONSOLIDATION:
|
|
iValue = conditions.consolidationConditions.x121Conditions.peaksBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_VISION:
|
|
iValue = conditions.visionConditions.x121Conditions.peaksBuffer[0];
|
|
break;
|
|
}
|
|
|
|
//
|
|
if (iValue > 0)
|
|
{
|
|
//
|
|
if (value <= 0)
|
|
{
|
|
value = iValue;
|
|
}
|
|
|
|
//
|
|
result = value == iValue;
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Detect Where Cycles has Same Vales ...
|
|
*
|
|
* @param cycles: ENUM_X_CYCLES members, Array ...
|
|
* @param conditions: X121SMCStrategyConditions instance, Reference ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool DetectSameVales(
|
|
ENUM_X_CYCLES &cycles[],
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
int count = ArraySize(cycles);
|
|
result = IsValidSize(count);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
double value = -1;
|
|
for (int i = 0; i < count; i++)
|
|
{
|
|
//
|
|
ENUM_X_CYCLES iCycle = cycles[i];
|
|
|
|
//
|
|
double iValue = -1;
|
|
switch (iCycle)
|
|
{
|
|
//
|
|
case X_CYCLE_TRIGGER:
|
|
iValue = conditions.triggerConditions.x121Conditions.valesBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_DECISION:
|
|
iValue = conditions.decisionConditions.x121Conditions.valesBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_ANALYSE:
|
|
iValue = conditions.analyseConditions.x121Conditions.valesBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_VERIFICATION:
|
|
iValue = conditions.verificationConditions.x121Conditions.valesBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_CONSOLIDATION:
|
|
iValue = conditions.consolidationConditions.x121Conditions.valesBuffer[0];
|
|
break;
|
|
|
|
//
|
|
case X_CYCLE_VISION:
|
|
iValue = conditions.visionConditions.x121Conditions.valesBuffer[0];
|
|
break;
|
|
}
|
|
|
|
//
|
|
if (iValue > 0)
|
|
{
|
|
//
|
|
if (value <= 0)
|
|
{
|
|
value = iValue;
|
|
}
|
|
|
|
//
|
|
result = value == iValue;
|
|
if (!result)
|
|
{
|
|
break;
|
|
}
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Detect Sar State for Signalling ...
|
|
*
|
|
* @param forProvider: ENUM_X_121_SMC_PROVIDERS member ...
|
|
* @param dir: ENUM_X_DIRECTION member Reference ...
|
|
* @param conditions: X121SMCStrategyConditions instance, Reference ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool DetectSarState(
|
|
ENUM_X_121_SMC_PROVIDERS forProvider,
|
|
ENUM_X_DIRECTION &dir,
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
dir = X_DIRECTION_NONE;
|
|
|
|
//
|
|
bool isBullish = false;
|
|
bool isBearish = false;
|
|
|
|
//
|
|
if (forProvider == X_121_SMC_PROVIDER_SMPV)
|
|
{
|
|
//
|
|
isBullish =
|
|
//
|
|
// Check One of Verification or Consolidation Cycles Must be Sar Bullish ...
|
|
(conditions.verificationConditions.x121Conditions.isSarBullish ||
|
|
conditions.consolidationConditions.x121Conditions.isSarBullish)
|
|
//
|
|
&&
|
|
//
|
|
// Decision and Analyse Cycles Must be Bullish ...
|
|
(conditions.decisionConditions.x121Conditions.isSarBullish &&
|
|
conditions.analyseConditions.x121Conditions.isSarBullish)
|
|
//
|
|
&&
|
|
//
|
|
// Trigger State Must be Bearish ...
|
|
conditions.triggerConditions.x121Conditions.isSarBearish
|
|
//
|
|
;
|
|
|
|
//
|
|
isBearish =
|
|
//
|
|
// Check One of Verification or Consolidation Cycles Must be Sar Bearish ...
|
|
(conditions.verificationConditions.x121Conditions.isSarBearish ||
|
|
conditions.consolidationConditions.x121Conditions.isSarBearish)
|
|
//
|
|
&&
|
|
//
|
|
// Decision and Analyse Cycles Must be Bearish ...
|
|
(conditions.decisionConditions.x121Conditions.isSarBearish &&
|
|
conditions.analyseConditions.x121Conditions.isSarBearish)
|
|
//
|
|
&&
|
|
//
|
|
// Trigger State Must be Bullish ...
