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////////////////////////////////////////////
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 X121 SMC Signal Class
// -------------------------------------------------
// Name:
// Description: provide all Signalling functions ...
//
//
// 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.market.cycle.helper.class.mq5"
#include "../Libraries/x-121.smc.lib.mq5"
//
// Definitions ...
struct X121SMCStrategyXVWPBSignalConditions
{
//
// Props ...
//
string symbol;
ENUM_TIMEFRAMES period;
//
double sl;
double target;
ENUM_X_DIRECTION dir;
ENUM_X_POSITION_TYPES type;
//
// Setup Props ...
//
datetime setupTime;
datetime triggerTime;
//
// Constructor ...
X121SMCStrategyXVWPBSignalConditions()
{
Clean();
}
//
// Tools ...
/**
* Cleaning Up ...
*/
void Clean()
{
//
sl = 0;
target = 0;
//
dir = X_DIRECTION_NONE;
type = X_POSITION_TYPE_NONE;
//
symbol = NULL;
period = NULL;
setupTime = NULL;
triggerTime = NULL;
//
ExtensionClean();
}
/**
* Check Condition is Setting Up ...
*
* @param dir: ENUM_X_DIRECTION member, Setting Up Direction ...
*
* @return ( bool )
*/
bool IsSetuped()
{
//
bool result = false;
//
result = IsValid(setupTime) &&
HasDirection(dir);
if (!result)
{
return result;
}
//
return result;
}
/**
* Calculate Setup Age ...
*
* @return ( int )
*/
int GetSetupAge()
{
//
int result = 0;
//
if (!IsSetuped())
{
return result;
}
//
result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);
//
return result;
}
/**
* Detect How we Can Trigger Signal ...
*
* @return ( bool )
*/
bool CanTrigger()
{
//
bool result = false;
//
result =
//
sl > 0 &&
IsValid(symbol) &&
IsValid(period) &&
IsValid(triggerTime) &&
type != X_POSITION_TYPE_ALL &&
type != X_POSITION_TYPE_NONE
//
;
//
return result;
}
//
// Extensions ...
/**
* Clean Additional Properties ...
*/
void ExtensionClean()
{
}
//
};
//
// Extension Functions ...
//
// Detect Setup Conditions ...
bool DetectX121SMCXVWPBSiganlSetup(
string _symbol,
ENUM_TIMEFRAMES _period,
//
X121SMCStrategyXVWPBSignalConditions &conditions,
//
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper
//
)
{
//
bool result = false;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
string symbol = _symbol;
ENUM_TIMEFRAMES period = _period;
//
conditions.symbol = symbol;
conditions.period = period;
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
XOHCL pBar;
result = pBar.Init(
symbol,
period,
pIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
//
double ll = cBar.FindLowest(9, MODE_LOW);
double hh = cBar.FindHighest(9, MODE_HIGH);
//
int zoneValidationDivider = 10;
int validPivotRepetition = triggerCycleHelper.mX121Helper
.GetDonChainLength();
//
double selectedSL = 0;
//
// Cycles Conditions ...
//
// Trigger ...
ENUM_XPOI_EVENTS triggerPoiEvents[];
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
X121SMCCycleConditions triggerConditions;
result = triggerCycleHelper.GetConditions(
triggerCycleEvents,
triggerPoiEvents,
triggerConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Verification ...
ENUM_XPOI_EVENTS verificationPoiEvents[];
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
X121SMCCycleConditions verificationConditions;
result = verificationCycleHelper.GetConditions(
verificationCycleEvents,
verificationPoiEvents,
verificationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Cycles POI States ...
XPOIState triggerState = triggerConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState verificationState = verificationConditions.state;
XPOIState consolidationState = consolidationConditions.state;
XPOIState visionState = visionConditions.state;
//
// Setup Conditions ...
//
// Detect Market Trend ...
// ENUM_X_DIRECTION trend;
// bool hasTrend = consolidationCycleHelper
// .DetectTrend(trend);
// bool hasBullishTrend = hasTrend &&
// IsBullish(trend);
// bool hasBearishTrend = hasTrend &&
// IsBearish(trend);
// result = hasBullishTrend ||
// hasBearishTrend;
// if (!result)
// {
// return result;
// }
//
// Detect VWAP Bearish ...
//
double vwapFast = triggerConditions.x121Conditions.vwapFastBuffer[1];
double vwapMid = triggerConditions.x121Conditions.vwapMidBuffer[1];
double vwapSlow = triggerConditions.x121Conditions.vwapSlowBuffer[1];
//
double vwaps[3] = {
vwapFast,
vwapMid,
vwapSlow,
};
double vwapMax = GetMax(vwaps);
double vwapMin = GetMin(vwaps);
//
bool isCloseOverVwapMax =
//
ask > vwapMax &&
bid > vwapMax &&
(cBar.low > vwapMax ||
cBar.close > vwapMax)
//
;
//
bool isCloseUnderVwapMin =
//
ask < vwapMin &&
bid < vwapMin &&
(cBar.high < vwapMin ||
cBar.close < vwapMin)
//
;
//
bool isVWapBullishState = triggerConditions.x121Conditions.isVWapBullishState;
bool isVWapSwitchedToBullishState = triggerConditions.x121Conditions.isVWapSwitchedToBullishState;
//
bool isVWapBearishState = triggerConditions.x121Conditions.isVWapBearishState;
bool isVWapSwitchedToBearishState = triggerConditions.x121Conditions.isVWapSwitchedToBearishState;
//
bool isVWapBullishOrdered = triggerConditions.x121Conditions.isVWapBullishOrdered;
bool isVWapSwitchedToBullishOrdered = triggerConditions.x121Conditions.isVWapSwitchedToBullishOrdered;
//
bool isVWapBearishOrdered = triggerConditions.x121Conditions.isVWapBearishOrdered;
bool isVWapSwitchedToBearishOrdered = triggerConditions.x121Conditions.isVWapSwitchedToBearishOrdered;
//
// Summary VWap ...
//
bool isVwapBullishFormed =
//
isVWapSwitchedToBullishState
// isCloseOverVwapMax
// //
// &&
//
// (
// //
// // (isVWapBullishOrdered &&
// // isVWapSwitchedToBullishState)
// // //
// // ||
// // //
// // (isVWapBullishState &&
// // isVWapSwitchedToBullishOrdered)
// //
// )
//
;
//
bool isVwapBearishFormed =
//
isVWapSwitchedToBearishState
// isCloseUnderVwapMin
// //
// &&
//
// (
// //
// // (isVWapBearishOrdered &&
// // isVWapSwitchedToBearishState)
// // //
// // ||
// // //
// // (isVWapBearishState &&
// // isVWapSwitchedToBearishOrdered)
// //
// )
//
;
//
isBullish =
// hasBullishTrend &&
isVwapBullishFormed;
//
isBearish =
// hasBearishTrend &&
isVwapBearishFormed;
//
result = isBullish ||
isBearish;
//
// if (!result)
// {
// return result;
// }
// //
// double sar = triggerConditions.x121Conditions.sarBuffer[1];
// //
// bool isSarBullish = triggerConditions.x121Conditions.isSarBullish;
// bool isSarSwitchedToBullish = triggerConditions.x121Conditions.isSarSwitchedToBullish;
// //
// bool isSarBearish = triggerConditions.x121Conditions.isSarBearish;
// bool isSarSwitchedToBearish = triggerConditions.x121Conditions.isSarSwitchedToBearish;
// //
// bool isSarBullishFormed = isSarBullish ||
// isSarSwitchedToBullish;
// //
// bool isSarBearishFormed = isSarBearish ||
// isSarSwitchedToBearish;
// //
// isBullish =
// isBullish &&
// isSarBullishFormed;
// //
// isBearish =
// isBearish &&
// isSarBearishFormed;
// //
// result = isBullish ||
// isBearish;
// if (!result)
// {
// return result;
// }
// //
// // Detect Pull Backs ...
// //
// bool isSignalBarBullishPullBackFormed =
// cBar.IsBearish() &&
// pBar.IsBullish() &&
// cBar.low > pBar.low;
// //
// bool isSignalBarBearishPullBackFormed =
// cBar.IsBullish() &&
// pBar.IsBearish() &&
// cBar.high < pBar.high;
// //
// // Summary Pull Backs ...
// //
// bool isBullishBarFormed =
// isSignalBarBullishPullBackFormed;
// //
// bool isBearishhBarFormed =
// isSignalBarBearishPullBackFormed;
// //
// isBullish =
// isBullish &&
// isBullishBarFormed;
// //
// isBearish =
// isBearish &&
// isBearishhBarFormed;
// //
// result = isBullish ||
// isBearish;
// if (!result)
// {
// return result;
// }
// //
// isBullish =
// //
// false
// //
// ;
// //
// isBearish =
// //
// false
// //
// ;
//
result = isBullish ||
isBearish;
if (!result)
{
//
// Clean Conditions for Regenerate ...
//
return result;
}
//
conditions.setupTime = cTime;
conditions.dir =
isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
return result;
}
//
// Detect Trigger Conditions ...
bool DetectX121SMCXVWPBSiganlTrigger(
//
X121SMCStrategyXVWPBSignalConditions &conditions,
//
string _symbol,
ENUM_TIMEFRAMES _period,
//
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper,
//
int maxAllowedSetupAge = 60 //
//
)
{
//
bool result = false;
//
result = conditions.IsSetuped();
if (!result)
{
return result;
}
//
datetime setupTime = conditions.setupTime;
ENUM_X_DIRECTION setupDir = conditions.dir;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
string symbol = _symbol;
ENUM_TIMEFRAMES period = _period;
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
XOHCL pBar;
result = pBar.Init(
symbol,
period,
pIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
//
double ll = cBar.FindLowest(9, MODE_LOW);
double hh = cBar.FindHighest(9, MODE_HIGH);
//
int zoneValidationDivider = 10;
int validPivotRepetition = triggerCycleHelper.mX121Helper
.GetDonChainLength();
//
double selectedSL = 0;
//
// Cycles Conditions ...
//
// Trigger ...
ENUM_XPOI_EVENTS triggerPoiEvents[];
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
X121SMCCycleConditions triggerConditions;
result = triggerCycleHelper.GetConditions(
triggerCycleEvents,
triggerPoiEvents,
triggerConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Verification ...
ENUM_XPOI_EVENTS verificationPoiEvents[];
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
X121SMCCycleConditions verificationConditions;
result = verificationCycleHelper.GetConditions(
verificationCycleEvents,
verificationPoiEvents,
verificationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Cycles POI States ...
XPOIState triggerState = triggerConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState verificationState = verificationConditions.state;
XPOIState consolidationState = consolidationConditions.state;
XPOIState visionState = visionConditions.state;
//
// Trigger Conditions ...
