21 KiB
21 KiB
Market Conditions
we study market and retrieve it's sense in an specific time by Capturing Market Conditions, which it is a Data Model based on Combination of Oscillators and Indicators in our Provider.
Market Condition Model
//
// Represent Market Conditions ...
struct XEU5MarketConditions
{
//
// XTM ...
bool isXTMPeak;
bool isXTMVale;
bool isXTMBullish;
bool isXTMBearish;
bool isXTMNeutural;
bool isXTMEndBullish;
bool isXTMEndBearish;
bool isXTMStartBullish;
bool isXTMStartBearish;
bool isXTMEndBullishByNeutural;
bool isXTMEndBearishByNeutural;
bool isXTMStartBullishAfterNeutural;
bool isXTMStartBearishAfterNeutural;
//
// XAMA ...
bool isXAMAPeak;
bool isXAMAVale;
bool isXAMABullish;
bool isXAMABearish;
bool isXAMANeutural;
bool isXAMAEndBullish;
bool isXAMAEndBearish;
bool isXAMAStartBullish;
bool isXAMAStartBearish;
bool isXAMAEndBullishByNeutural;
bool isXAMAEndBearishByNeutural;
bool isXAMAStartBullishAfterNeutural;
bool isXAMAStartBearishAfterNeutural;
//
// XLH ...
bool isXLHHHIncreased;
bool isXLHHHDecreased;
bool isXLHLLIncreased;
bool isXLHLLDecreased;
bool isXLHLowAttachedLL;
bool isXLHHighAttachedHH;
bool isXLHHHSameInLength;
bool isXLHLLSameInLength;
bool isXLHPriceOverSignal;
bool isXLHPriceUnderSignal;
bool isXLHPriceInSignalRange;
bool isXLHPriceCrossedOverSignal;
bool isXLHPriceCrossedUnderSignal;
//
// XTD ...
bool isXTDSignalPeak;
bool isXTDSignalVale;
bool isXTDBullishPeak;
bool isXTDBullishVale;
bool isXTDBearishPeak;
bool isXTDBearishVale;
bool isXTDBullOverBear;
bool isXTDBullUnderBear;
bool isXTDSignalOverBear;
bool isXTDSignalUnderBear;
bool isXTDBullCrossedOverBear;
bool isXTDBullCrossedUnderBear;
bool isXTDSignalCrossedOverBear;
bool isXTDSignalCrossedUnderBear;
//
// XFI ...
bool isXFIPeak;
bool isXFIVale;
bool isXFICrossedOverZero;
bool isXFIOverZero;
bool isXFICrossedUnderZero;
bool isXFIUnderZero;
//
// XTS ...
bool isXTSAllSame;
bool isXTSCurrentMin;
bool isXTSCurrentMax;
bool isXTSCurrentOverFarest;
bool isXTSCurrentOverNearest;
bool isXTSCurrentOverMediest;
bool isXTSCurrentUnderFarest;
bool isXTSCurrentUnderNearest;
bool isXTSCurrentUnderMediest;
bool isXTSCurrentCrossedOverFarest;
bool isXTSCurrentCrossedOverNearest;
bool isXTSCurrentCrossedOverMediest;
bool isXTSCurrentCrossedUnderFarest;
bool isXTSCurrentCrossedUnderNearest;
bool isXTSCurrentCrossedUnderMediest;
//
// XRSI ...
bool isXRSIPeak;
bool isXRSIVale;
bool isXRSICrossedOverLongExit;
bool isXRSICrossedOverLongEntry;
bool isXRSICrossedUnderShortExit;
bool isXRSICrossedUnderShortEntry;
//
// XOBD ...
bool isXOBDSwingLow;
bool isXOBDSwingHigh;
//
// XCHLH ...
