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xMQL5/BKPS/14031106/X121SMCEA/Signals/x-121.smc.xobpv.signal.lib.mq5
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2025-01-25 03:57:57 +03:30

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///////////////////////////////////////////////////////
//
// SaherElm IT Center MQL5 X121 SMC Signal Class
// -------------------------------------------------
// Name: X
// 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 "../../Libraries/x-trade.lib"
#include "../Classes/x-121.smc.market.cycle.helper.class.mq5"
#include "../Libraries/x-121.smc.lib.mq5"
//
// Definitions ...
struct X121SMCStrategyXOBPVSignalConditions
{
//
// 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 pivot;
double point;
//
XCOrderBlock *bullishOBs[];
XCOrderBlock *bearishOBs[];
//
// Constructor ...
X121SMCStrategyXOBPVSignalConditions()
{
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()
{
//
pivot = 0;
point = 0;
//
Clean(bullishOBs);
Clean(bearishOBs);
//
}
//
int CountBullishOBs()
{
return ArraySize(bullishOBs);
}
//
bool HasBullishOBs()
{
return IsValidSize(CountBullishOBs());
}
//
int CountBearishOBs()
{
return ArraySize(bearishOBs);
}
//
bool HasBearishOBs()
{
return IsValidSize(CountBearishOBs());
}
//
};
//
// Signaller Data Sources ...
X121SMCStrategyXOBPVSignalConditions mXOBPVConditions;
X121SMCStrategyXOBPVSignalConditions mXOBPVConditionsCollection[];
//
// Extension Functions ...
//
// Detect Setup Conditions ...
bool DetectX121SMCXOBPVSignalSetup(
string _symbol,
ENUM_TIMEFRAMES _period,
//
X121SMCStrategyXOBPVSignalConditions &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 = decisionCycleHelper.GetBar(
zBar,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = decisionCycleHelper.GetBar(
cBar,
cIndex //
);
if (!result)
{
return result;
}
//
XOHCL pBar;
result = decisionCycleHelper.GetBar(
pBar,
pIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
double points = GetPoints(symbol);
//
int swingLoopback = 3;
double ll = cBar.FindLowest(swingLoopback, MODE_LOW);
double hh = cBar.FindHighest(swingLoopback, MODE_HIGH);
double llDown = cBar.FindLowesttDown(swingLoopback);
double hhUp = cBar.FindHighestUp(swingLoopback);
//
// 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;
//
// Cycle X121Conditions ...
X121Conditions triggerXOBPVConditions = triggerConditions.x121Conditions;
X121Conditions decisionXOBPVConditions = decisionConditions.x121Conditions;
X121Conditions analyseXOBPVConditions = analyseConditions.x121Conditions;
X121Conditions verificationXOBPVConditions = verificationConditions.x121Conditions;
X121Conditions consolidationXOBPVConditions = consolidationConditions.x121Conditions;
X121Conditions visionXOBPVConditions = visionConditions.x121Conditions;
//
// Setup Conditions ...
//
// Detect Trend ...
//
// Consolidation ...
ENUM_X_DIRECTION consolidationTrendDir;
bool hasConsolidationTrend =
consolidationCycleHelper
.DetectMarketStructure(
consolidationTrendDir //
);
bool hasConsolidationBullishTrend =
hasConsolidationTrend &&
IsBullish(consolidationTrendDir);
bool hasConsolidationBearishTrend =
hasConsolidationTrend &&
IsBearish(consolidationTrendDir);
//
// Verification ...
ENUM_X_DIRECTION verificationTrendDir;
bool hasVerificationTrend =
verificationCycleHelper
.DetectMarketStructure(
verificationTrendDir //
);
bool hasVerificationBullishTrend =
hasVerificationTrend &&
IsBullish(verificationTrendDir);
bool hasVerificationBearishTrend =
hasVerificationTrend &&
IsBearish(verificationTrendDir);
//
// Analyse ...