//
double vwapFast = triggerConditions.x121Conditions.vwapFastBuffer[1];
double vwapMid = triggerConditions.x121Conditions.vwapMidBuffer[1];
double vwapSlow = triggerConditions.x121Conditions.vwapSlowBuffer[1];
//
double vwaps[3] = {
vwapFast,
vwapMid,
vwapSlow,
};
double vwapMax = GetMax(vwaps);
double vwapMin = GetMin(vwaps);
//
bool isNewPeak = triggerConditions.x121Conditions.isNewPeak;
bool isNewPeakOverLast = triggerConditions.x121Conditions.isNewPeakOverLast;
bool isNewPeakUnderLast = triggerConditions.x121Conditions.isNewPeakUnderLast;
//
bool isNewVale = triggerConditions.x121Conditions.isNewVale;
bool isNewValeOverLast = triggerConditions.x121Conditions.isNewValeOverLast;
bool isNewValeUnderLast = triggerConditions.x121Conditions.isNewValeUnderLast;
//
double triggerPeak = triggerConditions.x121Conditions.peaksBuffer[1];
double decisionPeak = decisionConditions.x121Conditions.peaksBuffer[1];
double analysePeak = analyseConditions.x121Conditions.peaksBuffer[1];
double verificationPeak = verificationConditions.x121Conditions.peaksBuffer[1];
double consolidationPeak = consolidationConditions.x121Conditions.peaksBuffer[1];
//
double triggerVale = triggerConditions.x121Conditions.valesBuffer[1];
double decisionVale = decisionConditions.x121Conditions.valesBuffer[1];
double analyseVale = analyseConditions.x121Conditions.valesBuffer[1];
double verificationVale = verificationConditions.x121Conditions.valesBuffer[1];
double consolidationVale = consolidationConditions.x121Conditions.valesBuffer[1];
//
bool isPeaksSameFormed =
//
(
//
triggerPeak == decisionPeak
//
)
//
||
//
(
//
triggerPeak == decisionPeak &&
triggerPeak == analysePeak
//
)
//
||
//
(
//
triggerPeak == decisionPeak &&
triggerPeak == analysePeak &&
triggerPeak == verificationPeak
//
)
//
||
//
(
//
triggerPeak == decisionPeak &&
triggerPeak == analysePeak &&
triggerPeak == verificationPeak &&
triggerPeak == consolidationPeak
//
)
//
;
//
bool isValesSameFormed =
//
(
//
triggerVale == decisionVale
//
)
//
||
//
(
//
triggerVale == decisionVale &&
triggerVale == analyseVale
//
)
//
||
//
(
//
triggerVale == decisionVale &&
triggerVale == analyseVale &&
triggerVale == verificationVale
//
)
//
||
//
(
//
triggerVale == decisionVale &&
triggerVale == analyseVale &&
triggerVale == verificationVale &&
triggerVale == consolidationVale
//
)
//
;
//
isBullish =
// isValesSameFormed &&
IsBullish(setupDir);
//
isBearish =
// isPeaksSameFormed &&
IsBearish(setupDir);
//
result = isBullish ||
isBearish;
if (!result)
{
return result;
}
//
// Check Last VWap State Change ...
XValueChange vwapStateChnges[];
int vwapStateChngesCount = triggerCycleHelper
.FillVWapStateChanges(vwapStateChnges);
XValueChange lastVWapStateChnged;
bool hasLastVWapStateChanged = false;
if (IsValidSize(vwapStateChngesCount) &&
vwapStateChngesCount >= 2)
{
//
lastVWapStateChnged = vwapStateChnges[vwapStateChngesCount - 2];
hasLastVWapStateChanged = lastVWapStateChnged.IsValid();
}
//
double donOpenUpper = triggerConditions.x121Conditions.donOpenUpperBuffer[1];
double donOpenLower = triggerConditions.x121Conditions.donOpenLowerBuffer[1];
//
double donCloseUpper = triggerConditions.x121Conditions.donCloseUpperBuffer[1];
double donCloseLower = triggerConditions.x121Conditions.donCloseLowerBuffer[1];
//
bool isDonUpperBullish = donCloseUpper > donOpenUpper;
bool isDonUpperBearish = donCloseUpper < donOpenUpper;
//
bool isDonLowerBullish = donCloseLower > donOpenLower;
bool isDonLowerBearish = donCloseLower < donOpenLower;
//
bool isDonBullishFormed =
//
(isDonUpperBullish ||
isDonLowerBullish)
//
;
//
bool isDonBearishFormed =
//
(isDonUpperBearish ||
isDonLowerBearish)
//
;
//
isBullish =
(isNewValeOverLast ||
isNewPeakOverLast) &&
isDonBullishFormed &&
hasLastVWapStateChanged &&
(isBullish &&
IsBullish(lastVWapStateChnged.dir));
//
isBearish =
(isNewPeakUnderLast ||
isNewValeUnderLast) &&
isDonBearishFormed &&
hasLastVWapStateChanged &&
(isBearish &&
IsBearish(lastVWapStateChnged.dir));
//
result = isBullish ||
isBearish;
if (!result)
{
//
// Cleanup Setup Conditions ...
int setupAge = conditions.GetSetupAge();
if (IsValidSize(setupAge) &&
IsValidSize(maxAllowedSetupAge) &&
setupAge >= maxAllowedSetupAge)
{
conditions.Clean();
}
//
return result;
}
//
// Selecting SL ...
//
double longSL = 0;
double shortSL = 0;
double entry = GetEntry(
conditions.symbol,
setupDir //
);
//
double longDistance = MathAbs(vwapMax - MathMax(triggerVale, donCloseLower)) / 2;
double shortDistance = MathAbs(vwapMin - MathMin(triggerPeak, donCloseUpper)) / 2;
//
longSL = entry - longDistance;
shortSL = entry + shortDistance;
//
conditions.triggerTime = cTime;
conditions.sl = isBullish
? vwapMin
: vwapMax;
conditions.type = isBullish
? X_POSITION_TYPE_LONG
: X_POSITION_TYPE_SHORT;
//
return result;
}
//
//////////////////////////////////////////
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 X121 SMC Signal Class
// -------------------------------------------------
// Name:
// Description: provide all Signalling functions ...
//
//
// 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.market.cycle.helper.class.mq5"
#include "../Libraries/x-121.smc.lib.mq5"
//
// Definitions ...
struct X121SMCStrategyXTWPVSignalConditions
{
//
// Props ...
//
string symbol;
ENUM_TIMEFRAMES period;
//
double sl;
double target;
ENUM_X_DIRECTION dir;
ENUM_X_POSITION_TYPES type;
//
// Setup Props ...
//
datetime setupTime;
datetime triggerTime;
//
//
// Constructor ...
X121SMCStrategyXTWPVSignalConditions()
{
Clean();
}
//
// Tools ...
/**
* Cleaning Up ...
*/
void Clean()
{
//
sl = 0;
target = 0;
//
dir = X_DIRECTION_NONE;
type = X_POSITION_TYPE_NONE;
//
symbol = NULL;
period = NULL;
setupTime = NULL;
triggerTime = NULL;
//
ExtensionClean();
}
/**
* Check Condition is Setting Up ...
*
* @param dir: ENUM_X_DIRECTION member, Setting Up Direction ...
*
* @return ( bool )
*/
bool IsSetuped()
{
//
bool result = false;
//
result = IsValid(setupTime) &&
HasDirection(dir);
if (!result)
{
return result;
}
//
return result;
}
/**
* Calculate Setup Age ...
*
* @return ( int )
*/
int GetSetupAge()
{
//
int result = 0;
//
if (!IsSetuped())
{
return result;
}
//
result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);
//
return result;
}
/**
* Detect How we Can Trigger Signal ...
*
* @return ( bool )
*/
bool CanTrigger()
{
//
bool result = false;
//
result =
//
sl > 0 &&
IsValid(symbol) &&
IsValid(period) &&
IsValid(triggerTime) &&
type != X_POSITION_TYPE_ALL &&
type != X_POSITION_TYPE_NONE
//
;
//
return result;
}
//
// Extensions ...
/**
* Clean Additional Properties ...
*/
void ExtensionClean()
{
}
//
};
//
// Extension Functions ...
//
// Detect Setup Conditions ...
bool DetectX121SMCXTWPVSiganlSetup(
string _symbol,
ENUM_TIMEFRAMES _period,
//
X121SMCStrategyXTWPVSignalConditions &conditions,
//
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper
//
)
{
//
bool result = false;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
string symbol = _symbol;
ENUM_TIMEFRAMES period = _period;
//
conditions.symbol = symbol;
conditions.period = period;
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
//
double ll = cBar.FindLowest(9, MODE_LOW);
double hh = cBar.FindHighest(9, MODE_HIGH);
//
int zoneValidationDivider = 10;
int validPivotRepetition = triggerCycleHelper.mX121Helper
.GetDonChainLength();
//
double selectedSL = 0;
//
// Cycles Conditions ...
//
// Trigger ...
ENUM_XPOI_EVENTS triggerPoiEvents[];
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
X121SMCCycleConditions triggerConditions;
result = triggerCycleHelper.GetConditions(
triggerCycleEvents,
triggerPoiEvents,
triggerConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Verification ...
ENUM_XPOI_EVENTS verificationPoiEvents[];
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
X121SMCCycleConditions verificationConditions;
result = verificationCycleHelper.GetConditions(
verificationCycleEvents,
verificationPoiEvents,
verificationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Cycles POI States ...
XPOIState triggerState = triggerConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState verificationState = verificationConditions.state;
XPOIState consolidationState = consolidationConditions.state;
XPOIState visionState = visionConditions.state;
//
// Setup Conditions ...
//
// Detect Market Trend ...
// ENUM_X_DIRECTION trend;
// bool hasTrend = verificationCycleHelper
// .DetectTrend(trend);
// bool hasBullishTrend = hasTrend &&
// IsBullish(trend);
// bool hasBearishTrend = hasTrend &&
// IsBearish(trend);
// result = hasBullishTrend ||
// hasBearishTrend;
// if (!result)
// {
// return result;
// }
//
// Check Exists Valid Peaks or Vales ...
//
// Peaks ...
XPVPivotPoint validPeaks[];
XPVPivotPoint lastValidPeak;
int validPeaksCount = triggerCycleHelper
.FillPeakPivotPoints(validPeaks);
bool hasValidPeaks = IsValidSize(validPeaksCount);
if (hasValidPeaks)
{
lastValidPeak = validPeaks[validPeaksCount - 1];
}
//
// Vales ...
XPVPivotPoint validVales[];
XPVPivotPoint lastValidVale;
int validValesCount = triggerCycleHelper
.FillValePivotPoints(validVales);
bool hasValidVales = IsValidSize(validValesCount);
if (hasValidVales)
{
lastValidVale = validVales[validValesCount - 1];
}
//
// Looking For New Peak or Vale ...
//
double peak = triggerConditions.x121Conditions.peaksBuffer[1];
double cale = triggerConditions.x121Conditions.valesBuffer[1];
//
bool isNewPeak = triggerConditions.x121Conditions.isNewPeak;
bool isNewPeakOverLast = triggerConditions.x121Conditions.isNewPeakOverLast;
bool isNewPeakUnderLast = triggerConditions.x121Conditions.isNewPeakUnderLast;
//
bool isNewVale = triggerConditions.x121Conditions.isNewVale;
bool isNewValeOverLast = triggerConditions.x121Conditions.isNewValeOverLast;
bool isNewValeUnderLast = triggerConditions.x121Conditions.isNewValeUnderLast;
//
isBullish =
//
isNewPeak &&
hasValidPeaks &&
isNewPeakUnderLast &&
lastValidPeak.IsValid()
//
;
//
isBearish =
//
isNewVale &&
hasValidVales &&
isNewValeOverLast &&
lastValidVale.IsValid()
//
;
//
result = isBullish ||
isBearish;
if (!result)
{
return result;
}
//
// Check Sar Change ...
//
double sar = triggerConditions.x121Conditions.sarBuffer[1];
bool isSarBullish = triggerConditions.x121Conditions.isSarBullish;
bool isSarBearish = triggerConditions.x121Conditions.isSarBearish;
//
XValueChange lastSarChange;
bool hasLastSarChange = triggerCycleHelper
.GetLastSarChange(lastSarChange);
//
isBullish =
//
isBullish &&
isSarBullish &&
hasLastSarChange &&
sar > lastSarChange.before &&
ask > lastSarChange.before &&
bid > lastSarChange.before
//
;
//
isBearish =
//
isBearish &&
isSarBearish &&
hasLastSarChange &&
sar < lastSarChange.before &&
ask < lastSarChange.before &&
bid < lastSarChange.before
//
;
//
result = isBullish ||
isBearish;
if (!result)
{
return result;
}
//
conditions.setupTime = cTime;
conditions.dir =
isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
return result;
}
//
// Detect Trigger Conditions ...
bool DetectX121SMCXTWPVSiganlTrigger(
//
X121SMCStrategyXTWPVSignalConditions &conditions,
//
string _symbol,
ENUM_TIMEFRAMES _period,
//
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper,
//
int maxAllowedSetupAge = 60 //
//
)
{
//
bool result = false;
//
result = conditions.IsSetuped();
if (!result)
{
return result;
}
//
datetime setupTime = conditions.setupTime;
ENUM_X_DIRECTION setupDir = conditions.dir;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
string symbol = _symbol;
ENUM_TIMEFRAMES period = _period;
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
//
double ll = cBar.FindLowest(9, MODE_LOW);
double hh = cBar.FindHighest(9, MODE_HIGH);
//
int zoneValidationDivider = 10;
int validPivotRepetition = triggerCycleHelper.mX121Helper
.GetDonChainLength();
//
double selectedSL = 0;
//
// Cycles Conditions ...