|
|
conditions.triggerConditions.x121Conditions.isSarBullish
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
if (forProvider == X_121_SMC_PROVIDER_VWAPC)
|
|
{
|
|
}
|
|
|
|
//
|
|
result = isBullish ||
|
|
isBearish;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
dir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Detect Sar State for Signalling ...
|
|
*
|
|
* @param forProvider: ENUM_X_121_SMC_PROVIDERS member ...
|
|
* @param dir: ENUM_X_DIRECTION member Reference ...
|
|
* @param conditions: X121SMCStrategyConditions instance, Reference ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool DetectVWapState(
|
|
ENUM_X_121_SMC_PROVIDERS forProvider,
|
|
ENUM_X_DIRECTION &dir,
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
dir = X_DIRECTION_NONE;
|
|
|
|
//
|
|
bool isBullish = false;
|
|
bool isBearish = false;
|
|
|
|
//
|
|
if (forProvider == X_121_SMC_PROVIDER_SMPV)
|
|
{
|
|
//
|
|
isBullish =
|
|
//
|
|
// Trigger, Decision and Analyse Cycles Must be in Direction Order and State ...
|
|
//
|
|
// Orders ...
|
|
(conditions.triggerConditions.x121Conditions.isVWapBullishOrdered &&
|
|
conditions.decisionConditions.x121Conditions.isVWapBullishOrdered &&
|
|
conditions.analyseConditions.x121Conditions.isVWapBullishOrdered)
|
|
//
|
|
&&
|
|
//
|
|
// State ...
|
|
(conditions.triggerConditions.x121Conditions.isVWapBullishState &&
|
|
conditions.decisionConditions.x121Conditions.isVWapBullishState &&
|
|
conditions.analyseConditions.x121Conditions.isVWapBullishState)
|
|
//
|
|
&&
|
|
//
|
|
// One of Verification and Consolidation must Be in Direction State ...
|
|
(conditions.verificationConditions.x121Conditions.isVWapBullishState ||
|
|
conditions.consolidationConditions.x121Conditions.isVWapBullishState)
|
|
//
|
|
;
|
|
|
|
//
|
|
isBearish =
|
|
//
|
|
// Trigger, Decision and Analyse Cycles Must be in Direction Order and State ...
|
|
//
|
|
// Orders ...
|
|
(conditions.triggerConditions.x121Conditions.isVWapBearishOrdered &&
|
|
conditions.decisionConditions.x121Conditions.isVWapBearishOrdered &&
|
|
conditions.analyseConditions.x121Conditions.isVWapBearishOrdered)
|
|
//
|
|
&&
|
|
//
|
|
// State ...
|
|
(conditions.triggerConditions.x121Conditions.isVWapBearishState &&
|
|
conditions.decisionConditions.x121Conditions.isVWapBearishState &&
|
|
conditions.analyseConditions.x121Conditions.isVWapBearishState)
|
|
//
|
|
&&
|
|
//
|
|
// One of Verification and Consolidation must Be in Direction State ...
|
|
(conditions.verificationConditions.x121Conditions.isVWapBearishState ||
|
|
conditions.consolidationConditions.x121Conditions.isVWapBearishState)
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
if (forProvider == X_121_SMC_PROVIDER_VWAPC)
|
|
{
|
|
}
|
|
|
|
//
|
|
result = isBullish ||
|
|
isBearish;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
dir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
/**
|
|
* Detect Candlestic Patters for Signalling ...
|
|
*
|
|
* @param forProvider: ENUM_X_121_SMC_PROVIDERS member ...
|
|
* @param dir: ENUM_X_DIRECTION member Reference ...
|
|
* @param conditions: X121SMCStrategyConditions instance, Reference ...
|
|
*
|
|
* @return ( bool )
|
|
*/
|
|
bool DetectCandlestic(
|
|
ENUM_X_121_SMC_PROVIDERS forProvider,
|
|
ENUM_X_DIRECTION &dir,
|
|
X121SMCStrategyConditions &conditions //
|
|
)
|
|
{
|
|
//
|
|
bool result = false;
|
|
|
|
//
|
|
dir = X_DIRECTION_NONE;
|
|
|
|
//
|
|
int cIndex = 1;
|
|
int pIndex = cIndex + 1;
|
|
|
|
//
|
|
// Select Specified Cycle Helper ...