//
bool isXCHLHSameHHs;
bool isXCHLHSameLLs;
//
bool isXCHLHSCMCHHSame;
bool isXCHLHSCMCLLSame;
//
bool isXCHLHSCLCHHSame;
bool isXCHLHSCLCLLSame;
//
bool isXCHLHMCLCHHSame;
bool isXCHLHMCLCLLSame;
//
bool isXCHLHMCOnTopOfLC;
bool isXCHLHMCInBottomOfLC;
//
// XCHMA ...
//
bool isXCHMASCOverMax;
bool isXCHMASCOverMin;
bool isXCHMASCUnderMax;
bool isXCHMASCUnderMin;
//
bool isXCHMASCCrossedOverMax;
bool isXCHMASCCrossedUnderMax;
bool isXCHMASCCrossedOverMin;
bool isXCHMASCCrossedUnderMin;
//
bool isXCHMASCPeak;
bool isXCHMASCVale;
bool isXCHMASCTrendsUp;
bool isXCHMASCTrendsDown;
bool isXCHMASCFastOverSlow;
bool isXCHMASCFastUnderSlow;
bool isXCHMASCFastCrossedOverSlow;
bool isXCHMASCFastCrossedUnderSlow;
//
bool isXCHMAMCPeak;
bool isXCHMAMCVale;
bool isXCHMAMCTrendsUp;
bool isXCHMAMCTrendsDown;
bool isXCHMAMCFastOverSlow;
bool isXCHMAMCFastUnderSlow;
bool isXCHMAMCFastCrossedOverSlow;
bool isXCHMAMCFastCrossedUnderSlow;
//
bool isXCHMALCPeak;
bool isXCHMALCVale;
bool isXCHMALCTrendsUp;
bool isXCHMALCTrendsDown;
bool isXCHMALCFastOverSlow;
bool isXCHMALCFastUnderSlow;
bool isXCHMALCFastCrossedOverSlow;
bool isXCHMALCFastCrossedUnderSlow;
};
Used Cases
for each Strategy we have some sort of Conditions, which i try to describe it here
//
// Define a Function based on Strategy and Signal Type ...
bool XStrategyHasLongSignal() {
//
// Define a result Variable to determines there is a Signal
// on Specific Time or not ...
bool result = false;
//
// Start Analysing Market based On Conditions ...
result =
//
// Base Condition:
// each Strategy must has a Base Conditions, which they are usually common combinations
// of Market Properties that must be happens to lookup for signals ...
(
//
false
//
)
//
&&
//
// Next Step is combine sorts of Conditions which make our choice
// so Exact in Market ...
(
//
false
//
)
//
&&
//
// Exceptions:
// there some commonly Exceptions which makes our choice incorrect,
// here we are combined knownly Exceptions ...
!(
//
// for Exception we used XLH Conditions as follow ...
//
// Check Conditions if Price In Signal Range ...
(xAU5Conditions.isXLHPriceInSignalRange &&
//
(
//
// Next Step is to Check LL and HH Same Style ...
//
// Check if Both LL and HH Same In Length ...
((xAU5Conditions.isXLHLLSameInLength &&
xAU5Conditions.isXLHHHSameInLength) &&
//
(
false)
//
)
//
||
//
// Check If LL Same In Length ...
((xAU5Conditions.isXLHLLSameInLength &&
!xAU5Conditions.isXLHHHSameInLength) &&
//
(
false)
//
)
//
||
//
// Check If HH is Same In Length ...
((xAU5Conditions.isXLHHHSameInLength &&
!xAU5Conditions.isXLHLLSameInLength) &&
//
(
false)
//
)
//
||
//
// Not Same LL or HH in Lenght ...
((!xAU5Conditions.isXLHHHSameInLength &&
!xAU5Conditions.isXLHLLSameInLength) &&
//
(
false)
//
)
//
)
//
)
//
||
//
// Check Conditions if Price is Under Signal ...
(
//
((xAU5Conditions.isXLHPriceUnderSignal ||
xAU5Conditions.isXLHPriceCrossedUnderSignal) &&
(
//
// Next Step is to Check LL and HH Same Style ...
//
// Check if Both LL and HH Same In Length ...