//
// Trigger ...
ENUM_XPOI_EVENTS triggerPoiEvents[];
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
X121SMCCycleConditions triggerConditions;
result = triggerCycleHelper.GetConditions(
triggerCycleEvents,
triggerPoiEvents,
triggerConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Verification ...
ENUM_XPOI_EVENTS verificationPoiEvents[];
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
X121SMCCycleConditions verificationConditions;
result = verificationCycleHelper.GetConditions(
verificationCycleEvents,
verificationPoiEvents,
verificationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Cycles POI States ...
XPOIState triggerState = triggerConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState verificationState = verificationConditions.state;
XPOIState consolidationState = consolidationConditions.state;
XPOIState visionState = visionConditions.state;
//
// Trigger Conditions ...
//
// Check VWap State ...
//
bool isVWapBullishState = triggerConditions.x121Conditions.isVWapBullishState;
bool isVWapBearishState = triggerConditions.x121Conditions.isVWapBearishState;
//
isBullish =
IsBullish(setupDir) &&
isVWapBullishState;
//
isBearish =
IsBearish(setupDir) &&
isVWapBearishState;
//
result = isBullish ||
isBearish;
if (!result)
{
return result;
}
//
// Waitings For Sar Switched to Direction ...
//
double sar = triggerConditions.x121Conditions.sarBuffer[1];
//
bool isSarSwitchedToBullish = triggerConditions.x121Conditions.isSarSwitchedToBullish;
bool isSarSwitchedToBearish = triggerConditions.x121Conditions.isSarSwitchedToBearish;
//
isBullish =
//
isBullish &&
isSarSwitchedToBullish
//
;
//
isBearish =
//
isBearish &&
isSarSwitchedToBearish
//
;
//
result = isBullish ||
isBearish;
if (!result)
{
//
// Cleanup Setup Conditions ...
int setupAge = conditions.GetSetupAge();
if (IsValidSize(setupAge) &&
IsValidSize(maxAllowedSetupAge) &&
setupAge >= maxAllowedSetupAge)
{
conditions.Clean();
}
//
return result;
}
//
// Detect Nearest FVG or Supply Zone For Traget ...
//
// Select Source State ...
XPOIState state = triggerState;
//
double target = CalculateTarget(
cBar,
state,
setupDir //
);
//
result = target > 0;
if (!result)
{
return result;
}
//
conditions.target = target;
conditions.triggerTime = cTime;
conditions.sl = isBullish
? sar
: sar;
conditions.type = isBullish
? X_POSITION_TYPE_LONG
: X_POSITION_TYPE_SHORT;
//
return result;
}
//
//////////////////////////////////////////
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 X121 SMC Signal Lib
// -------------------------------------------------
// Name:
// Description: provide all Signalling functions ...
//
//
// 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.market.cycle.helper.class.mq5"
#include "../Libraries/x-121.smc.lib.mq5"
//
// Definitions ...
struct X121SMCStrategyXPVSUPDEMSignalConditions
{
//
// Props ...
//
string symbol;
ENUM_TIMEFRAMES period;
//
double sl;
double target;
ENUM_X_DIRECTION dir;
ENUM_X_POSITION_TYPES type;
//
// Setup Props ...
//
datetime setupTime;
datetime triggerTime;
//
XCTicksZone *ticksZone;
XCSupplyZone *supplyZones[];
XCDemandZone *demandZones[];
datetime activeZoneFoundedAt;
XCSupplyZone *activeSupplyZone;
XCDemandZone *activeDemandZone;
//
// Constructor ...
X121SMCStrategyXPVSUPDEMSignalConditions()
{
Clean();
}
//
// Tools ...
/**
* Cleaning Up ...
*/
void Clean()
{
//
sl = 0;
target = 0;
//
dir = X_DIRECTION_NONE;
type = X_POSITION_TYPE_NONE;
//
symbol = NULL;
period = NULL;
setupTime = NULL;
triggerTime = NULL;
//
ExtensionClean();
}
/**
* Check Condition is Setting Up ...
*
* @param dir: ENUM_X_DIRECTION member, Setting Up Direction ...
*
* @return ( bool )
*/
bool IsSetuped()
{
//
bool result = false;
//
result = IsValid(setupTime) &&
HasDirection(dir);
if (!result)
{
return result;
}
//
return result;
}
/**
* Calculate Setup Age ...
*
* @return ( int )
*/
int GetSetupAge()
{
//
int result = 0;
//
if (!IsSetuped())
{
return result;
}
//
result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);
//
return result;
}
/**
* Detect How we Can Trigger Signal ...
*
* @return ( bool )
*/
bool CanTrigger()
{
//
bool result = false;
//
result =
//
sl > 0 &&
IsValid(symbol) &&
IsValid(period) &&
IsValid(triggerTime) &&
type != X_POSITION_TYPE_ALL &&
type != X_POSITION_TYPE_NONE
//
;
//
return result;
}
//
// Extensions ...
/**
* Clean Additional Properties ...
*/
void ExtensionClean()
{
//
ticksZone = NULL;
activeSupplyZone = NULL;
activeDemandZone = NULL;
activeZoneFoundedAt = NULL;
//
Clean(supplyZones);
Clean(demandZones);
}
/**
* Count Supply Zones ...
*
* @return ( int )
*/
int CountSupplyZones()
{
return ArraySize(supplyZones);
}
/**
* Count Demand Zones ...
*
* @return ( int )
*/
int CountDemandZones()
{
return ArraySize(demandZones);
}
/**
* Check Has Supply Zones ...
*
* @return ( bool )
*/
bool HasSupplyZones()
{
return IsValidSize(CountSupplyZones());
}
/**
* Check Has Demand Zones ...
*
* @return ( bool )
*/
bool HasDemandZones()
{
return IsValidSize(CountDemandZones());
}
/**
* Check Has Active Supply or Demand Zone ...
*
* @param _dir: ENUM_X_DIRECTION member Reference for Specify Active Zone ...
*
* @return ( bool )
*/
bool HasActiveZone(ENUM_X_DIRECTION &_dir)
{
//
bool result = false;
//
_dir = X_DIRECTION_NONE;
//
// Check Supplies ...
bool hasActiveSupplyZone = activeSupplyZone != NULL &&
activeSupplyZone.IsValid();
//
// Check Demnds ...
bool hasActiveDemandZone = activeDemandZone != NULL &&
activeDemandZone.IsValid();
//
result = hasActiveSupplyZone ||
hasActiveDemandZone;
if (!result)
{
return result;
}
//
_dir = hasActiveDemandZone
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
return result;
}
/**
* Retrieve Active Zone Reference if Exists ...
*
* @return ( bool )
*/
bool GetActiveZone(XCBarZone *&activeZone)
{
//
bool result = false;
//
activeZone = NULL;
//
ENUM_X_DIRECTION activeZoneDir;
result = HasActiveZone(activeZoneDir);
if (!result)
{
return result;
}
//
if (IsBullish(activeZoneDir))
{
//
activeDemandZone.To(TimeCurrent());
activeZone = activeDemandZone;
}
else
{
//
activeSupplyZone.To(TimeCurrent());
activeZone = activeSupplyZone;
}
//
return result;
}
/**
* Clean Active Zone ...
*/
void CleanActiveZone()
{
//
activeSupplyZone = NULL;
activeDemandZone = NULL;
activeZoneFoundedAt = NULL;
}
/**
* Check Ticks Zone is Initialized or not ...
* @return ( bool )
*/
bool HasTicksZone()
{
//
bool result = false;
//
result =
//
ticksZone != NULL &&
ticksZone.IsValid() &&
IsValidSize(ticksZone.Count())
//
;
//
return result;
}
//
};
//
// Extension Functions ...
//
// Detect Setup Conditions ...
bool DetectX121SMCXPVSUPDEMSiganlSetup(
string _symbol,
ENUM_TIMEFRAMES _period,
//
X121SMCStrategyXPVSUPDEMSignalConditions &conditions,
//
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper
//
)
{
//
bool result = false;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
string symbol = _symbol;
ENUM_TIMEFRAMES period = _period;
//
conditions.symbol = symbol;
conditions.period = period;
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
//
double ll = cBar.FindLowest(9, MODE_LOW);
double hh = cBar.FindHighest(9, MODE_HIGH);
//
int zoneValidationDivider = 10;
int validPivotRepetition = triggerCycleHelper.mX121Helper
.GetDonChainLength();
//
double selectedSL = 0;
//
// Cycles Conditions ...
//
// Trigger ...
ENUM_XPOI_EVENTS triggerPoiEvents[];
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
X121SMCCycleConditions triggerConditions;
result = triggerCycleHelper.GetConditions(
triggerCycleEvents,
triggerPoiEvents,
triggerConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Verification ...
ENUM_XPOI_EVENTS verificationPoiEvents[];
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
X121SMCCycleConditions verificationConditions;
result = verificationCycleHelper.GetConditions(
verificationCycleEvents,
verificationPoiEvents,
verificationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Cycles POI States ...
XPOIState triggerState = triggerConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState verificationState = verificationConditions.state;
XPOIState consolidationState = consolidationConditions.state;
XPOIState visionState = visionConditions.state;
//
// Setup Conditions ...
//
// Detect Market Trend ...
ENUM_X_DIRECTION trend;
bool hasTrend = consolidationCycleHelper
.DetectTrend(trend);
bool hasBullishTrend = hasTrend &&
IsBullish(trend);
bool hasBearishTrend = hasTrend &&
IsBearish(trend);
result = hasBullishTrend ||
hasBearishTrend;
if (!result)
{
return result;
}
//
// Select Source State ...
XPOIState state = consolidationState;
//
// Detect Supply and Demand Zones ...
//
// Supply ...
bool hasSupplyZones = conditions.HasSupplyZones();
if (!hasSupplyZones)
{
//
int count = state.CountSupplyZones();
for (int i = count - 1; i >= 0; i--)
{
//
XCSupplyZone *iZone = state.supplyZones[i];
//
bool isValid =
//
ask < iZone.Lower() &&
bid < iZone.Lower() &&
cBar.high < iZone.Lower()
//
;
if (isValid)
{
//
Add(
iZone,
conditions.supplyZones //
);
}
}
//
hasSupplyZones = conditions.HasSupplyZones();
result = hasSupplyZones;
if (!result)
{
return result;
}
}
//
// Demand ...
bool hasDemandZones = conditions.HasDemandZones();
if (!hasDemandZones)
{
//
int count = state.CountDemandZones();
for (int i = count - 1; i >= 0; i--)
{
//
XCDemandZone *iZone = state.demandZones[i];
//
bool isValid =
//
ask > iZone.Upper() &&
bid > iZone.Upper() &&
cBar.low > iZone.Upper()
//
;
if (isValid)
{
//
Add(
iZone,
conditions.demandZones //
);
}
}
//
hasDemandZones = conditions.HasDemandZones();
result = hasDemandZones;
if (!result)
{
return result;
}
}
//
// Waits For Price to Go Inside a Zone ...
ENUM_X_DIRECTION activeZoneDir = X_DIRECTION_NONE;
bool hasActiveZone = conditions.HasActiveZone(activeZoneDir);
if (!hasActiveZone)
{
//
// Looking Up For Active Zone ...
//
// Supply ...
if (hasSupplyZones)
{
//
int count = conditions.CountSupplyZones();
for (int i = count - 1; i >= 0; i--)
{
//
XCSupplyZone *iZone = conditions.supplyZones[i];
//
bool isValid =
//
ask <= iZone.Upper() &&
bid <= iZone.Upper() &&
ask >= iZone.Lower() &&
bid >= iZone.Lower() &&
cBar.high <= iZone.Upper() &&
cBar.low >= iZone.Lower()
//
;
if (isValid)
{
//
conditions.activeSupplyZone = iZone;
break;
}
}
}
//
hasActiveZone = conditions.HasActiveZone(activeZoneDir);
if (!hasActiveZone)
{
//
// Demand ...
if (hasDemandZones)
{
//
int count = conditions.CountDemandZones();
for (int i = count - 1; i >= 0; i--)
{
//
XCDemandZone *iZone = conditions.demandZones[i];
//
bool isValid =
//
ask <= iZone.Upper() &&
bid <= iZone.Upper() &&
ask >= iZone.Lower() &&
bid >= iZone.Lower() &&
cBar.high <= iZone.Upper() &&
cBar.low >= iZone.Lower()
//
;
if (isValid)
{
//
conditions.activeDemandZone = iZone;
break;
}
}
}
}
//
hasActiveZone = conditions.HasActiveZone(activeZoneDir);
result = hasActiveZone;
if (!result)
{
return result;
}
//
conditions.activeZoneFoundedAt = cTime;
}
//
// Now we Have to Calculate Active Zones Ticks ...