|
|
XC121SMCCycleHelper *cycleHelper = mTriggerCycleHelper;
|
|
|
|
//
|
|
string symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES period = cycleHelper.GetPeriod();
|
|
|
|
//
|
|
XOHCL cBar;
|
|
result = cBar.Init(
|
|
symbol,
|
|
period,
|
|
cIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Momentum Bar ...
|
|
ENUM_X_DIRECTION cBarMomentumDir;
|
|
bool isCBarMomentum = cycleHelper.mBarAnalyser.IsMomentumBar(
|
|
cBar,
|
|
cBarMomentumDir //
|
|
);
|
|
|
|
//
|
|
// Rejection Bar ...
|
|
ENUM_X_DIRECTION cBarRejectionDir;
|
|
bool isCBarRejection = cycleHelper.mBarAnalyser.IsRejectionBar(
|
|
cBar,
|
|
cBarRejectionDir //
|
|
);
|
|
|
|
//
|
|
// Engulf Bar ...
|
|
ENUM_X_DIRECTION cBarEngulfDir;
|
|
bool isCBarEngulf = cycleHelper.mBarAnalyser.IsEngulfBar(
|
|
cBar,
|
|
cBarEngulfDir //
|
|
);
|
|
|
|
//
|
|
// Pin Bar ...
|
|
ENUM_X_DIRECTION cBarPinDir;
|
|
bool isCBarPin = cycleHelper.mBarAnalyser.IsPinBar(
|
|
cBar,
|
|
cBarPinDir //
|
|
);
|
|
|
|
//
|
|
XOHCL pBar;
|
|
result = pBar.Init(
|
|
symbol,
|
|
period,
|
|
pIndex //
|
|
);
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Momentum Bar ...
|
|
ENUM_X_DIRECTION pBarMomentumDir;
|
|
bool isPBarMomentum = cycleHelper.mBarAnalyser.IsMomentumBar(
|
|
pBar,
|
|
pBarMomentumDir //
|
|
);
|
|
|
|
//
|
|
// Rejection Bar ...
|
|
ENUM_X_DIRECTION pBarRejectionDir;
|
|
bool isPBarRejection = cycleHelper.mBarAnalyser.IsRejectionBar(
|
|
pBar,
|
|
pBarRejectionDir //
|
|
);
|
|
|
|
//
|
|
// Engulf Bar ...
|
|
ENUM_X_DIRECTION pBarEngulfDir;
|
|
bool isPBarEngulf = cycleHelper.mBarAnalyser.IsEngulfBar(
|
|
pBar,
|
|
pBarEngulfDir //
|
|
);
|
|
|
|
//
|
|
// Pin Bar ...
|
|
ENUM_X_DIRECTION pBarPinDir;
|
|
bool isPBarPin = cycleHelper.mBarAnalyser.IsPinBar(
|
|
pBar,
|
|
pBarPinDir //
|
|
);
|
|
|
|
//
|
|
bool isBullish = false;
|
|
bool isBearish = false;
|
|
|
|
//
|
|
if (forProvider == X_121_SMC_PROVIDER_VWAPC)
|
|
{
|
|
//
|
|
isBullish =
|
|
//
|
|
// pBar is Pin and cBar is Momentum or Rejection or Engulf
|
|
(
|
|
//
|
|
(isPBarPin &&
|
|
IsBullish(pBarPinDir) &&
|
|
(
|
|
//
|
|
(isCBarMomentum &&
|
|
IsBullish(cBarMomentumDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarRejection &&
|
|
IsBullish(cBarRejectionDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarEngulf &&
|
|
IsBullish(cBarEngulfDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
// pBar is Engulf and cBar is Momentum or Rejection or Pin ...
|
|
(isPBarEngulf &&
|
|
IsBullish(pBarEngulfDir) &&
|
|
(
|
|
//
|
|
(isCBarMomentum &&
|
|
IsBullish(cBarMomentumDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarRejection &&
|
|
IsBullish(cBarRejectionDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarPin &&
|
|
IsBullish(cBarPinDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
// pBar is Rejection and cBar is Momentum or Engulf or Pin ...
|
|
(isPBarRejection &&
|
|
IsBullish(pBarRejectionDir) &&
|
|
(
|
|
//
|
|
(isCBarMomentum &&
|
|
IsBullish(cBarMomentumDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarEngulf &&
|
|
IsBullish(cBarEngulfDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarPin &&
|
|
IsBullish(cBarPinDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
// pBar is Momentum and cBar is Rejection or Engulf or Pin ...
