marketstructure_rsi_validator.mq5

#property version   "1.00"
#property strict
#property description "Validates closed-bar RSI threshold crossings with swing structure."
#property description "The program is analytical and does not place trades."

input group "RSI settings"
input int                InpRSIPeriod             = 14;
input ENUM_APPLIED_PRICE InpAppliedPrice          = PRICE_CLOSE;
input double             InpOverbought            = 70.0;
input double             InpOversold              = 30.0;

input group "Market structure settings"
input int                InpSwingLeft             = 2;
input int                InpSwingRight            = 2;
input int                InpStructureLookback     = 150;
input int                InpConfirmationBars      = 5;
input int                InpBreakBufferPoints     = 10;

input group "Visualization settings"
input bool               InpDrawSignals           = true;
input color              InpBuyColor              = clrLimeGreen;
input color              InpSellColor             = clrTomato;
input string             InpObjectPrefix          = "MSRSI_";

enum ENUM_STRUCTURE_STATE
  {
   STRUCTURE_UNKNOWN,
   STRUCTURE_BULLISH,
   STRUCTURE_BEARISH,
   STRUCTURE_RANGE
  };

enum ENUM_RSI_CANDIDATE
  {
   CANDIDATE_NONE,
   CANDIDATE_OVERBOUGHT,
   CANDIDATE_OVERSOLD
  };

int                  g_rsi_handle=INVALID_HANDLE;
datetime             g_last_bar_time=0;
ENUM_RSI_CANDIDATE   g_candidate=CANDIDATE_NONE;
int                  g_candidate_age=0;
datetime             g_candidate_time=0;
double               g_candidate_rsi=0.0;
string               g_last_result="Waiting for a closed-bar RSI event";

bool InputsAreValid()
  {

   if(InpRSIPeriod<2 || InpSwingLeft<1 || InpSwingRight<1)
      return(false);

   if(InpStructureLookback<20 || InpConfirmationBars<1)
      return(false);

   if(InpOversold<=0.0 || InpOverbought>=100.0 ||
      InpOversold>=InpOverbought)
      return(false);

   return(true);
  }

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

void OnTick()
  {
      // код доступен только после оплаты
   }

bool IsSwingHigh(const MqlRates &rates[],const int shift)
  {

   double level=rates[shift].high;

   for(int i=1;i<=InpSwingLeft;i++)
     {
      if(level<=rates[shift+i].high)
         return(false);
     }

   for(int i=1;i<=InpSwingRight;i++)
     {
      if(level<=rates[shift-i].high)
         return(false);
     }

   return(true);
  }

bool IsSwingLow(const MqlRates &rates[],const int shift)
  {

   double level=rates[shift].low;

   for(int i=1;i<=InpSwingLeft;i++)
     {
      if(level>=rates[shift+i].low)
         return(false);
     }

   for(int i=1;i<=InpSwingRight;i++)
     {
      if(level>=rates[shift-i].low)
         return(false);
     }

   return(true);
  }

bool ReadStructure(double &last_high,double &prior_high,
                   double &last_low,double &prior_low,
                   MqlRates &rates[])
  {

   int required=InpStructureLookback+InpSwingLeft+InpSwingRight+5;
   ArraySetAsSeries(rates,true);
   int copied=CopyRates(_Symbol,_Period,0,required,rates);
   if(copied<InpSwingLeft+InpSwingRight+10)
      return(false);

   int highs=0;
   int lows=0;
   int first_shift=InpSwingRight+1;
   int final_shift=MathMin(copied-InpSwingLeft-1,InpStructureLookback);

   for(int shift=first_shift;shift<=final_shift;shift++)
     {
      if(highs<2 && IsSwingHigh(rates,shift))
        {

         if(highs==0)
            last_high=rates[shift].high;
         else
            prior_high=rates[shift].high;
         highs++;
        }

      if(lows<2 && IsSwingLow(rates,shift))
        {

         if(lows==0)
            last_low=rates[shift].low;
         else
            prior_low=rates[shift].low;
         lows++;
        }

      if(highs==2 && lows==2)
         break;
     }

   return(highs==2 && lows==2);
  }

ENUM_STRUCTURE_STATE ClassifyStructure(const double last_high,
                                        const double prior_high,
                                        const double last_low,
                                        const double prior_low)
  {

   if(last_high>prior_high && last_low>prior_low)
      return(STRUCTURE_BULLISH);

   if(last_high<prior_high && last_low<prior_low)
      return(STRUCTURE_BEARISH);

   return(STRUCTURE_RANGE);
  }

string StructureText(const ENUM_STRUCTURE_STATE state)
  {

   if(state==STRUCTURE_BULLISH)
      return("Bullish: higher high and higher low");

   if(state==STRUCTURE_BEARISH)
      return("Bearish: lower high and lower low");

   if(state==STRUCTURE_RANGE)
      return("Range or transition");

   return("Unknown");
  }

void DrawSignal(const datetime time,const double price,
                const bool buy,const string label)
  {

   if(!InpDrawSignals)
      return;

   string name=InpObjectPrefix+IntegerToString((long)time)+"_"+label;
   if(Objec

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