//
bool isValidDemandZone =
hasActiveZone &&
hasBullishTrend &&
IsBullish(activeZoneDir);
//
bool isValidSupplyZone =
hasActiveZone &&
hasBearishTrend &&
IsBearish(activeZoneDir);
//
result = isValidDemandZone ||
isValidSupplyZone;
if (!result)
{
//
conditions.CleanActiveZone();
return result;
}
//
// Select Active Zone ...
XCBarZone *activeZone = NULL;
result = conditions.GetActiveZone(activeZone);
if (!result)
{
return result;
}
//
// Extract Active Zone Start Bar ...
XOHCL fromBar;
datetime fromTime = activeZone.BarTime();
result = triggerCycleHelper.GetBar(
fromBar,
fromTime //
);
if (!result)
{
return result;
}
//
bool hasTicksZone = conditions.HasTicksZone();
if (!hasTicksZone)
{
//
// Istantiate Ticks Zone ...
conditions.ticksZone = new XCTicksZone();
conditions.ticksZone.Levels(40);
}
//
// Update Ticks Zone ...
result = conditions.ticksZone.Init(
fromBar,
cBar //
);
if (!result)
{
return result;
}
//
// Regenrate Conditions ...
hasTicksZone = conditions.HasTicksZone();
result = hasTicksZone;
if (!result)
{
return result;
}
//
// Make Sure we Have a Direction for Setup ...
isBullish = IsBullish(activeZoneDir);
isBearish = IsBearish(activeZoneDir);
result = isBullish ||
isBearish;
if (!result)
{
return result;
}
//
// Check New Peaks or Vales Happens inside Zero Tick or Volume Percent Zone and
// also Active Zone ...
double peak = triggerConditions.x121Conditions.peaksBuffer[1];
double vale = triggerConditions.x121Conditions.valesBuffer[1];
bool isNewPeakOverLast = triggerConditions.x121Conditions.isNewPeakOverLast;
bool isNewValeUnderLast = triggerConditions.x121Conditions.isNewValeUnderLast;
//
bool isPeakInsideActiveZone =
//
peak <= activeZone.Upper() &&
peak >= activeZone.Lower()
//
;
bool isValeInsideActiveZone =
//
vale <= activeZone.Upper() &&
vale >= activeZone.Lower()
//
;
//
bool isPeakInsideZeroZone = false;
bool isValeInsideZeroZone = false;
int tzCount = conditions.ticksZone.Count();
if (IsValidSize(tzCount))
{
//
for (int i = 0; i < tzCount; i++)
{
//
XCTickZone *iTZ = conditions.ticksZone.GetZone(i);
//
if (isBearish &&
!isPeakInsideZeroZone)
{
//
isPeakInsideZeroZone =
//
peak <= iTZ.high &&
peak >= iTZ.low &&
(iTZ.percent == 0 ||
iTZ.volumePercent == 0)
//
;
}
//
if (isBullish &&
!isValeInsideZeroZone)
{
//
isValeInsideZeroZone =
//
vale <= iTZ.high &&
vale >= iTZ.low &&
(iTZ.percent == 0 ||
iTZ.volumePercent == 0)
//
;
}
//
if (isPeakInsideZeroZone ||
isValeInsideZeroZone)
{
break;
}
}
}
//
isBullish =
//
isBullish &&
isNewValeUnderLast &&
isValeInsideZeroZone &&
isValeInsideActiveZone
//
;
//
isBearish =
//
isBearish &&
isNewPeakOverLast &&
isPeakInsideZeroZone &&
isPeakInsideActiveZone
//
;
//
result = isBullish ||
isBearish;
if (!result)
{
//
// Clean Conditions for Regenerate ...
int activeZoneAge = (int)(cTime - conditions.activeZoneFoundedAt) / PeriodSeconds(conditions.period);
if (activeZoneAge >= 200)
{
conditions.Clean();
}
//
return result;
}
//
conditions.setupTime = cTime;
conditions.dir =
isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
return result;
}
//
// Detect Trigger Conditions ...
bool DetectX121SMCXPVSUPDEMSiganlTrigger(
//
X121SMCStrategyXPVSUPDEMSignalConditions &conditions,
//
string _symbol,
ENUM_TIMEFRAMES _period,
//
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper,
//
int maxAllowedSetupAge = 60 //
//
)
{
//
bool result = false;
//
result = conditions.IsSetuped();
if (!result)
{
return result;
}
//
datetime setupTime = conditions.setupTime;
ENUM_X_DIRECTION setupDir = conditions.dir;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
string symbol = _symbol;
ENUM_TIMEFRAMES period = _period;
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
//
double ll = cBar.FindLowest(9, MODE_LOW);
double hh = cBar.FindHighest(9, MODE_HIGH);
//
int zoneValidationDivider = 10;
int validPivotRepetition = triggerCycleHelper.mX121Helper
.GetDonChainLength();
//
double selectedSL = 0;
//
// Cycles Conditions ...
//
// Trigger ...
ENUM_XPOI_EVENTS triggerPoiEvents[];
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
X121SMCCycleConditions triggerConditions;
result = triggerCycleHelper.GetConditions(
triggerCycleEvents,
triggerPoiEvents,
triggerConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Verification ...
ENUM_XPOI_EVENTS verificationPoiEvents[];
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
X121SMCCycleConditions verificationConditions;
result = verificationCycleHelper.GetConditions(
verificationCycleEvents,
verificationPoiEvents,
verificationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Cycles POI States ...
XPOIState triggerState = triggerConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState verificationState = verificationConditions.state;
XPOIState consolidationState = consolidationConditions.state;
XPOIState visionState = visionConditions.state;
//
// Trigger Conditions ...
//
// Select Active Zone Class ...
XCBarZone *activeZone = NULL;
result = conditions.GetActiveZone(activeZone);
if (!result)
{
return result;
}
//
// Check Last Valid Peak or Last Valid Vales Breaks ...
// Beak Of Structure ...
//
// Peak ...
double peak = triggerConditions.x121Conditions.peaksBuffer[1];
XPVPivotPoint lastPeakPivot;
bool hasLastPeakPivot = triggerCycleHelper
.GetLastPeakPivotPoint(lastPeakPivot);
bool isLastPeakPivotBreaked =
//
lastPeakPivot.IsPeak() &&
lastPeakPivot.IsValid() &&
peak > lastPeakPivot.value
//
;
//
// Vale ...
double vale = triggerConditions.x121Conditions.valesBuffer[1];
XPVPivotPoint lastValePivot;
bool hasLastValePivot = triggerCycleHelper
.GetLastValePivotPoint(lastValePivot);
bool isLastValePivotBreaked =
//
lastValePivot.IsVale() &&
lastValePivot.IsValid() &&
vale < lastValePivot.value
//
;
//
isBullish =
//
IsBullish(setupDir) &&
isLastValePivotBreaked
//
;
//
isBearish =
//
IsBearish(setupDir) &&
isLastPeakPivotBreaked
//
;
//
result = isBullish ||
isBearish;
if (!result)
{
//
// Cleanup Setup Conditions ...
int setupAge = conditions.GetSetupAge();
if (IsValidSize(setupAge) &&
IsValidSize(maxAllowedSetupAge) &&
setupAge >= maxAllowedSetupAge)
{
conditions.Clean();
}
//
return result;
}
//
conditions.triggerTime = cTime;
conditions.sl = isBullish
? activeZone.Lower()
: activeZone.Upper();
conditions.type = isBullish
? X_POSITION_TYPE_LONG
: X_POSITION_TYPE_SHORT;
//
return result;
}
//
//////////////////////////////////////////
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 X121 SMC Signal Lib
// -------------------------------------------------
// Name:
// Description: provide all Signalling functions ...
//
//
// 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.market.cycle.helper.class.mq5"
#include "../Libraries/x-121.smc.lib.mq5"
//
// Definitions ...
struct X121SMCStrategyXPVOBSignalConditions
{
//
// Props ...
//
string symbol;
ENUM_TIMEFRAMES period;
//
double sl;
double target;
ENUM_X_DIRECTION dir;
ENUM_X_POSITION_TYPES type;
//
// Setup Props ...
//
datetime setupTime;
datetime triggerTime;
//
XCOrderBlock *bullishOBs[];
XCOrderBlock *bearishOBs[];
//
XCFVG *activeFVG;
XCFVG *bullishFVGs[];
XCFVG *bearishFVGs[];
//
// Constructor ...
X121SMCStrategyXPVOBSignalConditions()
{
Clean();
}
//
// Tools ...
/**
* Cleaning Up ...
*/
void Clean()
{
//
sl = 0;
target = 0;
//
dir = X_DIRECTION_NONE;
type = X_POSITION_TYPE_NONE;
//
symbol = NULL;
period = NULL;
setupTime = NULL;
triggerTime = NULL;
//
activeFVG = NULL;
Clean(bullishOBs);
Clean(bearishOBs);
}
/**
* Check Condition is Setting Up ...
*
* @param dir: ENUM_X_DIRECTION member, Setting Up Direction ...
*
* @return ( bool )
*/
bool IsSetuped()
{
//
bool result = false;
//
result = IsValid(setupTime) &&
HasDirection(dir);
if (!result)
{
return result;
}
//
return result;
}
/**
* Calculate Setup Age ...
*
* @return ( int )
*/
int GetSetupAge()
{
//
int result = 0;
//
if (!IsSetuped())
{
return result;
}
//
result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);
//
return result;
}
/**
* Detect How we Can Trigger Signal ...
*
* @return ( bool )
*/
bool CanTrigger()
{
//
bool result = false;
//
result =
//
sl > 0 &&
IsValid(symbol) &&
IsValid(period) &&
IsValid(triggerTime) &&
type != X_POSITION_TYPE_ALL &&
type != X_POSITION_TYPE_NONE
//
;
//
return result;
}
//
// Extensions ...
//
int CountBullishOBs()
{
return ArraySize(bullishOBs);
}
//
int CountBearishOBs()
{
return ArraySize(bearishOBs);
}
//
bool HasBullishOB()
{
return IsValidSize(CountBullishOBs());
}
//
bool HasBearishOB()
{
return IsValidSize(CountBearishOBs());
}
//
int CountBullishFVGs()
{
return ArraySize(bullishFVGs);
}
//
int CountBearishFVGs()
{
return ArraySize(bearishFVGs);
}
//
bool HasBullishFVG()
{
return IsValidSize(CountBullishFVGs());
}
//
bool HasBearishFVG()
{
return IsValidSize(CountBearishFVGs());
}
//
};
//
// Extension Functions ...
//
// Detect Setup Conditions ...
bool DetectX121SMCXPVOBSiganlSetup(
string _symbol,
ENUM_TIMEFRAMES _period,
//
X121SMCStrategyXPVOBSignalConditions &conditions,
//
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper
//
)
{
//
bool result = false;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
string symbol = _symbol;
ENUM_TIMEFRAMES period = _period;
//
conditions.symbol = symbol;
conditions.period = period;
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
//
double ll = cBar.FindLowest(9, MODE_LOW);
double hh = cBar.FindHighest(9, MODE_HIGH);
//
int zoneValidationDivider = 10;
int validPivotRepetition = triggerCycleHelper.mX121Helper
.GetDonChainLength();
//
double selectedSL = 0;
//
// Cycles Conditions ...
//
// Trigger ...
ENUM_XPOI_EVENTS triggerPoiEvents[];
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
X121SMCCycleConditions triggerConditions;
result = triggerCycleHelper.GetConditions(
triggerCycleEvents,
triggerPoiEvents,
triggerConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Verification ...