ENUM_X_DIRECTION analyseTrendDir;
bool hasAnalyseTrend =
analyseCycleHelper
.DetectMarketStructure(
analyseTrendDir //
);
bool hasAnalyseBullishTrend =
hasAnalyseTrend &&
IsBullish(analyseTrendDir);
bool hasAnalyseBearishTrend =
hasAnalyseTrend &&
IsBearish(analyseTrendDir);
//
// Decision ...
ENUM_X_DIRECTION decisionTrendDir;
bool hasDecisionTrend =
decisionCycleHelper
.DetectMarketStructure(
decisionTrendDir //
);
bool hasDecisionBullishTrend =
hasDecisionTrend &&
IsBullish(decisionTrendDir);
bool hasDecisionBearishTrend =
hasDecisionTrend &&
IsBearish(decisionTrendDir);
//
// Detect Bar State ...
//
// PinBar ...
ENUM_X_DIRECTION cBarPinDir;
bool isCBarPin = decisionCycleHelper
.mBarAnalyser
.IsPinBar(
cBar,
cBarPinDir,
1 //
);
bool isCBarBullishPin =
isCBarPin &&
IsBullish(cBarPinDir);
bool isCBarBearishPin =
isCBarPin &&
IsBearish(cBarPinDir);
//
// Engulf ...
ENUM_X_DIRECTION cBarEngulfDir;
bool isCBarEngulfed = decisionCycleHelper
.mBarAnalyser
.IsEngulfBar(
cBar,
cBarEngulfDir,
0 // Extended ...
);
bool isCBarBullishEngulfed =
isCBarEngulfed &&
IsBullish(cBarEngulfDir);
bool isCBarBearishEngulfed =
isCBarEngulfed &&
IsBearish(cBarEngulfDir);
//
// Momentum ...
ENUM_X_DIRECTION cBarMomentumDir;
bool isCBarMomentum = decisionCycleHelper
.mBarAnalyser
.IsMomentumBar(
cBar,
cBarMomentumDir,
0 // Extended ...
);
bool isCBarBullishMomentum =
isCBarMomentum &&
IsBullish(cBarMomentumDir);
bool isCBarBearishMomentum =
isCBarMomentum &&
IsBearish(cBarMomentumDir);
//
// Reject ...
ENUM_X_DIRECTION cBarRejectDir;
bool isCBarRejected = decisionCycleHelper
.mBarAnalyser
.IsRejectionBar(
cBar,
cBarRejectDir,
0 // Extended ...
);
bool isCBarBullishRejected =
isCBarRejected &&
IsBullish(cBarRejectDir);
bool isCBarBearishRejected =
isCBarRejected &&
IsBearish(cBarRejectDir);
//
// Pull Back ...
ENUM_X_DIRECTION cBarPullbackDir;
bool isCBarPullbacked =
decisionCycleHelper
.mBarAnalyser
.HasPullBack(
cBarPullbackDir,
cBar //
);
bool isCBarBullishPullbacked =
isCBarPullbacked &&
IsBullish(cBarPullbackDir);
bool isCBarBearishPullbacked =
isCBarPullbacked &&
IsBearish(cBarPullbackDir);
//
// HH/LL Break ...
//
bool isCBarBreaksUpHH = IsBarBreak(
hh,
X_DIRECTION_BULLISH,
cBar //
);
//
bool isCBarBreaksDownLL = IsBarBreak(
hh,
X_DIRECTION_BEARISH,
cBar //
);
//
// Bars Pattern and Power and Pressures ...
