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xMQL5/BKPS/14031003/X121SMCEA/Signals/x-121.smc.test.signal.class.mq5
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2024-12-23 19:31:05 +03:30

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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 X121SMCStrategyTestSignalConditions
{
//
// Props ...
//
string symbol;
ENUM_TIMEFRAMES period;
//
double sl;
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[];
//
// Trigger Props ...
//
// Constructor ...
X121SMCStrategyTestSignalConditions()
{
Clean();
}
//
// Tools ...
/**
* Cleaning Up ...
*/
void Clean()
{
//
sl = 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 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;
//
// Detect Imbalances ...
//
XPOIState state = decisionState;
//
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;
bool lookupForShort = isNewPeak && hasBearishOB && hasBearishFVG;
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 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;
//
ENUM_X_121_SMC_PROVIDERS provider = X_121_SMC_PROVIDER_SMPV;
string providerStr = ToString(provider);
//
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 &&
!isVerificationMarketBearish &&
!isConsolidationMarketBearish
//
;
//
bool isMarketReadyForShort =
//
// !isTriggerMarketBullish &&
// !isDecisionMarketBullish &&
!isAnalyseMarketBullish &&
!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;
}
//
// Tools Functions ...
//