|
|
(isPBarMomentum &&
|
|
IsBullish(pBarMomentumDir) &&
|
|
(
|
|
//
|
|
(isCBarRejection &&
|
|
IsBullish(cBarRejectionDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarEngulf &&
|
|
IsBullish(cBarEngulfDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarPin &&
|
|
IsBullish(cBarPinDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
// cBar is Pin and Momentum and Rejection and Engulf ...
|
|
(
|
|
//
|
|
(isCBarPin &&
|
|
IsBullish(cBarPinDir))
|
|
//
|
|
&&
|
|
//
|
|
(isCBarMomentum &&
|
|
IsBullish(cBarMomentumDir))
|
|
//
|
|
&&
|
|
//
|
|
(isCBarRejection &&
|
|
IsBullish(cBarRejectionDir))
|
|
//
|
|
&&
|
|
//
|
|
(isCBarEngulf &&
|
|
IsBullish(cBarEngulfDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
;
|
|
|
|
//
|
|
isBearish =
|
|
//
|
|
// pBar is Pin and cBar is Momentum or Rejection or Engulf
|
|
(
|
|
//
|
|
(isPBarPin &&
|
|
IsBearish(pBarPinDir) &&
|
|
(
|
|
//
|
|
(isCBarMomentum &&
|
|
IsBearish(cBarMomentumDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarRejection &&
|
|
IsBearish(cBarRejectionDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarEngulf &&
|
|
IsBearish(cBarEngulfDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
// pBar is Engulf and cBar is Momentum or Rejection or Pin ...
|
|
(isPBarEngulf &&
|
|
IsBearish(pBarEngulfDir) &&
|
|
(
|
|
//
|
|
(isCBarMomentum &&
|
|
IsBearish(cBarMomentumDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarRejection &&
|
|
IsBearish(cBarRejectionDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarPin &&
|
|
IsBearish(cBarPinDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
// pBar is Rejection and cBar is Momentum or Engulf or Pin ...
|
|
(isPBarRejection &&
|
|
IsBearish(pBarRejectionDir) &&
|
|
(
|
|
//
|
|
(isCBarMomentum &&
|
|
IsBearish(cBarMomentumDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarEngulf &&
|
|
IsBearish(cBarEngulfDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarPin &&
|
|
IsBearish(cBarPinDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
// pBar is Momentum and cBar is Rejection or Engulf or Pin ...
|
|
(isPBarMomentum &&
|
|
IsBearish(pBarMomentumDir) &&
|
|
(
|
|
//
|
|
(isCBarRejection &&
|
|
IsBearish(cBarRejectionDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarEngulf &&
|
|
IsBearish(cBarEngulfDir))
|
|
//
|
|
||
|
|
//
|
|
(isCBarPin &&
|
|
IsBearish(cBarPinDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
||
|
|
//
|
|
// cBar is Pin and Momentum and Rejection and Engulf ...
|
|
(
|
|
//
|
|
(isCBarPin &&
|
|
IsBearish(cBarPinDir))
|
|
//
|
|
&&
|
|
//
|
|
(isCBarMomentum &&
|
|
IsBearish(cBarMomentumDir))
|
|
//
|
|
&&
|
|
//
|
|
(isCBarRejection &&
|
|
IsBearish(cBarRejectionDir))
|
|
//
|
|
&&
|
|
//
|
|
(isCBarEngulf &&
|
|
IsBearish(cBarEngulfDir))
|
|
//
|
|
)
|
|
//
|
|
)
|
|
//
|
|
;
|
|
}
|
|
|
|
//
|
|
result = isBullish ||
|
|
isBearish;
|
|
if (!result)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
dir =
|
|
isBullish
|
|
? X_DIRECTION_BULLISH
|
|
: X_DIRECTION_BEARISH;
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
// Private ...
|
|
private:
|
|
//
|
|
// Props ...
|
|
|
|
/**
|
|
* Initial Required Indicators Helper ...
|
|
*/
|
|
void InitialHelpers()
|
|
{
|
|
//
|
|
string symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
// Short ...
|
|
ENUM_X_PERIOD_METHOD scMethod = X_PERIOD_AUTO; // How to Find Period
|
|
ENUM_TIMEFRAMES scPeriod = NULL; // Time Period
|
|
|
|
//
|
|
// Medium ...
|
|
ENUM_X_PERIOD_METHOD mcMethod = X_PERIOD_AUTO; // How to Find Period
|
|
ENUM_TIMEFRAMES mcPeriod = NULL; // Time Period
|
|
|
|
//
|
|
// Long ...