//
bool hasCBarBullishPattern =
decisionCycleHelper
.mBarAnalyser
.HasBullishPattern(
cBar,
2 //
);
//
bool hasCBarBearishPattern =
decisionCycleHelper
.mBarAnalyser
.HasBearishPattern(
cBar,
2 //
);
//
bool isCBarHasBullishPower =
decisionCycleHelper
.mBarAnalyser
.HasBullishPower(
cBar,
2 //
);
//
bool isCBarHasBearishPower =
decisionCycleHelper
.mBarAnalyser
.HasBearishPower(
cBar,
2 //
);
//
bool isCBarHasBullishPressure =
decisionCycleHelper
.mBarAnalyser
.HasBullishPressure(
cBar,
2 //
);
//
bool isCBarHasBearishPressure =
decisionCycleHelper
.mBarAnalyser
.HasBearishPressure(
cBar,
2 //
);
//
// Bar Checking Summary ...
//
// Bullish ...
bool isCBarBullishFormed =
//
(
//
hasCBarBullishPattern &&
isCBarHasBullishPower &&
isCBarHasBullishPressure
//
)
//
||
//
(
//
isCBarBullishPin ||
isCBarBreaksUpHH ||
isCBarBullishEngulfed ||
isCBarBullishMomentum ||
isCBarBullishRejected
//
)
//
;
//
// Bearish ...
bool isCBarBearishFormed =
//
(
//
hasCBarBearishPattern &&
isCBarHasBearishPower &&
isCBarHasBearishPressure
//
)
//
||
//
(
//
isCBarBearishPin ||
isCBarBreaksDownLL ||
isCBarBearishEngulfed ||
isCBarBearishMomentum ||
isCBarBearishRejected
//
)
//
;
//
// Detect Order Block ...
//
bool hasBullishOrderBlocks = conditions.HasBullishOBs();
int bullishOrderBlocksCount = conditions.CountBullishOBs();
//
bool hasBearishOrderBlocks = conditions.HasBearishOBs();
int bearishOrderBlocksCount = conditions.CountBearishOBs();
//
bool hasOrderBlocks = hasBullishOrderBlocks &&
hasBearishOrderBlocks;
if (!hasOrderBlocks)
{
//
XCOrderBlock *bullishOBs[];
XCOrderBlock *bearishOBs[];
bool hasOrderBlocks = visionCycleHelper.DetectOrderBlocks(
bullishOBs,
bearishOBs //
);
//
if (!hasBullishOrderBlocks)
{
//
Copy(
bullishOBs,
conditions.bullishOBs //
);
}
//
if (!hasBearishOrderBlocks)
{
//
Copy(
bearishOBs,
conditions.bearishOBs //
);
}
//
hasBullishOrderBlocks = conditions.HasBullishOBs();
bullishOrderBlocksCount = conditions.CountBullishOBs();
//
hasBearishOrderBlocks = conditions.HasBearishOBs();
bearishOrderBlocksCount = conditions.CountBearishOBs();
}
//
bool hasOldestBullishOB = false;
bool hasYoungestBullishOB = false;
XCOrderBlock *oldestBullishOB = NULL;
XCOrderBlock *youngestBullishOB = NULL;
if (hasBullishOrderBlocks)
{
//
XCZone *zones[];
bool isConverted = ToZone(
conditions.bullishOBs,
zones //
);
//
int oldestIDX = GetOldest(zones);
hasOldestBullishOB = IsValidIndex(oldestIDX);
if (hasOldestBullishOB)
{
oldestBullishOB = conditions.bullishOBs[oldestIDX];
}
//
int youngestIDX = GetYoungest(zones);
hasYoungestBullishOB = IsValidIndex(youngestIDX);
if (hasYoungestBullishOB)
{
youngestBullishOB = conditions.bullishOBs[youngestIDX];
}
}
//
bool hasOldestBearishOB = false;
bool hasYoungestBearishOB = false;
