cfvgclosedbarengine (1).mq5

#property version     "1.10"
#property description "Non-repainting three-bar Fair Value Gap engine with Consequent Encroachment."
#property indicator_chart_window
#property indicator_plots 0

enum ENUM_MITIGATION_MODE
  {
   MITIGATION_TRIM,    // Shorten the rectangle to the mitigation bar
   MITIGATION_DELETE,  // Remove the rectangle once the gap is filled
   MITIGATION_DIM,     // Keep it visible but greyed out
   MITIGATION_NONE     // Leave the rectangle at full length
  };

input int                  InpLookbackBars   = 300;               // Bars scanned on attach
input double               InpMinGapPoints   = 0.0;               // Minimum gap size in points (0 = auto)
input ENUM_MITIGATION_MODE InpMitigationMode = MITIGATION_TRIM;   // Mitigation presentation
input bool                 InpShowBullish    = true;              // Detect bullish FVGs
input bool                 InpShowBearish    = true;              // Detect bearish FVGs
input bool                 InpShowCE         = true;              // Draw the 50% Consequent Encroachment
input int                  InpExtendBars     = 20;                // Forward extension of open gaps (bars)
input bool                 InpAlertTouch     = true;              // Alert the first time price enters a gap

input int                  InpAuditDepth     = 50;                // Closed bars re-checked on attach (0 = off)

input color                InpBullBorder     = clrMediumSeaGreen;
input color                InpBullFill       = C'220,245,230';
input color                InpBullCE         = clrSeaGreen;
input color                InpBearBorder     = clrIndianRed;
input color                InpBearFill       = C'255,230,230';
input color                InpBearCE         = clrFireBrick;
input color                InpDimBorder      = clrLightGray;
input color                InpDimFill        = C'235,235,235';

struct SFvgRecord
  {
   bool        bullish;          // Direction of the imbalance
   int         impulseIndex;     // Bar index of the third bar, which completed the gap
   datetime    impulseTime;      // Open time of the middle (impulse) bar, one bar before it
   datetime    startTime;        // Open time of the bar before the impulse
   double      top;              // Upper price edge of the gap
   double      bottom;           // Lower price edge of the gap
   double      ce;               // Consequent Encroachment (midpoint)
   bool        mitigated;        // State machine flag
   datetime    mitigatedTime;    // When it was first touched
   bool        alertFired;       // Guard so we alert only once per gap
   datetime    lastWarnBar;      // Bar on which a provisional warning was shown
   string      boxName;          // Chart object holding the rectangle
   string      ceName;           // Chart object holding the midpoint line
  };

SFvgRecord g_fvg[];      // All gaps currently tracked
int        g_count    = 0; // Number of valid entries in g_fvg
int        g_nextIdx  = 0; // Next bar index to test for a new gap
int        g_scannedLo = 0;// Oldest bar index actually scanned
datetime   g_lastBar  = 0; // Bar time processed by the last incremental pass
datetime   g_firstBar = 0; // Oldest bar on the chart, used to detect a rebuild

const string OBJ = "cfvg_";

int OnInit()
  {
      // код доступен только после оплаты
   }

void OnDeinit(const int reason)
  {
   ObjectsDeleteAll(0, OBJ);
   ChartRedraw();
  }

int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
      // код доступен только после оплаты
   }

void RebuildAll(const int total,
                const datetime &time[],
                const double &high[],
                const double &low[])
  {
   ObjectsDeleteAll(0, OBJ);
   ArrayResize(g_fvg, 0);
   g_count     = 0;
   g_nextIdx   = MathMax(2, total - InpLookbackBars);
   g_scannedLo = g_nextIdx;

   const int lastClosed = total - 2;

   for(int i = g_nextIdx; i <= lastClosed; i++)
      TryAddGap(i, total, time, high, low);

   g_nextIdx = lastClosed + 1;

   const datetime rightEdge = (datetime)(time[total - 1] + PeriodSeconds() * InpExtendBars);
   for(int g = 0; g < g_count; g++)
      ExtendObject(g_fvg[g], rightEdge);

   ChartRedraw();
  }

void ExtendScan(const int total,
                const datetime &time[],
                const double &high[],
                const double &low[])
  {
   const int lastClosed = total - 2;

   for(int i = g_nextIdx; i <= lastClosed; i++)
      TryAddGap(i, total, time, high, low);

   g_nextIdx = total - 1;

   for(int g = 0; g < g_count; g++)
     {
      if(g_fvg[g].mitigated)
         continue;

      if(g_fvg[g].impulseIndex >= lastClosed)
         continue;
      if(IsTouched(g_fvg[g], low[lastClosed], high[lastClosed]))
        {
         g_fvg[g].mitigated     = true;
         g_fvg[g].mitigatedTime = time[lastClosed];
         OnMitigated(g, time[lastClosed]);
        }
     }

   const datetime rightEdge = (datetime)(time[total - 1] + PeriodSeconds() * InpExtendBars);
   for(int g = 0; g < g_count; g++)
      ExtendObject(g_fvg[g], rightEdge);

   ChartRedraw();
  }

void TryAddGap(const int i,
               const int total,
               const datetime &time[],
               const double &high[],
               const double &low[])
  {
   const double minGap = InpMinGapPoints * SymbolInfoDouble(_Symbol, SYMBOL_POINT);
   const int    lastClosed = total - 2;

   if(InpShowBullish)
     {
      const double bottom = high[i - 2];
      const double top    = low[i];

      if(top > bottom && (top - bottom) >= minGap)
        {
         const int idx = AddRecord(true, i, time[i - 1], time[i - 2], top, bottom);
         ReplayMitigation(idx, i, time, low, high, lastClosed);
        }
     }

   if(InpShowBearish)
     {
      const double top    = low[i - 2];
      const double bottom = high[i];

      if(bottom < top && (top - bottom) >= minGap)
        {
         const int idx = AddRecord(false, i, time[i - 1], time[i - 2], top, bottom);
         ReplayMitigation(idx, i, time, low, high, lastClosed);
        }
     }
  }

int AddRecord(const bool bullish,
              const int impulseIndex,
              const datetime impulseTime,
              const datetime startTime,
              const double top,
              const double bottom)
  {
   SFvgRecord rec;
   rec.bullish       = bullish;
   rec.impulseIndex  = impulseIndex;
   rec.impulseTime   = impulseTime;
   rec.startTime     = startTime;
   rec.top           = top;
   rec.bottom        = bottom;
   rec.ce            = bottom + (top - bottom) * 0.5;
   rec.mitigated     = false;
   rec.mitigatedTime = 0;
   rec.alertFired    = false;
   rec.boxName       = StringFormat("%sbox_%s_%I64d", OBJ, bullish ? "bull" : "bear", (long)impulseTime);
   rec.ceName        = StringFormat("%sce_%s_%I64d",  OBJ, bullish ? "bull" : "bear", (long)impulseTime);

   const int idx = g_count++;
   ArrayResize(g_fvg, g_count);
 

Показано первые 50% кода (символов: 10840)