ENUM_XPOI_EVENTS verificationPoiEvents[];
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
X121SMCCycleConditions verificationConditions;
result = verificationCycleHelper.GetConditions(
verificationCycleEvents,
verificationPoiEvents,
verificationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Cycles POI States ...
XPOIState triggerState = triggerConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState verificationState = verificationConditions.state;
XPOIState consolidationState = consolidationConditions.state;
XPOIState visionState = visionConditions.state;
//
// Setup Conditions ...
//
// Detect Market Trend ...
ENUM_X_DIRECTION trend;
bool hasTrend = consolidationCycleHelper
.DetectTrend(trend);
bool hasBullishTrend = hasTrend &&
IsBullish(trend);
bool hasBearishTrend = hasTrend &&
IsBearish(trend);
result = hasBullishTrend ||
hasBearishTrend;
if (!result)
{
return result;
}
//
// Select Source State ...
XPOIState state = decisionState;
//
// Detect Imbalance ...
//
bool hasBullishOB = conditions.HasBullishOB();
if (!hasBullishOB)
{
//
int count = state.CountBullishOrderBlocks();
if (IsValidSize(count))
{
//
for (int i = 0; i < count; i++)
{
//
XCOrderBlock *iOB = state.bullishOrderBlocks[i];
//
// Validate Order Block ...
bool isValid =
//
cBar.low > iOB.Upper()
//
;
if (isValid)
{
//
Add(
iOB,
conditions.bullishOBs //
);
}
}
}
//
hasBullishOB = conditions.HasBullishOB();
}
//
bool hasBearishOB = conditions.HasBearishOB();
if (!hasBearishOB)
{
//
int count = state.CountBearishOrderBlocks();
if (IsValidSize(count))
{
//
for (int i = 0; i < count; i++)
{
//
XCOrderBlock *iOB = state.bearishOrderBlocks[i];
//
// Validate Order Block ...
bool isValid =
//
cBar.high < iOB.Lower()
//
;
if (isValid)
{
//
Add(
iOB,
conditions.bearishOBs //
);
}
}
}
//
hasBearishOB = conditions.HasBearishOB();
}
//
result = hasBullishOB ||
hasBearishOB;
if (!result)
{
return result;
}
//
int fvgValidationLength = 5;
//
bool hasBullishFVG = conditions.HasBullishFVG();
if (!hasBullishFVG)
{
//
if (hasBullishOB)
{
//
int obsCount = conditions.CountBullishOBs();
int count = state.CountBullishFairValueGaps();
for (int i = 0; i < obsCount; i++)
{
//
XCOrderBlock *iOB = conditions.bullishOBs[i];
//
for (int j = 0; j < count; j++)
{
//
XCFVG *jFVG = state.bullishFairValueGaps[j];
//
bool isValid =
//
cBar.low > iOB.Upper() &&
cBar.low > jFVG.Upper() &&
//
jFVG.From() > iOB.From() &&
(((int)(jFVG.From() - iOB.From())) / PeriodSeconds(state.period)) <= fvgValidationLength
//
;
if (isValid)
{
//
Add(
jFVG,
conditions.bullishFVGs //
);
}
}
}
}
//
hasBullishFVG = conditions.HasBullishFVG();
}
//
bool hasBearishFVG = conditions.HasBearishFVG();
if (!hasBearishFVG)
{
//
if (hasBullishOB)
{
//
int obsCount = conditions.CountBearishOBs();
int count = state.CountBearishFairValueGaps();
for (int i = 0; i < obsCount; i++)
{
//
XCOrderBlock *iOB = conditions.bearishOBs[i];
//
for (int j = 0; j < count; j++)
{
//
XCFVG *jFVG = state.bearishFairValueGaps[j];
//
bool isValid =
//
cBar.high < iOB.Lower() &&
cBar.high < jFVG.Lower() &&
//
jFVG.From() > iOB.From() &&
(((int)(jFVG.From() - iOB.From())) / PeriodSeconds(state.period)) <= fvgValidationLength
//
;
if (isValid)
{
//
Add(
jFVG,
conditions.bearishFVGs //
);
}
}
}
}
//
hasBearishFVG = conditions.HasBearishFVG();
}
//
result = (hasBullishOB &&
hasBullishFVG) ||
(hasBearishOB &&
hasBearishFVG);
if (!result)
{
return result;
}
//
// Detect new Peak or new Vale ...
//
bool isNewPeak = triggerConditions.x121Conditions.isNewPeak;
double peak = triggerConditions.x121Conditions.peaksBuffer[1];
bool isNewPeakOverLast = triggerConditions.x121Conditions.isNewPeakOverLast;
bool isNewPeakUnderLast = triggerConditions.x121Conditions.isNewPeakUnderLast;
//
bool isNewVale = triggerConditions.x121Conditions.isNewVale;
double vale = triggerConditions.x121Conditions.valesBuffer[1];
bool isNewValeOverLast = triggerConditions.x121Conditions.isNewValeOverLast;
bool isNewValeUnderLast = triggerConditions.x121Conditions.isNewValeUnderLast;
//
result = isNewPeak ||
isNewVale;
if (!result)
{
return result;
}
//
// Detect Setup Conditions based on Peaks or Vales Occurance ...
//
bool lookupForLong = isNewVale &&
hasBullishOB &&
hasBullishFVG &&
hasBullishTrend;
//
bool lookupForShort = isNewPeak &&
hasBearishOB &&
hasBearishFVG &&
hasBearishTrend;
//
result = lookupForLong ||
lookupForShort;
if (!result)
{
return result;
}
//
XCFVG *fvg = NULL;
double fvgZoneValidationRangePercent = 0;
if (lookupForLong)
{
//
// Long Conditions ...
// Vales must be Happens Inside Bullish Fair Value Gaps ...
int count = conditions.CountBullishFVGs();
for (int i = 0; i < count; i++)
{
//
XCFVG *iFVG = conditions.bullishFVGs[i];
//
bool isValid =
//
vale <= iFVG.Upper() &&
vale >= iFVG.Lower() &&
(fvgZoneValidationRangePercent <= 0
? true
: (vale < iFVG.Upper() - (iFVG.RangePercent() * fvgZoneValidationRangePercent)))
//
;
if (isValid)
{
//
fvg = iFVG;
break;
}
}
//
isBullish =
//
fvg != NULL &&
fvg.IsValid()
//
;
if (isBullish)
{
conditions.activeFVG = fvg;
}
}
else if (lookupForShort)
{
//
// Short Conditions ...
// Peaks Must be Happens Inside Bearish Fair Value Gaps ...
int count = conditions.CountBearishFVGs();
for (int i = 0; i < count; i++)
{
//
XCFVG *iFVG = conditions.bearishFVGs[i];
//
bool isValid =
//
peak <= iFVG.Upper() &&
peak >= iFVG.Lower() &&
(fvgZoneValidationRangePercent <= 0
? true
: (peak > iFVG.Lower() + (iFVG.RangePercent() * fvgZoneValidationRangePercent)))
//
;
if (isValid)
{
//
fvg = iFVG;
break;
}
}
//
isBearish =
//
fvg != NULL &&
fvg.IsValid()
//
;
if (isBearish)
{
conditions.activeFVG = fvg;
}
}
//
result = isBullish ||
isBearish;
if (!result)
{
//
if (lookupForLong)
{
//
conditions.activeFVG = NULL;
Clean(conditions.bullishOBs);
Clean(conditions.bullishFVGs);
}
else if (lookupForShort)
{
//
conditions.activeFVG = NULL;
Clean(conditions.bearishOBs);
Clean(conditions.bearishFVGs);
}
//
return result;
}
//
conditions.setupTime = cTime;
conditions.dir =
isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
return result;
}
//
// Detect Trigger Conditions ...
bool DetectX121SMCXPVOBSiganlTrigger(
//
X121SMCStrategyXPVOBSignalConditions &conditions,
//
string _symbol,
ENUM_TIMEFRAMES _period,
//
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper,
//
int maxAllowedSetupAge = 60 //
//
)
{
//
bool result = false;
//
result = conditions.IsSetuped();
if (!result)
{
return result;
}
//
datetime setupTime = conditions.setupTime;
ENUM_X_DIRECTION setupDir = conditions.dir;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
string symbol = _symbol;
ENUM_TIMEFRAMES period = _period;
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
//
double ll = cBar.FindLowest(9, MODE_LOW);
double hh = cBar.FindHighest(9, MODE_HIGH);
//
int zoneValidationDivider = 10;
int validPivotRepetition = triggerCycleHelper.mX121Helper
.GetDonChainLength();
//
double selectedSL = 0;
//
// Cycles Conditions ...
//
// Trigger ...
ENUM_XPOI_EVENTS triggerPoiEvents[];
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
X121SMCCycleConditions triggerConditions;
result = triggerCycleHelper.GetConditions(
triggerCycleEvents,
triggerPoiEvents,
triggerConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Verification ...
ENUM_XPOI_EVENTS verificationPoiEvents[];
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
X121SMCCycleConditions verificationConditions;
result = verificationCycleHelper.GetConditions(
verificationCycleEvents,
verificationPoiEvents,
verificationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Cycles POI States ...
XPOIState triggerState = triggerConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState verificationState = verificationConditions.state;
XPOIState consolidationState = consolidationConditions.state;
XPOIState visionState = visionConditions.state;
//
// Trigger Conditions ...
XCFVG *iFVG = conditions.activeFVG;
result = iFVG != NULL &&
iFVG.IsValid();
if (!result)
{
return result;
}
//
bool lookupLong = IsBullish(setupDir) &&
iFVG.IsBullish();
bool lookupShort = IsBearish(setupDir) &&
iFVG.IsBearish();
result = lookupLong ||
lookupShort;
if (!result)
{
return result;
}
//
// Check PEAKS and Vales ...
//
// Trigger ...
//
// Peaks and Vales ...
double triggerPeak = triggerConditions.x121Conditions.peaksBuffer[1];
double triggerVale = triggerConditions.x121Conditions.valesBuffer[1];
//
bool isTriggerPeakInsideFVG =
//
triggerPeak <= iFVG.Upper() &&
triggerPeak >= iFVG.Lower()
//
;
bool isTriggerValeInsideFVG =
//
triggerVale <= iFVG.Upper() &&
triggerVale >= iFVG.Lower()
//
;
//
// VWap ...
//
bool isTriggerVWapFastBullish = triggerConditions.x121Conditions.isVWapFastBullish;
bool isTriggerVWapMidBullish = triggerConditions.x121Conditions.isVWapMidBullish;
bool isTriggerVWapSlowBullish = triggerConditions.x121Conditions.isVWapSlowBullish;
//
bool isTriggerVWapFastOverMid = triggerConditions.x121Conditions.isVWapFastOverMid;
bool isTriggerVWapMidOverSlow = triggerConditions.x121Conditions.isVWapMidOverSlow;
//
bool isTriggerVWapFastBearish = triggerConditions.x121Conditions.isVWapFastBearish;
bool isTriggerVWapMidBearish = triggerConditions.x121Conditions.isVWapMidBearish;
bool isTriggerVWapSlowBearish = triggerConditions.x121Conditions.isVWapSlowBearish;
//
bool isTriggerVWapFastUnderMid = triggerConditions.x121Conditions.isVWapFastUnderMid;
bool isTriggerVWapMidUnderSlow = triggerConditions.x121Conditions.isVWapMidUnderSlow;
//
bool isTriggerMarketBullish =
//
// State ...
(
//
(isTriggerVWapFastBullish &&
isTriggerVWapMidBullish &&
isTriggerVWapSlowBullish)
//
||
//
(isTriggerVWapMidBullish &&
isTriggerVWapSlowBullish)
//
)
//
&&
//
// Order ...
(
//
(isTriggerVWapFastOverMid &&
isTriggerVWapMidOverSlow)
//
||
//
isTriggerVWapMidOverSlow
//
)
//
;
//
bool isTriggerMarketBearish =
//
// State ...