XCOrderBlock *oldestBearishOB = NULL;
XCOrderBlock *youngestBearishOB = NULL;
if (hasBearishOrderBlocks)
{
//
XCZone *zones[];
bool isConverted = ToZone(
conditions.bearishOBs,
zones //
);
//
int oldestIDX = GetOldest(zones);
hasOldestBearishOB = IsValidIndex(oldestIDX);
if (hasOldestBearishOB)
{
oldestBearishOB = conditions.bearishOBs[oldestIDX];
}
//
int youngestIDX = GetYoungest(zones);
hasYoungestBearishOB = IsValidIndex(youngestIDX);
if (hasYoungestBearishOB)
{
youngestBearishOB = conditions.bearishOBs[youngestIDX];
}
}
//
bool hasPriceInsideOB = false;
XCOrderBlock *priceInsideOB = NULL;
//
if (!hasPriceInsideOB &&
hasBullishOrderBlocks)
{
//
for (int i = 0; i < bullishOrderBlocksCount; i++)
{
//
XCOrderBlock *iOb = conditions.bullishOBs[i];
//
bool isInside = IsPriceInsideZone(
decisionXOBPVConditions.valesBuffer[1],
(XCZone *)iOb //
);
if (isInside)
{
//
hasPriceInsideOB = true;
priceInsideOB = iOb;
break;
}
}
}
//
if (!hasPriceInsideOB &&
hasBearishOrderBlocks)
{
//
for (int i = 0; i < bearishOrderBlocksCount; i++)
{
//
XCOrderBlock *iOb = conditions.bearishOBs[i];
//
bool isInside = IsPriceInsideZone(
decisionXOBPVConditions.peaksBuffer[1],
(XCZone *)iOb //
);
if (isInside)
{
//
hasPriceInsideOB = true;
priceInsideOB = iOb;
break;
}
}
}
//
XStateZones obState;
bool hasOBState = false;
XOHCL priceInsideOBBreakerBar;
if (hasPriceInsideOB)
{
//
XOHCL toBar;
XOHCL fromBar;
ENUM_X_DIRECTION forDir =
priceInsideOB.IsBullish()
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
bool hasBreakerBar = HasBreakerBar(
toBar,
fromBar,
priceInsideOBBreakerBar,
forDir,
priceInsideOB.GetSymbol(),
priceInsideOB.GetPeriod(),
(XCZone *)priceInsideOB //
);
if (hasBreakerBar)
{
//
CalculateStateZones(
obState,
consolidationState,
priceInsideOB.Upper(),
priceInsideOB.Lower(),
priceInsideOBBreakerBar.time //
);
}
//
hasOBState = obState.IsValid();
}
//
bool isSameCyclesPeak =
//
triggerXOBPVConditions.peaksBuffer[1] == decisionXOBPVConditions.peaksBuffer[1] &&
decisionXOBPVConditions.peaksBuffer[1] == analyseXOBPVConditions.peaksBuffer[1] &&
analyseXOBPVConditions.peaksBuffer[1] == verificationXOBPVConditions.peaksBuffer[1] &&
verificationXOBPVConditions.peaksBuffer[1] == consolidationXOBPVConditions.peaksBuffer[1]
//
;
//
bool isSameCyclesVale =
//
triggerXOBPVConditions.valesBuffer[1] == decisionXOBPVConditions.valesBuffer[1] &&
decisionXOBPVConditions.valesBuffer[1] == analyseXOBPVConditions.valesBuffer[1] &&
analyseXOBPVConditions.valesBuffer[1] == verificationXOBPVConditions.valesBuffer[1] &&
verificationXOBPVConditions.valesBuffer[1] == consolidationXOBPVConditions.valesBuffer[1]
//
;
//
bool hasSameCyclesPV =
hasOBState &&
hasPriceInsideOB &&
(isSameCyclesPeak ||
isSameCyclesVale);
//
// DRAW ...