((xAU5Conditions.isXLHLLSameInLength &&
xAU5Conditions.isXLHHHSameInLength) &&
//
(
false)
//
)
//
||
//
// Check If LL Same In Length ...
((xAU5Conditions.isXLHLLSameInLength &&
!xAU5Conditions.isXLHHHSameInLength) &&
//
(
false)
//
)
//
||
//
// Check If HH is Same In Length ...
((xAU5Conditions.isXLHHHSameInLength &&
!xAU5Conditions.isXLHLLSameInLength) &&
//
(
false)
//
)
//
||
//
// Not Same LL or HH in Lenght ...
((!xAU5Conditions.isXLHHHSameInLength &&
!xAU5Conditions.isXLHLLSameInLength) &&
//
(
false)
//
)
//
)
//
)
//
)
//
||
//
// Check Conditions if Price is Over Signal ...
(
//
((xAU5Conditions.isXLHPriceOverSignal ||
xAU5Conditions.isXLHPriceCrossedOverSignal) &&
(
//
// Next Step is to Check LL and HH Same Style ...
//
// Check if Both LL and HH Same In Length ...
((xAU5Conditions.isXLHLLSameInLength &&
xAU5Conditions.isXLHHHSameInLength) &&
//
(
false)
//
)
//
||
//
// Check If LL Same In Length ...
((xAU5Conditions.isXLHLLSameInLength &&
!xAU5Conditions.isXLHHHSameInLength) &&
//
(
false)
//
)
//
||
//
// Check If HH is Same In Length ...
((xAU5Conditions.isXLHHHSameInLength &&
!xAU5Conditions.isXLHLLSameInLength) &&
//
(
false)
//
)
//
||
//
// Not Same LL or HH in Lenght ...
((!xAU5Conditions.isXLHHHSameInLength &&
!xAU5Conditions.isXLHLLSameInLength) &&
//
(
false)
//
)
//
)
//
)
//
)
//
||
//
// Check Conditions if Price is not has clear state ...
(
//
((!xAU5Conditions.isXLHPriceOverSignal &&
!xAU5Conditions.isXLHPriceUnderSignal &&
!xAU5Conditions.isXLHPriceInSignalRange &&
!xAU5Conditions.isXLHPriceCrossedOverSignal &&
!xAU5Conditions.isXLHPriceCrossedUnderSignal) &&
(
//
// Next Step is to Check LL and HH Same Style ...
//
// Check if Both LL and HH Same In Length ...
((xAU5Conditions.isXLHLLSameInLength &&
xAU5Conditions.isXLHHHSameInLength) &&
//
(
false)
//
)
//
||
//
// Check If LL Same In Length ...
((xAU5Conditions.isXLHLLSameInLength &&
!xAU5Conditions.isXLHHHSameInLength) &&
//
(
false)
//
)
//
||
//
// Check If HH is Same In Length ...
((xAU5Conditions.isXLHHHSameInLength &&
!xAU5Conditions.isXLHLLSameInLength) &&
//
(
false)
//
)
//
||
//
// Not Same LL or HH in Lenght ...
((!xAU5Conditions.isXLHHHSameInLength &&
!xAU5Conditions.isXLHLLSameInLength) &&
//
(
false)
//
)
//
)
//
)
//
)
//
)
//
;
//
// return the result ...
return result;
}
Common Cases
there are many conditions which contains a combination of one or more condition and they are most commonly used.
here i described them and document them for prevent time spending to write them in each used case ...
Resolve Stop Outs
in this step just focused on Peaks and Vales;
//
// Peaks ...
// Use Trends Down ...
//
(mConditions.isXCHMASCPeak &&
(mConditions.isXCHMASCFastOverSlow ||
mConditions.isXCHMASCFastCrossedOverSlow))
//
//
(mConditions.isXCHMAMCPeak &&
(mConditions.isXCHMAMCFastOverSlow ||
mConditions.isXCHMAMCFastCrossedOverSlow))
//
//
(mConditions.isXCHMALCPeak &&
(mConditions.isXCHMALCFastOverSlow ||
mConditions.isXCHMALCFastCrossedOverSlow))
//
// Vales ...