(
//
(isTriggerVWapFastBearish &&
isTriggerVWapMidBearish &&
isTriggerVWapSlowBearish)
//
||
//
(isTriggerVWapMidBearish &&
isTriggerVWapSlowBearish)
//
)
//
&&
//
// Order ...
(
//
(isTriggerVWapFastUnderMid &&
isTriggerVWapMidUnderSlow)
//
||
//
isTriggerVWapMidUnderSlow
//
)
//
;
//
// Decision ...
//
double decisionPeak = decisionConditions.x121Conditions.peaksBuffer[1];
double decisionVale = decisionConditions.x121Conditions.valesBuffer[1];
//
bool isDecisionPeakInsideFVG =
//
decisionPeak <= iFVG.Upper() &&
decisionPeak >= iFVG.Lower()
//
;
bool isDecisionValeInsideFVG =
//
decisionVale <= iFVG.Upper() &&
decisionVale >= iFVG.Lower()
//
;
//
// VWap ...
//
bool isDecisionVWapFastBullish = decisionConditions.x121Conditions.isVWapFastBullish;
bool isDecisionVWapMidBullish = decisionConditions.x121Conditions.isVWapMidBullish;
bool isDecisionVWapSlowBullish = decisionConditions.x121Conditions.isVWapSlowBullish;
//
bool isDecisionVWapFastOverMid = decisionConditions.x121Conditions.isVWapFastOverMid;
bool isDecisionVWapMidOverSlow = decisionConditions.x121Conditions.isVWapMidOverSlow;
//
bool isDecisionVWapFastBearish = decisionConditions.x121Conditions.isVWapFastBearish;
bool isDecisionVWapMidBearish = decisionConditions.x121Conditions.isVWapMidBearish;
bool isDecisionVWapSlowBearish = decisionConditions.x121Conditions.isVWapSlowBearish;
//
bool isDecisionVWapFastUnderMid = decisionConditions.x121Conditions.isVWapFastUnderMid;
bool isDecisionVWapMidUnderSlow = decisionConditions.x121Conditions.isVWapMidUnderSlow;
//
bool isDecisionMarketBullish =
//
// State ...
(
//
(isDecisionVWapFastBullish &&
isDecisionVWapMidBullish &&
isDecisionVWapSlowBullish)
//
||
//
(isDecisionVWapMidBullish &&
isDecisionVWapSlowBullish)
//
)
//
&&
//
// Order ...
(
//
(isDecisionVWapFastOverMid &&
isDecisionVWapMidOverSlow)
//
||
//
isDecisionVWapMidOverSlow
//
)
//
;
//
bool isDecisionMarketBearish =
//
// State ...
(
//
(isDecisionVWapFastBearish &&
isDecisionVWapMidBearish &&
isDecisionVWapSlowBearish)
//
||
//
(isDecisionVWapMidBearish &&
isDecisionVWapSlowBearish)
//
)
//
&&
//
// Order ...
(
//
(isDecisionVWapFastUnderMid &&
isDecisionVWapMidUnderSlow)
//
||
//
isDecisionVWapMidUnderSlow
//
)
//
;
//
// Analyse ...
//
double analysePeak = analyseConditions.x121Conditions.peaksBuffer[1];
double analyseVale = analyseConditions.x121Conditions.valesBuffer[1];
//
bool isAnalysePeakInsideFVG =
//
analysePeak <= iFVG.Upper() &&
analysePeak >= iFVG.Lower()
//
;
bool isAnalyseValeInsideFVG =
//
analyseVale <= iFVG.Upper() &&
analyseVale >= iFVG.Lower()
//
;
//
// VWap ...
//
bool isAnalyseVWapFastBullish = analyseConditions.x121Conditions.isVWapFastBullish;
bool isAnalyseVWapMidBullish = analyseConditions.x121Conditions.isVWapMidBullish;
bool isAnalyseVWapSlowBullish = analyseConditions.x121Conditions.isVWapSlowBullish;
//
bool isAnalyseVWapFastOverMid = analyseConditions.x121Conditions.isVWapFastOverMid;
bool isAnalyseVWapMidOverSlow = analyseConditions.x121Conditions.isVWapMidOverSlow;
//
bool isAnalyseVWapFastBearish = analyseConditions.x121Conditions.isVWapFastBearish;
bool isAnalyseVWapMidBearish = analyseConditions.x121Conditions.isVWapMidBearish;
bool isAnalyseVWapSlowBearish = analyseConditions.x121Conditions.isVWapSlowBearish;
//
bool isAnalyseVWapFastUnderMid = analyseConditions.x121Conditions.isVWapFastUnderMid;
bool isAnalyseVWapMidUnderSlow = analyseConditions.x121Conditions.isVWapMidUnderSlow;
//
bool isAnalyseMarketBullish =
//
// State ...
(
//
(isAnalyseVWapFastBullish &&
isAnalyseVWapMidBullish &&
isAnalyseVWapSlowBullish)
//
||
//
(isAnalyseVWapMidBullish &&
isAnalyseVWapSlowBullish)
//
)
//
&&
//
// Order ...
(
//
(isAnalyseVWapFastOverMid &&
isAnalyseVWapMidOverSlow)
//
||
//
isAnalyseVWapMidOverSlow
//
)
//
;
//
bool isAnalyseMarketBearish =
//
// State ...
(
//
(isAnalyseVWapFastBearish &&
isAnalyseVWapMidBearish &&
isAnalyseVWapSlowBearish)
//
||
//
(isAnalyseVWapMidBearish &&
isAnalyseVWapSlowBearish)
//
)
//
&&
//
// Order ...
(
//
(isAnalyseVWapFastUnderMid &&
isAnalyseVWapMidUnderSlow)
//
||
//
isAnalyseVWapMidUnderSlow
//
)
//
;
//
// Verification ...
//
double verificationPeak = verificationConditions.x121Conditions.peaksBuffer[1];
double verificationVale = verificationConditions.x121Conditions.valesBuffer[1];
//
bool isVerificationPeakInsideFVG =
//
verificationPeak <= iFVG.Upper() &&
verificationPeak >= iFVG.Lower()
//
;
bool isVerificationValeInsideFVG =
//
verificationVale <= iFVG.Upper() &&
verificationVale >= iFVG.Lower()
//
;
//
// VWap ...
//
bool isVerificationVWapFastBullish = verificationConditions.x121Conditions.isVWapFastBullish;
bool isVerificationVWapMidBullish = verificationConditions.x121Conditions.isVWapMidBullish;
bool isVerificationVWapSlowBullish = verificationConditions.x121Conditions.isVWapSlowBullish;
//
bool isVerificationVWapFastOverMid = verificationConditions.x121Conditions.isVWapFastOverMid;
bool isVerificationVWapMidOverSlow = verificationConditions.x121Conditions.isVWapMidOverSlow;
//
bool isVerificationVWapFastBearish = verificationConditions.x121Conditions.isVWapFastBearish;
bool isVerificationVWapMidBearish = verificationConditions.x121Conditions.isVWapMidBearish;
bool isVerificationVWapSlowBearish = verificationConditions.x121Conditions.isVWapSlowBearish;
//
bool isVerificationVWapFastUnderMid = verificationConditions.x121Conditions.isVWapFastUnderMid;
bool isVerificationVWapMidUnderSlow = verificationConditions.x121Conditions.isVWapMidUnderSlow;
//
bool isVerificationMarketBullish =
//
// State ...
(
//
(isVerificationVWapFastBullish &&
isVerificationVWapMidBullish &&
isVerificationVWapSlowBullish)
//
||
//
(isVerificationVWapMidBullish &&
isVerificationVWapSlowBullish)
//
)
//
&&
//
// Order ...
(
//
(isVerificationVWapFastOverMid &&
isVerificationVWapMidOverSlow)
//
||
//
isVerificationVWapMidOverSlow
//
)
//
;
//
bool isVerificationMarketBearish =
//
// State ...
(
//
(isVerificationVWapFastBearish &&
isVerificationVWapMidBearish &&
isVerificationVWapSlowBearish)
//
||
//
(isVerificationVWapMidBearish &&
isVerificationVWapSlowBearish)
//
)
//
&&
//
// Order ...
(
//
(isVerificationVWapFastUnderMid &&
isVerificationVWapMidUnderSlow)
//
||
//
isVerificationVWapMidUnderSlow
//
)
//
;
//
// Consolidation ...
//
double consolidationPeak = consolidationConditions.x121Conditions.peaksBuffer[1];
double consolidationVale = consolidationConditions.x121Conditions.valesBuffer[1];
//
bool isConsolidationPeakInsideFVG =
//
consolidationPeak <= iFVG.Upper() &&
consolidationPeak >= iFVG.Lower()
//
;
bool isConsolidationValeInsideFVG =
//
consolidationVale <= iFVG.Upper() &&
consolidationVale >= iFVG.Lower()
//
;
//
// VWap ...
//
bool isConsolidationVWapFastBullish = consolidationConditions.x121Conditions.isVWapFastBullish;
bool isConsolidationVWapMidBullish = consolidationConditions.x121Conditions.isVWapMidBullish;
bool isConsolidationVWapSlowBullish = consolidationConditions.x121Conditions.isVWapSlowBullish;
//
bool isConsolidationVWapFastOverMid = consolidationConditions.x121Conditions.isVWapFastOverMid;
bool isConsolidationVWapMidOverSlow = consolidationConditions.x121Conditions.isVWapMidOverSlow;
//
bool isConsolidationVWapFastBearish = consolidationConditions.x121Conditions.isVWapFastBearish;
bool isConsolidationVWapMidBearish = consolidationConditions.x121Conditions.isVWapMidBearish;
bool isConsolidationVWapSlowBearish = consolidationConditions.x121Conditions.isVWapSlowBearish;
//
bool isConsolidationVWapFastUnderMid = consolidationConditions.x121Conditions.isVWapFastUnderMid;
bool isConsolidationVWapMidUnderSlow = consolidationConditions.x121Conditions.isVWapMidUnderSlow;
//
bool isConsolidationMarketBullish =
//
// State ...
(
//
(isConsolidationVWapFastBullish &&
isConsolidationVWapMidBullish &&
isConsolidationVWapSlowBullish)
//
||
//
(isConsolidationVWapMidBullish &&
isConsolidationVWapSlowBullish)
//
)
//
&&
//
// Order ...
(
//
(isConsolidationVWapFastOverMid &&
isConsolidationVWapMidOverSlow)
//
||
//
isConsolidationVWapMidOverSlow
//
)
//
;
//
bool isConsolidationMarketBearish =
//
// State ...
(
//
(isConsolidationVWapFastBearish &&
isConsolidationVWapMidBearish &&
isConsolidationVWapSlowBearish)
//
||
//
(isConsolidationVWapMidBearish &&
isConsolidationVWapSlowBearish)
//
)
//
&&
//
// Order ...
(
//
(isConsolidationVWapFastUnderMid &&
isConsolidationVWapMidUnderSlow)
//
||
//
isConsolidationVWapMidUnderSlow
//
)
//
;
//
// Sar ...
//
bool isSarSwitchedToBullish = triggerConditions.x121Conditions.isSarSwitchedToBullish;
bool isSarSwitchedToBearish = triggerConditions.x121Conditions.isSarSwitchedToBearish;
//
// Summarize Conditions ...
//
bool isSamePeak =
triggerPeak == decisionPeak &&
triggerPeak == analysePeak &&
triggerPeak == verificationPeak;
//
bool isPeaksInsideFVG =
//
isTriggerPeakInsideFVG &&
isDecisionPeakInsideFVG &&
isAnalysePeakInsideFVG &&
isVerificationPeakInsideFVG
//
;
//
bool isSameVale =
triggerVale == decisionVale &&
triggerVale == analyseVale &&
triggerVale == verificationVale;
//
bool isValesInsideFVG =
//
isTriggerValeInsideFVG &&
isDecisionValeInsideFVG &&
isAnalyseValeInsideFVG &&
isVerificationValeInsideFVG
//
;
//
bool isMarketReadyForLong =
//
// !isTriggerMarketBearish &&
// !isDecisionMarketBearish &&
// !isAnalyseMarketBearish &&
isTriggerMarketBullish &&
!isVerificationMarketBearish &&
!isConsolidationMarketBearish
//
;
//
bool isMarketReadyForShort =
//
// !isTriggerMarketBullish &&
// !isDecisionMarketBullish &&
// !isAnalyseMarketBullish &&
isTriggerMarketBearish &&
!isVerificationMarketBullish &&
!isConsolidationMarketBullish
//
;
//
// Create Trigger ...