//
//
XCBaseObject *drawnObjects[];
//
if (hasBullishOrderBlocks)
{
//
for (int i = 0; i < bullishOrderBlocksCount; i++)
{
//
XCOrderBlock *iOb = conditions.bullishOBs[i];
//
XCBullishOrderBlockObject *iObObj;
bool isCreated = visionCycleHelper
.mPOIDrawer
.CreateBullishOrderBlock(
iOb,
iObObj //
);
if (isCreated)
{
//
Add(
(XCBaseObject *)iObObj,
drawnObjects //
);
}
}
}
//
if (hasBearishOrderBlocks)
{
//
for (int i = 0; i < bearishOrderBlocksCount; i++)
{
//
XCOrderBlock *iOb = conditions.bearishOBs[i];
//
XCBearishOrderBlockObject *iObObj;
bool isCreated = visionCycleHelper
.mPOIDrawer
.CreateBearishOrderBlock(
iOb,
iObObj //
);
if (isCreated)
{
//
Add(
(XCBaseObject *)iObObj,
drawnObjects //
);
}
}
}
//
// if (hasOldestBullishOB)
// {
// //
// XCBullishOrderBlockObject *iObj;
// bool isCreated = visionCycleHelper
// .mPOIDrawer
// .CreateBullishOrderBlock(
// oldestBullishOB,
// iObj //
// );
// if (isCreated)
// {
// }
// }
// //
// if (hasYoungestBullishOB)
// {
// //
// XCBullishOrderBlockObject *iObj;
// bool isCreated = visionCycleHelper
// .mPOIDrawer
// .CreateBullishOrderBlock(
// youngestBullishOB,
// iObj //
// );
// if (isCreated)
// {
// }
// }
// //
// if (hasOldestBearishOB)
// {
// //
// XCBearishOrderBlockObject *iObj;
// bool isCreated = visionCycleHelper
// .mPOIDrawer
// .CreateBearishOrderBlock(
// oldestBearishOB,
// iObj //
// );
// if (isCreated)
// {
// }
// }
// //
// if (hasYoungestBearishOB)
// {
// //
// XCBearishOrderBlockObject *iObj;
// bool isCreated = visionCycleHelper
// .mPOIDrawer
// .CreateBearishOrderBlock(
// youngestBearishOB,
// iObj //
// );
// if (isCreated)
// {
// }
// }
//
if (hasPriceInsideOB)
{
//
bool isBullish = priceInsideOB.IsBullish();
//
bool isCreated = false;
XCBaseObject *iObObj = NULL;
if (isBullish)
{
//
XCBullishOrderBlockObject *iObj;
isCreated = visionCycleHelper
.mPOIDrawer
.CreateBullishOrderBlock(
priceInsideOB,
iObj //
);
//
if (isCreated)
{
//
iObj.ZoneColor(clrYellow);
iObObj = (XCBaseObject *)iObj;
}
}
else
{
//
XCBearishOrderBlockObject *iObj;
isCreated = visionCycleHelper
.mPOIDrawer
.CreateBearishOrderBlock(
priceInsideOB,
iObj //
);
//
if (isCreated)
{
//
iObj.ZoneColor(clrOrangeRed);
iObObj = (XCBaseObject *)iObj;
}
}
//
if (isCreated)
{
//
Add(
iObObj,
drawnObjects //
);
}
}
//
if (hasOBState)
{
//
XCBaseObject *stateObjects[];
int stateObjectsCount = consolidationCycleHelper
.mPOIDrawer
.DrawStateZones(
obState,
stateObjects //
);
if (IsValidSize(stateObjectsCount))
{
//
Copy(
stateObjects,
drawnObjects,
false //
);
}
}
//
int drawnCount = ArraySize(drawnObjects);
if (IsValidSize(drawnCount))
{
}
//
//
//
//
// Summarize Conditions ...