// Use Trends Up ...
//
(mConditions.isXCHMASCVale &&
(mConditions.isXCHMASCFastUnderSlow ||
mConditions.isXCHMASCFastCrossedUnderSlow))
//
//
(mConditions.isXCHMAMCVale &&
(mConditions.isXCHMAMCFastUnderSlow ||
mConditions.isXCHMAMCFastCrossedUnderSlow))
//
//
(mConditions.isXCHMALCVale &&
(mConditions.isXCHMALCFastUnderSlow ||
mConditions.isXCHMALCFastCrossedUnderSlow))
//
// Unders ...
//
((mConditions.isXCHMASCFastUnderSlow ||
mConditions.isXCHMASCFastCrossedUnderSlow) &&
(
//
()
//
)
//
)
//
//
((mConditions.isXCHMAMCFastUnderSlow ||
mConditions.isXCHMAMCFastCrossedUnderSlow) &&
(
//
()
//
)
//
)
//
//
((mConditions.isXCHMALCFastUnderSlow ||
mConditions.isXCHMALCFastCrossedUnderSlow) &&
(
//
()
//
)
//
)
//
//
// Overs ...
//
((mConditions.isXCHMASCFastOverSlow ||
mConditions.isXCHMASCFastCrossedOverSlow) &&
(
//
()
//
)
//
)
//
//
((mConditions.isXCHMAMCFastOverSlow ||
mConditions.isXCHMAMCFastCrossedOverSlow) &&
(
//
()
//
)
//
)
//
//
((mConditions.isXCHMALCFastOverSlow ||
mConditions.isXCHMALCFastCrossedOverSlow) &&
(
//
()
//
)
//
)
//
Resolve Old Guard Attacks
in this step complete conditions;
Resolve DrawDown Guard Attacks
in this step complete conditions;
XCHMA Max Min Exceptions
//
// Exception Cases for XCHMA Min or Max ...
(
//
// XCHMA MAX ...
(
//
(mConditions.isXCHMASCOverMax ||
mConditions.isXCHMASCCrossedOverMax) &&
(mConditions.isXCHMASCUnderMax ||
mConditions.isXCHMASCCrossedUnderMax)
//
)
//
||
//
// XCHMA MIN ...
(
//
(mConditions.isXCHMASCOverMin ||
mConditions.isXCHMASCCrossedOverMin) &&
(mConditions.isXCHMASCUnderMin ||
mConditions.isXCHMASCCrossedUnderMin)
//
)
)
XCHMA Cycles State
Short Cycle
//
// Check Bullish ...
bool isXCHMASCBullish =
//
(mConditions.isXCHMASCFastOverSlow ||
mConditions.isXCHMASCFastCrossedOverSlow)
//
;
//
// Check Full Bullish ...
bool isXCHMASCFullBullish =
//
(isXCHMASCBullish &&
!isXCHMASCTrendsDown)
//
;
//
// Check Bearish ...
bool isXCHMASCBearish =
//
(mConditions.isXCHMASCFastUnderSlow ||
mConditions.isXCHMASCFastCrossedUnderSlow)
//
;
//
// Check Full Bearish ...
bool isXCHMASCFullBearish =
//
(isXCHMASCBearish &&
!isXCHMASCTrendsDown)
//
;
//
// Check Not Vale and Peak ...
bool isXCHMASCNormal =
//
(!mConditions.isXCHMASCPeak &&
!mConditions.isXCHMASCVale)
//
;
Medium Cycle
//
// Check Bullish ...
bool isXCHMAMCBullish =
//
(mConditions.isXCHMAMCFastOverSlow ||
mConditions.isXCHMAMCFastCrossedOverSlow)
//
;
//
// Check Full Bullish ...
bool isXCHMAMCFullBullish =
//
(isXCHMAMCBullish &&
!isXCHMAMCTrendsDown)
//
;
//
// Check Bearish ...