//
isBullish =
// isSameVale &&
lookupLong &&
isValesInsideFVG &&
// isMarketReadyForLong &&
isSarSwitchedToBullish &&
triggerVale <= iFVG.Upper() &&
triggerVale >= iFVG.Lower();
//
isBearish =
// isSamePeak &&
lookupShort &&
isPeaksInsideFVG &&
// isMarketReadyForShort &&
isSarSwitchedToBearish &&
triggerPeak <= iFVG.Upper() &&
triggerPeak >= iFVG.Lower();
//
result = isBullish ||
isBearish;
if (!result)
{
//
// Cleanup Setup Conditions ...
int setupAge = conditions.GetSetupAge();
if (IsValidSize(setupAge) &&
IsValidSize(maxAllowedSetupAge) &&
setupAge >= maxAllowedSetupAge)
{
conditions.Clean();
}
//
return result;
}
//
conditions.triggerTime = cTime;
conditions.sl = isBullish
? iFVG.Lower()
: iFVG.Upper();
conditions.type = isBullish
? X_POSITION_TYPE_LONG
: X_POSITION_TYPE_SHORT;
//
return result;
}
//
//////////////////////////////////////////
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 X121 SMC Signal Lib
// -------------------------------------------------
// Name:
// Description: provide all Signalling functions ...
//
//
// 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.market.cycle.helper.class.mq5"
#include "../Libraries/x-121.smc.lib.mq5"
//
// Definitions ...
struct X121SMCStrategyXPVDPSignalConditions
{
//
// Props ...
//
string symbol;
ENUM_TIMEFRAMES period;
//
double sl;
double target;
ENUM_X_DIRECTION dir;
ENUM_X_POSITION_TYPES type;
//
// Setup Props ...
//
datetime setupTime;
datetime triggerTime;
//
double peak;
double vale;
//
// Constructor ...
X121SMCStrategyXPVDPSignalConditions()
{
Clean();
}
//
// Tools ...
/**
* Cleaning Up ...
*/
void Clean()
{
//
sl = 0;
target = 0;
//
dir = X_DIRECTION_NONE;
type = X_POSITION_TYPE_NONE;
//
symbol = NULL;
period = NULL;
setupTime = NULL;
triggerTime = NULL;
//
ExtensionClean();
}
/**
* Check Condition is Setting Up ...
*
* @param dir: ENUM_X_DIRECTION member, Setting Up Direction ...
*
* @return ( bool )
*/
bool IsSetuped()
{
//
bool result = false;
//
result = IsValid(setupTime) &&
HasDirection(dir);
if (!result)
{
return result;
}
//
return result;
}
/**
* Calculate Setup Age ...
*
* @return ( int )
*/
int GetSetupAge()
{
//
int result = 0;
//
if (!IsSetuped())
{
return result;
}
//
result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);
//
return result;
}
/**
* Detect How we Can Trigger Signal ...
*
* @return ( bool )
*/
bool CanTrigger()
{
//
bool result = false;
//
result =
//
sl > 0 &&
IsValid(symbol) &&
IsValid(period) &&
IsValid(triggerTime) &&
type != X_POSITION_TYPE_ALL &&
type != X_POSITION_TYPE_NONE
//
;
//
return result;
}
//
// Extensions ...
/**
* Clean Additional Properties ...
*/
void ExtensionClean()
{
//
peak = 0;
vale = 0;
}
//
};
//
// Extension Functions ...
//
// Detect Setup Conditions ...
bool DetectX121SMCXPVDPSiganlSetup(
string _symbol,
ENUM_TIMEFRAMES _period,
//
X121SMCStrategyXPVDPSignalConditions &conditions,
//
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper
//
)
{
//
bool result = false;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
string symbol = _symbol;
ENUM_TIMEFRAMES period = _period;
//
conditions.symbol = symbol;
conditions.period = period;
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
//
double ll = cBar.FindLowest(9, MODE_LOW);
double hh = cBar.FindHighest(9, MODE_HIGH);
//
int zoneValidationDivider = 10;
int validPivotRepetition = triggerCycleHelper.mX121Helper
.GetDonChainLength();
//
double selectedSL = 0;
//
// Cycles Conditions ...
//
// Trigger ...
ENUM_XPOI_EVENTS triggerPoiEvents[];
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
X121SMCCycleConditions triggerConditions;
result = triggerCycleHelper.GetConditions(
triggerCycleEvents,
triggerPoiEvents,
triggerConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Verification ...
ENUM_XPOI_EVENTS verificationPoiEvents[];
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
X121SMCCycleConditions verificationConditions;
result = verificationCycleHelper.GetConditions(
verificationCycleEvents,
verificationPoiEvents,
verificationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Cycles POI States ...
XPOIState triggerState = triggerConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState verificationState = verificationConditions.state;
XPOIState consolidationState = consolidationConditions.state;
XPOIState visionState = visionConditions.state;
//
// Setup Conditions ...
//
// Detect Market Trend ...
ENUM_X_DIRECTION trend;
bool hasTrend = consolidationCycleHelper
.DetectTrend(trend);
bool hasBullishTrend = hasTrend &&
IsBullish(trend);
bool hasBearishTrend = hasTrend &&
IsBearish(trend);
result = hasBullishTrend ||
hasBearishTrend;
if (!result)
{
return result;
}
//
// Select Source State ...
XPOIState state = decisionState;
//
// Detect High Equals to Peaks or Low Equals to Vale ...
//
// Peak ...
double peak = triggerConditions.x121Conditions.peaksBuffer[1];
bool isNewPeak = triggerConditions.x121Conditions.isNewPeak;
bool isNewPeakOverLast = triggerConditions.x121Conditions.isNewPeakOverLast;
bool isNewPeakUnderLast = triggerConditions.x121Conditions.isNewPeakUnderLast;
//
// Vale ...
double vale = triggerConditions.x121Conditions.valesBuffer[1];
bool isNewVale = triggerConditions.x121Conditions.isNewVale;
bool isNewValeOverLast = triggerConditions.x121Conditions.isNewValeOverLast;
bool isNewValeUnderLast = triggerConditions.x121Conditions.isNewValeUnderLast;
//
bool isHighEqualsToPeak =
isNewPeak &&
peak == cBar.high;
//
bool isLowEqualsToVale =
isNewVale &&
vale == cBar.low;
//
result = isHighEqualsToPeak ||
isLowEqualsToVale;
if (!result)
{
return result;
}
//
// Now We Have To Check DONChain Status ...
//
double donCUpper = triggerConditions.x121Conditions.donCloseUpperBuffer[1];
double donCUpperPrev = triggerConditions.x121Conditions.donCloseUpperBuffer[2];
//
double donCLower = triggerConditions.x121Conditions.donCloseLowerBuffer[1];
double donCLowerPrev = triggerConditions.x121Conditions.donCloseLowerBuffer[2];
//
double donOUpper = triggerConditions.x121Conditions.donOpenUpperBuffer[1];
double donOUpperPrev = triggerConditions.x121Conditions.donOpenUpperBuffer[2];
//
double donOLower = triggerConditions.x121Conditions.donOpenLowerBuffer[1];
double donOLowerPrev = triggerConditions.x121Conditions.donOpenLowerBuffer[2];
//
bool isDonUpperBullish = donCUpper > donOUpper;
bool isDonUpperBullishPrev = donCUpperPrev > donOUpperPrev;
//
bool isDonUpperBearish = donCUpper < donOUpper;
bool isDonUpperBearishPrev = donCUpperPrev < donOUpperPrev;
//
bool isDonUpperSwitchedToBullish = isDonUpperBullish &&
!isDonUpperBullishPrev;
//
bool isDonUpperSwitchedToBearish = isDonUpperBearish &&
!isDonUpperBearishPrev;
//
bool isDonLowerBullish = donCLower > donOLower;
bool isDonLowerBullishPrev = donCLowerPrev > donOLowerPrev;
//
bool isDonLowerBearish = donCLower < donOLower;
bool isDonLowerBearishPrev = donCLowerPrev < donOLowerPrev;
//
bool isDonLowerSwitchedToBullish = isDonLowerBullish &&
!isDonLowerBullishPrev;
//
bool isDonLowerSwitchedToBearish = isDonLowerBearish &&
!isDonLowerBearishPrev;
//
// Calculate State ...
//
bool isDonInBullishState =
//
// Upper ...
(isDonUpperBullish ||
isDonUpperSwitchedToBullish)
//
&&
//
// Lower ...
(isDonLowerBullish ||
isDonLowerSwitchedToBullish)
//
;
//
bool isDonInBearishState =
//
// Upper ...
(isDonUpperBearish ||
isDonUpperSwitchedToBearish)
//
&&
//
// Lower ...
(isDonLowerBearish ||
isDonLowerSwitchedToBearish)
//
;
//
// Summary DonChain State ...
//
isBullish =
//
hasBullishTrend
//
&&
//
isDonInBullishState
//
&&
//
(isHighEqualsToPeak ||
isLowEqualsToVale)
//
;
//
isBearish =
//
hasBearishTrend
//
&&
//
isDonInBearishState
//
&&
//
(isHighEqualsToPeak ||
isLowEqualsToVale)
//
;
result = isBullish ||
isBearish;
if (!result)
{
return result;
}
//
// Check VWap Conditions ...
//
double vwapFast = triggerConditions.x121Conditions.vwapFastBuffer[1];
double vwapMid = triggerConditions.x121Conditions.vwapMidBuffer[1];
double vwapSlow = triggerConditions.x121Conditions.vwapSlowBuffer[1];
//
double vwaps[3] = {
vwapFast,
vwapMid,
vwapSlow,
};
double vwapMax = GetMax(vwaps);
double vwapMin = GetMin(vwaps);
//
bool isCloseOverVwapMax =
//
ask > vwapMax &&
bid > vwapMax &&
(cBar.low > vwapMax ||
cBar.close > vwapMax)
//
;
//
bool isCloseUnderVwapMin =
//
ask < vwapMin &&
bid < vwapMin &&
(cBar.high < vwapMin ||
cBar.close < vwapMin)
//
;
//
bool isVWapFastBullish = triggerConditions.x121Conditions.isVWapFastBullish;
bool isVWapFastBearish = triggerConditions.x121Conditions.isVWapFastBearish;
bool isVWapMidBullish = triggerConditions.x121Conditions.isVWapMidBullish;
bool isVWapMidBearish = triggerConditions.x121Conditions.isVWapMidBearish;
bool isVWapSlowBullish = triggerConditions.x121Conditions.isVWapSlowBullish;
bool isVWapSlowBearish = triggerConditions.x121Conditions.isVWapSlowBearish;
bool isVWapFastOverMid = triggerConditions.x121Conditions.isVWapFastOverMid;
bool isVWapMidOverSlow = triggerConditions.x121Conditions.isVWapMidOverSlow;
bool isVWapFastUnderMid = triggerConditions.x121Conditions.isVWapFastUnderMid;
bool isVWapMidUnderSlow = triggerConditions.x121Conditions.isVWapMidUnderSlow;
//
bool isVwapBullishFormed =
//
// Order ...
(isVWapFastOverMid ||
isVWapMidOverSlow ||
(isVWapFastOverMid &&
isVWapMidOverSlow))
//
&&
// State ...
((isVWapFastBullish &&
isVWapMidBullish) ||
(isVWapMidBullish &&
isVWapSlowBullish) ||
(isVWapFastBullish &&
isVWapMidBullish &&
isVWapSlowBullish))
//
;
//
bool isVwapBearishFormed =
//
// Order ...
(isVWapFastUnderMid ||
isVWapMidUnderSlow ||
(isVWapFastUnderMid &&
isVWapMidUnderSlow))
//
&&
// State ...
((isVWapFastBearish &&
isVWapMidBearish) ||
(isVWapMidBearish &&
isVWapSlowBearish) ||
(isVWapFastBearish &&
isVWapMidBearish &&
isVWapSlowBearish))
//
;
//
// Summar VWap State ...