//
bool isCondition1Bullish =
//
hasSameCyclesPV &&
isCBarBullishFormed &&
priceInsideOB.IsBullish() &&
//
(decisionXOBPVConditions.isBreakedUpPrevSar ||
decisionXOBPVConditions.isBreakedUpPrevStr ||
decisionXOBPVConditions.isVWapMaxBreakedUp ||
decisionXOBPVConditions.isBreakedUpPrevCheMax ||
decisionXOBPVConditions.isBreakedUpPrevAtrLower) &&
//
(decisionXOBPVConditions.isSarSwitchedToBullish ||
decisionXOBPVConditions.isStrSwitchedToBullish ||
decisionXOBPVConditions.isCheSwitchedToBullish ||
decisionXOBPVConditions.isVWapSwitchedToBullishState ||
decisionXOBPVConditions.isVWapSwitchedToBullishOrdered)
//
;
//
bool isCondition1Bearish =
//
hasSameCyclesPV &&
isCBarBearishFormed &&
priceInsideOB.IsBearish() &&
//
(decisionXOBPVConditions.isBreakedDownPrevSar ||
decisionXOBPVConditions.isBreakedDownPrevStr ||
decisionXOBPVConditions.isVWapMinBreakedDown ||
decisionXOBPVConditions.isBreakedDownPrevCheMin ||
decisionXOBPVConditions.isBreakedDownPrevAtrUpper) &&
//
(decisionXOBPVConditions.isSarSwitchedToBearish ||
decisionXOBPVConditions.isStrSwitchedToBearish ||
decisionXOBPVConditions.isCheSwitchedToBearish ||
decisionXOBPVConditions.isVWapSwitchedToBearishState ||
decisionXOBPVConditions.isVWapSwitchedToBearishOrdered)
//
;
//
bool hasCondition1 = isCondition1Bullish ||
isCondition1Bearish;
if (hasCondition1)
{
//
ENUM_X_DIRECTION pzDir =
isCondition1Bullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
double point = GetEntry(
conditions.symbol,
pzDir //
);
//
// Manipulate Conditions Point ...
//
conditions.point = point;
//
// Manipulate Conditions Pivot ...
//
conditions.pivot =
isCondition1Bullish
? priceInsideOB.Upper()
: priceInsideOB.Lower();
}
//
//
//
//
isBullish =
//
isCondition1Bullish
//
;
//
isBearish =
//
isCondition1Bearish
//
;
//
result = isBullish ||
isBearish;
if (!result)
{
//
// Cleanup Arrays ...
ArrayFree(triggerPoiEvents);
ArrayFree(triggerCycleEvents);
ArrayFree(decisionPoiEvents);
ArrayFree(decisionCycleEvents);
ArrayFree(analysePoiEvents);
ArrayFree(analyseCycleEvents);
ArrayFree(verificationPoiEvents);
ArrayFree(verificationCycleEvents);
ArrayFree(consolidationPoiEvents);
ArrayFree(consolidationCycleEvents);
ArrayFree(visionPoiEvents);
ArrayFree(visionCycleEvents);
//
return result;
}
//
conditions.setupTime = cTime;
conditions.dir =
isBullish
? X_DIRECTION_BULLISH
: X_DIRECTION_BEARISH;
//
// Cleanup Arrays ...
ArrayFree(triggerPoiEvents);
ArrayFree(triggerCycleEvents);
ArrayFree(decisionPoiEvents);
ArrayFree(decisionCycleEvents);
ArrayFree(analysePoiEvents);
ArrayFree(analyseCycleEvents);
ArrayFree(verificationPoiEvents);
ArrayFree(verificationCycleEvents);
ArrayFree(consolidationPoiEvents);
ArrayFree(consolidationCycleEvents);
ArrayFree(visionPoiEvents);
ArrayFree(visionCycleEvents);
//
return result;
}
//
// Detect Trigger Conditions ...
