Matt Corcoran
112 lines
3.3 KiB
Plaintext
112 lines
3.3 KiB
Plaintext
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class EntryState {
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public:
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int last_trigger_bar_long;
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int last_trigger_bar_short;
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int last_bl_cross_long;
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int last_bl_cross_short;
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int last_entry_long;
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int last_entry_short;
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// Constructor
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EntryState() {
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reset();
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}
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void reset() {
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last_trigger_bar_long = -1000;
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last_trigger_bar_short = -1000;
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last_bl_cross_long = -1000;
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last_bl_cross_short = -1000;
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last_entry_long = -1000;
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last_entry_short = -1000;
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}
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void update_trigger(bool trig_long, bool trig_short, int curr_bar) {
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if (trig_long) last_trigger_bar_long = curr_bar;
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if (trig_short) last_trigger_bar_short = curr_bar;
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}
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void update_baseline_cross(int curr_bar, double price, double baseline, double prev_price, double prev_baseline) {
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if (prev_price < prev_baseline && price > baseline)
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last_bl_cross_long = curr_bar;
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if (prev_price > prev_baseline && price < baseline)
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last_bl_cross_short = curr_bar;
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}
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void update_entry(bool is_long, int curr_bar) {
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if (is_long)
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last_entry_long = curr_bar;
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else
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last_entry_short = curr_bar;
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}
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int get_last_trigger(bool is_long) {
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return is_long ? last_trigger_bar_long : last_trigger_bar_short;
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}
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int get_last_cross(bool is_long) {
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return is_long ? last_bl_cross_long : last_bl_cross_short;
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}
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int get_last_entry(bool is_long) {
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return is_long ? last_entry_long : last_entry_short;
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}
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};
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// Snapshot of conditions for a potential entry signal
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struct EntryContext {
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bool trigger;
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bool confirm;
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bool volume;
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bool recent;
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bool base_ok;
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bool near;
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bool far;
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int last_entry;
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int last_cross;
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};
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// Utility: check if signal occurred recently
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bool is_recent(int signal_bar, int curr_bar, int lookback) {
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return (curr_bar - signal_bar) < lookback;
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}
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// Utility: build current entry condition context
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EntryContext build_entry_context(bool is_long, double price, double baseline, double atr,
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int last_cross, int last_entry,
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bool trigger, bool confirm, bool volume, bool recent) {
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EntryContext ctx;
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ctx.trigger = trigger;
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ctx.confirm = confirm;
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ctx.volume = volume;
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ctx.recent = recent;
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ctx.base_ok = is_long ? (price > baseline) : (price < baseline);
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ctx.near = MathAbs(price - baseline) <= atr;
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ctx.far = MathAbs(price - baseline) > atr;
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ctx.last_entry = last_entry;
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ctx.last_cross = last_cross;
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return ctx;
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}
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// Class wrapper for entry logic
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class EntryLogic {
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public:
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bool is_standard_entry(const EntryContext &ctx) {
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return ctx.trigger && ctx.confirm && ctx.volume && ctx.recent && ctx.base_ok && ctx.near;
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}
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bool is_pullback_entry(const EntryContext &ctx, int curr_bar) {
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return (curr_bar - ctx.last_cross <= 2) && ctx.confirm && ctx.volume && ctx.base_ok && ctx.far;
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}
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bool is_baseline_cross_entry(const EntryContext &ctx, double prev_price, double prev_baseline,double price, double baseline, bool is_long){
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bool crossed = is_long ? (prev_price < prev_baseline && price > baseline): (prev_price > prev_baseline && price < baseline);
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return crossed && ctx.confirm && ctx.volume && ctx.near;
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}
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bool is_continuation_entry(const EntryContext &ctx, int curr_bar, int look_back) {
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return (curr_bar - ctx.last_entry <= look_back) && ctx.last_entry > ctx.last_cross && ctx.trigger && ctx.confirm && ctx.base_ok;
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}
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};
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