bool isXCHMAMCBearish =
//
(mConditions.isXCHMAMCFastUnderSlow ||
mConditions.isXCHMAMCFastCrossedUnderSlow)
//
;
//
// Check Full Bearish ...
bool isXCHMAMCFullBearish =
//
(isXCHMAMCBearish &&
!isXCHMAMCTrendsDown)
//
;
//
// Check Not Vale and Peak ...
bool isXCHMAMCNormal =
//
(!mConditions.isXCHMAMCPeak &&
!mConditions.isXCHMAMCVale)
//
;
Long Cycle
//
// Check Bullish ...
bool isXCHMALCBullish =
//
(mConditions.isXCHMALCFastOverSlow ||
mConditions.isXCHMALCFastCrossedOverSlow)
//
;
//
// Check Full Bullish ...
bool isXCHMALCFullBullish =
//
(isXCHMALCBullish &&
!isXCHMALCTrendsDown)
//
;
//
// Check Bearish ...
bool isXCHMALCBearish =
//
(mConditions.isXCHMALCFastUnderSlow ||
mConditions.isXCHMALCFastCrossedUnderSlow)
//
;
//
// Check Full Bearish ...
bool isXCHMALCFullBearish =
//
(isXCHMALCBearish &&
!isXCHMALCTrendsDown)
//
;
//
// Check Not Vale and Peak ...
bool isXCHMALCNormal =
//
(!mConditions.isXCHMALCPeak &&
!mConditions.isXCHMALCVale)
//
;
XCHMA Bullish Trend
//
// XCHMA Bullish Trend ...
bool isXCHMABullish =
//
(
//
// All of Cycles Bullish ...
(isXCHMASCBullish &&
isXCHMAMCBullish &&
isXCHMALCBullish)
//
||
//
// Two of Cycles Bullish ...
(
//
(isXCHMASCBullish &&
isXCHMAMCBullish)
//
||
//
(isXCHMASCBullish &&
isXCHMALCBullish)
//
||
//
(isXCHMAMCBullish &&
isXCHMALCBullish)
//
)
)
//
;
//
// XCHMA Full Bullish Trend ...
bool isXCHMAFullBullish =
//
(
//
// All of Cycles Fully Bullish ...
(isXCHMASCFullBullish &&
isXCHMAMCFullBullish &&
isXCHMALCFullBullish)
//
||
//
// Two Of Cycles Fully Bullish ...
(
//
(isXCHMASCFullBullish &&
isXCHMAMCFullBullish)
//
||
//
(isXCHMASCFullBullish &&
isXCHMALCFullBullish)
//
||
//
(isXCHMAMCFullBullish &&
isXCHMALCFullBullish)
//
)
//
)
//
;
XCHMA Bearish Trend
//
// XCHMA Bearish Trend ...
bool isXCHMABearish =
//
(
//
// All of Cycles Bearish ...
(isXCHMASCBearish &&
isXCHMAMCBearish &&
isXCHMALCBearish)
//
||
//
// Two of Cycles Bearish ...
(
//
(isXCHMASCBearish &&
isXCHMAMCBearish)
//
||
//
(isXCHMASCBearish &&
isXCHMALCBearish)
//
||
//
(isXCHMAMCBearish &&
isXCHMALCBearish)
//
)
)
//
;
//
// XCHMA Full Bearish Trend ...
bool isXCHMAFullBearish =
//
(
//
// All of Cycles Fully Bearish ...
(isXCHMASCFullBearish &&
isXCHMAMCFullBearish &&
isXCHMALCFullBearish)
//
||
//
// Two Of Cycles Fully Bearish ...
(
//
(isXCHMASCFullBearish &&
isXCHMAMCFullBearish)
//
||
//
(isXCHMASCFullBearish &&
isXCHMALCFullBearish)
//
||
//
(isXCHMAMCFullBearish &&
isXCHMALCFullBearish)
//
)
//
)
//
;