bool DetectX121SMCXOBPVSignalTrigger(
//
X121SMCStrategyXOBPVSignalConditions &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 = IsBullish(setupDir);
bool isBearish = IsBearish(setupDir);
//
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 = decisionCycleHelper.GetBar(
zBar,
zIndex //
);
if (!result)
{
return result;
}
//
XOHCL cBar;
result = decisionCycleHelper.GetBar(
cBar,
cIndex //
);
if (!result)
{
return result;
}
//
XOHCL pBar;
result = decisionCycleHelper.GetBar(
pBar,
pIndex //
);
if (!result)
{
return result;
}
//
double ask = GetAsk(symbol);
double bid = GetBid(symbol);
datetime cTime = TimeCurrent();
double points = GetPoints(symbol);
//
int swingLoopback = 9;
double ll = cBar.FindLowest(swingLoopback, MODE_LOW);
double hh = cBar.FindHighest(swingLoopback, MODE_HIGH);
double llDown = cBar.FindLowesttDown(swingLoopback);
double hhUp = cBar.FindHighestUp(swingLoopback);
//
// Cycles Conditions ...
//
// Decision ...
ENUM_XPOI_EVENTS decisionPoiEvents[];
ENUM_X_CYCLE_EVENTS decisionCycleEvents[];
X121SMCCycleConditions decisionConditions;
result = decisionCycleHelper.GetConditions(
decisionCycleEvents,
decisionPoiEvents,
decisionConditions,
zIndex,
loopback //
);
if (!result)
{
return result;
}
//
// Cycles POI States ...
XPOIState decisionState = decisionConditions.state;
//
// Cycle X121Conditions ...
X121Conditions decisionXOBPVConditions = decisionConditions.x121Conditions;
//
// Trigger Conditions ...
//
// Slopes ...
//
bool isRsiSlopeBullish = decisionXOBPVConditions.isRsiSlopeBullish;
bool isStrSlopeBullish = decisionXOBPVConditions.isStrSlopeBullish;
bool isAtrUpperSlopeBullish = decisionXOBPVConditions.isAtrUpperSlopeBullish;
bool isAtrLowerSlopeBullish = decisionXOBPVConditions.isAtrLowerSlopeBullish;
bool isVwapFastSlopeBullish = decisionXOBPVConditions.isVwapFastSlopeBullish;
bool isVwapMidSlopeBullish = decisionXOBPVConditions.isVwapMidSlopeBullish;
bool isVwapSlowSlopeBullish = decisionXOBPVConditions.isVwapSlowSlopeBullish;
//
bool isRsiSlopeBearish = decisionXOBPVConditions.isRsiSlopeBearish;
bool isStrSlopeBearish = decisionXOBPVConditions.isStrSlopeBearish;
bool isAtrUpperSlopeBearish = decisionXOBPVConditions.isAtrUpperSlopeBearish;
bool isAtrLowerSlopeBearish = decisionXOBPVConditions.isAtrLowerSlopeBearish;
bool isVwapFastSlopeBearish = decisionXOBPVConditions.isVwapFastSlopeBearish;
bool isVwapMidSlopeBearish = decisionXOBPVConditions.isVwapMidSlopeBearish;
bool isVwapSlowSlopeBearish = decisionXOBPVConditions.isVwapSlowSlopeBearish;
//
bool isSlopesBullish =
isRsiSlopeBullish &&
isStrSlopeBullish &&
isAtrUpperSlopeBullish &&
isAtrLowerSlopeBullish &&
isVwapFastSlopeBullish &&
isVwapMidSlopeBullish &&
isVwapSlowSlopeBullish;
//
bool isSlopesBearish =
isRsiSlopeBearish &&
isStrSlopeBearish &&
isAtrUpperSlopeBearish &&
isAtrLowerSlopeBearish &&
isVwapFastSlopeBearish &&
isVwapMidSlopeBearish &&
isVwapSlowSlopeBearish;
//
double point = conditions.point;
bool isPointBreaked = IsBarBreak(
point,
setupDir,
cBar //
);
//
// Summary ...