|
|
ENUM_X_PERIOD_METHOD lcMethod = X_PERIOD_AUTO; // How to Find Period
|
|
ENUM_TIMEFRAMES lcPeriod = NULL; // Time Period
|
|
|
|
//
|
|
// Hind ...
|
|
ENUM_X_PERIOD_METHOD hcMethod = X_PERIOD_AUTO; // How to Find Period
|
|
ENUM_TIMEFRAMES hcPeriod = NULL; // Time Period
|
|
|
|
//
|
|
// XPV ...
|
|
X121Inputs x121Inputs;
|
|
|
|
//
|
|
x121Inputs.Default();
|
|
|
|
//
|
|
x121Inputs.scMethod = scMethod;
|
|
x121Inputs.scPeriod = scPeriod;
|
|
x121Inputs.mcMethod = mcMethod;
|
|
x121Inputs.mcPeriod = mcPeriod;
|
|
x121Inputs.lcMethod = lcMethod;
|
|
x121Inputs.lcPeriod = lcPeriod;
|
|
x121Inputs.hcMethod = hcMethod;
|
|
x121Inputs.hcPeriod = hcPeriod;
|
|
|
|
//
|
|
// Initialize Cycle Helpers ...
|
|
|
|
//
|
|
mTriggerCycleHelper = new XC121SMCCycleHelper();
|
|
mTriggerCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_M1,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mDecisionCycleHelper = new XC121SMCCycleHelper();
|
|
mDecisionCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_M5,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mAnalyseCycleHelper = new XC121SMCCycleHelper();
|
|
mAnalyseCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_M15,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mVerificationCycleHelper = new XC121SMCCycleHelper();
|
|
mVerificationCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_M30,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mConsolidationCycleHelper = new XC121SMCCycleHelper();
|
|
mConsolidationCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_H1,
|
|
x121Inputs //
|
|
);
|
|
|
|
//
|
|
mVisionCycleHelper = new XC121SMCCycleHelper();
|
|
mVisionCycleHelper.Init(
|
|
symbol,
|
|
PERIOD_H4,
|
|
x121Inputs //
|
|
);
|
|
}
|
|
|
|
//
|
|
// SL Selector Methods ...
|
|
|
|
/**
|
|
* Select Specified Type of Stop Loss ...
|
|
*
|
|
* @param conditions: X121SMCStrategyConditions instance Reference ...
|
|
* @param forDir: ENUM_X_DIRECTION member, Signal Direction ...
|
|
* @param type: ENUM_X_121_SMC_SL_TYPES member, Specified Required SL Type ...
|
|
*
|
|
* @return ( double )
|
|
*/
|
|
double SelectSL(
|
|
X121SMCStrategyConditions &conditions,
|
|
ENUM_X_DIRECTION forDir,
|
|
ENUM_X_121_SMC_SL_TYPES type //
|
|
)
|
|
{
|
|
//
|
|
double result = 0;
|
|
|
|
//
|
|
string symbol = GetSymbol();
|
|
ENUM_TIMEFRAMES period = GetPeriod();
|
|
|
|
//
|
|
bool isValid =
|
|
//
|
|
HasDirection(forDir) &&
|
|
conditions.IsValid() &&
|
|
type != X_121_SMC_SL_TYPE_NONE
|
|
//
|
|
;
|
|
if (!isValid)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
XOHCL zBar;
|
|
bool isInited = zBar.Init(
|
|
symbol,
|
|
period,
|
|
0 //
|
|
);
|
|
if (!isInited)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
bool isBullish = IsBullish(forDir);
|
|
|
|
//
|
|
if (type == X_121_SMC_SL_TYPE_FIBO_LEVEL_3)
|
|
{
|
|
result = conditions.triggerConditions.x121Conditions.fl3Buffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_FIBO_LEVEL_1_5)
|
|
{
|
|
//
|
|
result =
|
|
isBullish
|
|
? conditions.triggerConditions.x121Conditions.fl1Buffer[0]
|
|
: conditions.triggerConditions.x121Conditions.fl5Buffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_DON_CLOSE_BOX)
|
|
{
|
|
//
|
|
result =
|
|
isBullish
|
|
? conditions.triggerConditions.x121Conditions.donCloseLowerBuffer[0]
|
|
: conditions.triggerConditions.x121Conditions.donCloseUpperBuffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_SWING)
|
|
{
|
|
//
|
|