//
isBullish =
isBullish &&
isCloseOverVwapMax &&
isVwapBullishFormed;
//
isBearish =
isBearish &&
isCloseUnderVwapMin &&
isVwapBearishFormed;
result = isBullish ||
isBearish;
if (!result)
{
return result;
}
//
// Check Sar State ...
double sar = triggerConditions.x121Conditions.sarBuffer[1];
//
bool isSarBullish = triggerConditions.x121Conditions.isSarBullish;
bool isSarSwitchedToBullish = triggerConditions.x121Conditions.isSarSwitchedToBullish;
//
bool isSarBearish = triggerConditions.x121Conditions.isSarBearish;
bool isSarSwitchedToBearish = triggerConditions.x121Conditions.isSarSwitchedToBearish;
//
// Summary Sar ...
//
bool isSarBullishFormed = isSarBullish ||
isSarSwitchedToBullish;
//
bool isSarBearishFormed = isSarBearish ||
isSarSwitchedToBearish;
//
isBullish =
isBullish &&
isSarBullishFormed;
//
isBearish =
isBearish &&
isSarBearishFormed;
//
result = isBullish ||
isBearish;
if (!result)
{
return result;
}
//
conditions.setupTime = cTime;
conditions.dir =
isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
return result;
}
//
// Detect Trigger Conditions ...
bool DetectX121SMCXPVDPSiganlTrigger(
//
X121SMCStrategyXPVDPSignalConditions &conditions,
//
string _symbol,
ENUM_TIMEFRAMES _period,
//
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper,
//
int maxAllowedSetupAge = 60 //
//
)
{
//
bool result = false;
//
result = conditions.IsSetuped();
if (!result)
{
return result;
}
//
datetime setupTime = conditions.setupTime;
ENUM_X_DIRECTION setupDir = conditions.dir;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
string symbol = _symbol;
ENUM_TIMEFRAMES period = _period;
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
//
double ll = cBar.FindLowest(9, MODE_LOW);
double hh = cBar.FindHighest(9, MODE_HIGH);
//
int zoneValidationDivider = 10;
int validPivotRepetition = triggerCycleHelper.mX121Helper
.GetDonChainLength();
//
double selectedSL = 0;
//
// Cycles Conditions ...
//
// Trigger ...
ENUM_XPOI_EVENTS triggerPoiEvents[];
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
X121SMCCycleConditions triggerConditions;
result = triggerCycleHelper.GetConditions(
triggerCycleEvents,
triggerPoiEvents,
triggerConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Verification ...
ENUM_XPOI_EVENTS verificationPoiEvents[];
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
X121SMCCycleConditions verificationConditions;
result = verificationCycleHelper.GetConditions(
verificationCycleEvents,
verificationPoiEvents,
verificationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Cycles POI States ...
XPOIState triggerState = triggerConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState verificationState = verificationConditions.state;
XPOIState consolidationState = consolidationConditions.state;
XPOIState visionState = visionConditions.state;
//
// Trigger Conditions ...
//
double vwapFast = triggerConditions.x121Conditions.vwapFastBuffer[1];
double vwapMid = triggerConditions.x121Conditions.vwapMidBuffer[1];
double vwapSlow = triggerConditions.x121Conditions.vwapSlowBuffer[1];
//
double vwaps[3] = {
vwapFast,
vwapMid,
vwapSlow,
};
double vwapMax = GetMax(vwaps);
double vwapMin = GetMin(vwaps);
//
double sar = triggerConditions.x121Conditions.sarBuffer[1];
//
isBullish =
//
IsBullish(setupDir)
//
;
//
isBearish =
//
IsBearish(setupDir)
//
;
//
result = isBullish ||
isBearish;
if (!result)
{
//
// Cleanup Setup Conditions ...
int setupAge = conditions.GetSetupAge();
if (IsValidSize(setupAge) &&
IsValidSize(maxAllowedSetupAge) &&
setupAge >= maxAllowedSetupAge)
{
conditions.Clean();
}
//
return result;
}
//
conditions.triggerTime = cTime;
conditions.sl = isBullish
? MathMin(sar, vwapMin)
: MathMin(sar, vwapMax);
conditions.type = isBullish
? X_POSITION_TYPE_LONG
: X_POSITION_TYPE_SHORT;
//
return result;
}
//
//////////////////////////////////////////
///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 X121 SMC Signal Class
// -------------------------------------------------
// Name:
// Description: provide all Signalling functions ...
//
//
// 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.market.cycle.helper.class.mq5"
#include "../Libraries/x-121.smc.lib.mq5"
//
// Definitions ...
struct X121SMCStrategyTestSignalConditions
{
//
// Props ...
//
string symbol;
ENUM_TIMEFRAMES period;
//
double sl;
double target;
ENUM_X_DIRECTION dir;
ENUM_X_POSITION_TYPES type;
//
// Setup Props ...
//
datetime setupTime;
datetime triggerTime;
//
// Constructor ...
X121SMCStrategyTestSignalConditions()
{
Clean();
}
//
// Tools ...
/**
* Cleaning Up ...
*/
void Clean()
{
//
sl = 0;
target = 0;
//
dir = X_DIRECTION_NONE;
type = X_POSITION_TYPE_NONE;
//
symbol = NULL;
period = NULL;
setupTime = NULL;
triggerTime = NULL;
//
ExtensionClean();
}
/**
* Check Condition is Setting Up ...
*
* @param dir: ENUM_X_DIRECTION member, Setting Up Direction ...
*
* @return ( bool )
*/
bool IsSetuped()
{
//
bool result = false;
//
result = IsValid(setupTime) &&
HasDirection(dir);
if (!result)
{
return result;
}
//
return result;
}
/**
* Calculate Setup Age ...
*
* @return ( int )
*/
int GetSetupAge()
{
//
int result = 0;
//
if (!IsSetuped())
{
return result;
}
//
result = (int)(TimeCurrent() - setupTime) / PeriodSeconds(period);
//
return result;
}
/**
* Detect How we Can Trigger Signal ...
*
* @return ( bool )
*/
bool CanTrigger()
{
//
bool result = false;
//
result =
//
sl > 0 &&
IsValid(symbol) &&
IsValid(period) &&
IsValid(triggerTime) &&
type != X_POSITION_TYPE_ALL &&
type != X_POSITION_TYPE_NONE
//
;
//
return result;
}
//
// Extensions ...
/**
* Clean Additional Properties ...
*/
void ExtensionClean()
{
}
//
};
//
// Extension Functions ...
//
// Detect Setup Conditions ...
bool DetectX121SMCTestSiganlSetup(
string _symbol,
ENUM_TIMEFRAMES _period,
//
X121SMCStrategyTestSignalConditions &conditions,
//
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper
//
)
{
//
bool result = false;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
string symbol = _symbol;
ENUM_TIMEFRAMES period = _period;
//
conditions.symbol = symbol;
conditions.period = period;
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
//
double ll = cBar.FindLowest(9, MODE_LOW);
double hh = cBar.FindHighest(9, MODE_HIGH);
//
int zoneValidationDivider = 10;
int validPivotRepetition = triggerCycleHelper.mX121Helper
.GetDonChainLength();
//
double selectedSL = 0;
//
// Cycles Conditions ...
//
// Trigger ...
ENUM_XPOI_EVENTS triggerPoiEvents[];
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
X121SMCCycleConditions triggerConditions;
result = triggerCycleHelper.GetConditions(
triggerCycleEvents,
triggerPoiEvents,
triggerConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Verification ...
ENUM_XPOI_EVENTS verificationPoiEvents[];
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
X121SMCCycleConditions verificationConditions;
result = verificationCycleHelper.GetConditions(
verificationCycleEvents,
verificationPoiEvents,
verificationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Cycles POI States ...
XPOIState triggerState = triggerConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState verificationState = verificationConditions.state;
XPOIState consolidationState = consolidationConditions.state;
XPOIState visionState = visionConditions.state;
//
// Setup Conditions ...
//
isBullish =
//
false
//
;
//
isBearish =
//
false
//
;
//
result = isBullish ||
isBearish;
if (!result)
{
//
// Clean Conditions for Regenerate ...
//
return result;
}
//
conditions.setupTime = cTime;
conditions.dir =
isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
return result;
}
//
// Detect Trigger Conditions ...
bool DetectX121SMCTestSiganlTrigger(
//
X121SMCStrategyTestSignalConditions &conditions,
//
string _symbol,
ENUM_TIMEFRAMES _period,
//
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper,
//
int maxAllowedSetupAge = 60 //
//
)
{
//
bool result = false;
//
result = conditions.IsSetuped();
if (!result)
{
return result;
}
//
datetime setupTime = conditions.setupTime;
ENUM_X_DIRECTION setupDir = conditions.dir;
//
bool isBullish = false;
bool isBearish = false;
//
int zIndex = 0;
int cIndex = zIndex + 1;
int pIndex = cIndex + 1;
int ppIndex = pIndex + 1;
//
int loopback = 10;
//
string symbol = _symbol;
ENUM_TIMEFRAMES period = _period;
//
XOHCL zBar;
result = zBar.Init(
symbol,
period,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = cBar.Init(
symbol,
period,
cIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
//
double ll = cBar.FindLowest(9, MODE_LOW);
double hh = cBar.FindHighest(9, MODE_HIGH);
//
int zoneValidationDivider = 10;
int validPivotRepetition = triggerCycleHelper.mX121Helper
.GetDonChainLength();
//
double selectedSL = 0;
//
// Cycles Conditions ...
//
// Trigger ...
ENUM_XPOI_EVENTS triggerPoiEvents[];
ENUM_X_CYCLE_EVENTS triggerCycleEvents[];
X121SMCCycleConditions triggerConditions;
result = triggerCycleHelper.GetConditions(
triggerCycleEvents,
triggerPoiEvents,
triggerConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Analyse ...
ENUM_XPOI_EVENTS analysePoiEvents[];
ENUM_X_CYCLE_EVENTS analyseCycleEvents[];
X121SMCCycleConditions analyseConditions;
result = analyseCycleHelper.GetConditions(
analyseCycleEvents,
analysePoiEvents,
analyseConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Verification ...
ENUM_XPOI_EVENTS verificationPoiEvents[];
ENUM_X_CYCLE_EVENTS verificationCycleEvents[];
X121SMCCycleConditions verificationConditions;
result = verificationCycleHelper.GetConditions(
verificationCycleEvents,
verificationPoiEvents,
verificationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Consolidation ...
ENUM_XPOI_EVENTS consolidationPoiEvents[];
ENUM_X_CYCLE_EVENTS consolidationCycleEvents[];
X121SMCCycleConditions consolidationConditions;
result = consolidationCycleHelper.GetConditions(
consolidationCycleEvents,
consolidationPoiEvents,
consolidationConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Vision ...
ENUM_XPOI_EVENTS visionPoiEvents[];
ENUM_X_CYCLE_EVENTS visionCycleEvents[];
X121SMCCycleConditions visionConditions;
result = visionCycleHelper.GetConditions(
visionCycleEvents,
visionPoiEvents,
visionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Cycles POI States ...
XPOIState triggerState = triggerConditions.state;
XPOIState decisionState = decisionConditions.state;
XPOIState analyseState = analyseConditions.state;
XPOIState verificationState = verificationConditions.state;
XPOIState consolidationState = consolidationConditions.state;
XPOIState visionState = visionConditions.state;
//
// Trigger Conditions ...
//
isBullish =
//
false
//
;
//
isBearish =
//
false
//
;
//
result = isBullish ||
isBearish;
if (!result)
{
//
// Cleanup Setup Conditions ...
int setupAge = conditions.GetSetupAge();
if (IsValidSize(setupAge) &&
IsValidSize(maxAllowedSetupAge) &&
setupAge >= maxAllowedSetupAge)
{
conditions.Clean();
}
//
return result;
}
//
conditions.triggerTime = cTime;
conditions.sl = isBullish
? 0
: 0;
conditions.type = isBullish
? X_POSITION_TYPE_LONG
: X_POSITION_TYPE_SHORT;
//
return result;
}
//
//////////////////////////////////////////
//////////////////////////////////////////
//////////////////////////////////////////
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