//
isBullish =
//
isBullish // &&
// isPointBreaked &&
// isSlopesBullish
//
;
//
isBearish =
//
isBearish // &&
// isPointBreaked &&
// isSlopesBearish
//
;
//
result = isBullish ||
isBearish;
if (!result)
{
//
// Cleanup Setup Conditions ...
int setupAge = conditions.GetSetupAge();
if (IsValidSize(setupAge) &&
IsValidSize(maxAllowedSetupAge) &&
setupAge >= maxAllowedSetupAge)
{
conditions.Clean();
}
//
// Cleanup Arrays ...
ArrayFree(decisionPoiEvents);
ArrayFree(decisionCycleEvents);
//
return result;
}
//
// Detect Nearest Pivot Point ...
//
double entry = GetEntry(
conditions.symbol,
setupDir //
);
//
double sls[];
Add(
conditions.pivot,
sls //
);
//
double iAtr = decisionConditions.x121Conditions.atrBuffer[1];
iAtr *= 1.5;
//
double slsMin = GetMin(sls);
double slsMax = GetMax(sls);
//
double sl = isBullish
? slsMin - iAtr
: slsMax + iAtr;
double risk = MathAbs(entry - sl);
//
// Filling Conditions Props ...
conditions.sl = sl;
// conditions.target = target;
conditions.triggerTime = cTime;
conditions.type = isBullish
? X_POSITION_TYPE_LONG
: X_POSITION_TYPE_SHORT;
//
// Cleanup Arrays ...
ArrayFree(decisionPoiEvents);
ArrayFree(decisionCycleEvents);
//
return result;
}
//
bool DetectX121SMCXOBPVGuards(
X121SMCGuard &guards[],
const XPosition &positions[],
XC121SMCCycleHelper *triggerCycleHelper,
XC121SMCCycleHelper *decisionCycleHelper,
XC121SMCCycleHelper *analyseCycleHelper,
XC121SMCCycleHelper *verificationCycleHelper,
XC121SMCCycleHelper *consolidationCycleHelper,
XC121SMCCycleHelper *visionCycleHelper //
)
{
//
bool result = false;
//
string provider = ToString(X_121_SMC_PROVIDER_X);
//
// result = DetectX121SMCGuards(
// provider,
// guards,
// positions,
// triggerCycleHelper,
// decisionCycleHelper,
// analyseCycleHelper,
// verificationCycleHelper,
// consolidationCycleHelper,
// visionCycleHelper //
// );
//
return result;
}
//
int AddX121SMCXOBPVConditionsIfNotExists(
X121SMCStrategyXOBPVSignalConditions &item,
X121SMCStrategyXOBPVSignalConditions &items[],
int maxAllowed = 10 //
)
{
//
int result = 0;
//
bool isSetuped = IsValid(item.setupTime) &&
HasDirection(item.dir);
if (!isSetuped)
{
return result;
}
//
int count = ArraySize(items);
if (IsValidSize(count))
{
//
// Copy Original Items ...
X121SMCStrategyXOBPVSignalConditions tmpItems[];
Copy(
items,
tmpItems //
);
//
// Prese Item Data ...
bool isBullish = IsBullish(item.dir);
//
for (int i = 0; i < count; i++)
{
//
X121SMCStrategyXOBPVSignalConditions iItem = tmpItems[i];
//
bool canRemove = item.dir == iItem.dir &&
item.pivot == iItem.pivot;
if (canRemove)
{
//
ArrayRemove(
items,
i,
1 //
);
}
}
//
Clean(tmpItems);
}
//
AddRef(
item,
items //
);
//
// Remove Olds ...
CleanupArray(
items,
maxAllowed //
);
//
result = ArraySize(items);
//
return result;
}
//
int DrawX121SMCXOBPVConditions(
X121SMCStrategyXOBPVSignalConditions &conditions,
XCBaseObject *&drawnObjects[],
XCPOIDrawer *drawer //
)
{
//
int result = 0;
//
Clean(drawnObjects);
//
if (drawer == NULL)
{
return result;
}
//
bool isSetuped = conditions.IsSetuped();
if (!isSetuped)
{
return result;
}
//
return result;
}
//