int swingLowsCount = conditions.triggerConditions.state.CountSwingLows();
|
|
int swingHighsCount = conditions.triggerConditions.state.CountSwingHighs();
|
|
result =
|
|
isBullish
|
|
? conditions.triggerConditions.state.swingLows[swingLowsCount - 1].GetValue()
|
|
: conditions.triggerConditions.state.swingHighs[swingHighsCount - 1].GetValue();
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_REJECTION)
|
|
{
|
|
//
|
|
result =
|
|
isBullish
|
|
? conditions.triggerConditions.state.bullishRejectionBars[conditions.triggerConditions.state.CountBullishRejectionBars() - 1].Lower()
|
|
: conditions.triggerConditions.state.bearishRejectionBars[conditions.triggerConditions.state.CountBearishRejectionBars() - 1].Upper();
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_MOMENTUM)
|
|
{
|
|
//
|
|
result =
|
|
isBullish
|
|
? conditions.triggerConditions.state.bullishMomentumBars[conditions.triggerConditions.state.CountBullishMomentumBars() - 1].Lower()
|
|
: conditions.triggerConditions.state.bearishMomentumBars[conditions.triggerConditions.state.CountBearishMomentumBars() - 1].Upper();
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_VWAP_FAST)
|
|
{
|
|
result = conditions.triggerConditions.x121Conditions.vwapFastBuffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_VWAP_MID)
|
|
{
|
|
result = conditions.triggerConditions.x121Conditions.vwapMidBuffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_VWAP_SLOW)
|
|
{
|
|
result = conditions.triggerConditions.x121Conditions.vwapSlowBuffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_CURRENT_SAR)
|
|
{
|
|
result = conditions.triggerConditions.x121Conditions.sarBuffer[0];
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_CURRENT_SAR_BOX ||
|
|
type == X_121_SMC_SL_TYPE_LAST_SAR_CHANGED_BAR ||
|
|
type == X_121_SMC_SL_TYPE_LAST_DIRECTIONAL_SAR)
|
|
{
|
|
//
|
|
XOHCL cSarChangeBar;
|
|
XOHCL pSarChangeBar;
|
|
XValueChange cSarChange; // Current Sar Change (IsDirect) ...
|
|
XValueChange pSarChange; // Prev Sar Change (Direct) ...
|
|
XValueChange sarChanges[];
|
|
int sarChangesCount = mTriggerCycleHelper
|
|
.FillSarChanges(sarChanges);
|
|
if (!IsValidSize(sarChangesCount) || sarChangesCount < 2)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
//
|
|
cSarChange = sarChanges[sarChangesCount - 1];
|
|
pSarChange = sarChanges[sarChangesCount - 2];
|
|
|
|
//
|
|
bool isFilled = cSarChange.FillBar(
|
|
cSarChangeBar,
|
|
symbol,
|
|
period //
|
|
);
|
|
if (!isFilled)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
isFilled = pSarChange.FillBar(
|
|
pSarChangeBar,
|
|
symbol,
|
|
period //
|
|
);
|
|
if (!isFilled)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
if (type == X_121_SMC_SL_TYPE_LAST_SAR_CHANGED_BAR)
|
|
{
|
|
//
|
|
result = isBullish
|
|
? pSarChangeBar.low
|
|
: pSarChangeBar.high;
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_CURRENT_SAR_BOX)
|
|
{
|
|
//
|
|
result =
|
|
isBullish
|
|
? zBar.FindLowest(
|
|
MathAbs(cSarChangeBar.Index() - 1),
|
|
MODE_LOW //
|
|
)
|
|
: zBar.FindHighest(
|
|
MathAbs(cSarChangeBar.Index() - 1),
|
|
MODE_HIGH //
|
|
);
|
|
}
|
|
else if (type == X_121_SMC_SL_TYPE_LAST_DIRECTIONAL_SAR)
|
|
{
|
|
//
|
|
XOHCL prevBar;
|
|
bool isInited = cSarChangeBar.GetPreviousBar(prevBar);
|
|
if (!isInited)
|
|
{
|
|
return result;
|
|
}
|
|
|
|
//
|
|
result = isBullish
|
|
? prevBar.low
|
|
: prevBar.high;
|
|
}
|
|
}
|
|
|
|
//
|
|
return result;
|
|
}
|
|
|
|
//
|
|
};
|
|
|
|
// |