278 lines
9.6 KiB
Plaintext
278 lines
9.6 KiB
Plaintext
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//+------------------------------------------------------------------+
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//| FVG.mqh – Step 2: Fair Value Gap detection & management |
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//| |
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//| 3-candle pattern: |
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//| CandleA (oldest) ── CandleB (impulse) ── CandleC (newest) |
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//| |
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//| Bullish FVG: CandleA.High < CandleC.Low → gap UP |
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//| zone = [CandleA.High .. CandleC.Low] |
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//| CandleB must be bullish with strong body |
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//| |
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//| Bearish FVG: CandleA.Low > CandleC.High → gap DOWN |
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//| zone = [CandleC.High .. CandleA.Low] |
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//| CandleB must be bearish with strong body |
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//+------------------------------------------------------------------+
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#ifndef __SIMPLE_FVG_FVG_MQH__
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#define __SIMPLE_FVG_FVG_MQH__
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#include "Config.mqh"
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//+------------------------------------------------------------------+
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//| FVG data structure |
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//+------------------------------------------------------------------+
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struct FVGZone
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{
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bool isActive;
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ENUM_FVG_TYPE type;
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double upperEdge;
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double lowerEdge;
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datetime createdTime;
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int ageInBars;
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bool isMitigated;
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};
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//+------------------------------------------------------------------+
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//| Module state |
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//+------------------------------------------------------------------+
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FVGZone g_FVGZones[];
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int g_FVGCount = 0;
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//+------------------------------------------------------------------+
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//| Init: allocate array |
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//+------------------------------------------------------------------+
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void FVGInit()
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{
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ArrayResize(g_FVGZones, MAX_FVG_SLOTS);
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for(int i = 0; i < MAX_FVG_SLOTS; i++)
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ZeroMemory(g_FVGZones[i]);
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g_FVGCount = 0;
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}
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//+------------------------------------------------------------------+
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//| Check if impulse candle has strong body (body/range >= threshold) |
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//+------------------------------------------------------------------+
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bool IsImpulseCandleStrong(string symbol, ENUM_TIMEFRAMES tf, int shift)
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{
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double high = iHigh(symbol, tf, shift);
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double low = iLow(symbol, tf, shift);
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double open = iOpen(symbol, tf, shift);
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double close = iClose(symbol, tf, shift);
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double totalRange = high - low;
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if(totalRange < _Point)
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return false;
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double bodySize = MathAbs(close - open);
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double bodyRatio = bodySize / totalRange * 100.0;
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return (bodyRatio >= InpFVGMinBodyPct);
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}
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//+------------------------------------------------------------------+
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//| Check if this FVG timestamp already exists in our array |
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//+------------------------------------------------------------------+
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bool FVGAlreadyTracked(datetime fvgTime, ENUM_FVG_TYPE fvgType)
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{
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for(int i = 0; i < g_FVGCount; i++)
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{
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if(g_FVGZones[i].isActive
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&& g_FVGZones[i].createdTime == fvgTime
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&& g_FVGZones[i].type == fvgType)
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return true;
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}
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return false;
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}
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//+------------------------------------------------------------------+
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//| Add a new FVG zone to the array |
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//+------------------------------------------------------------------+
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bool AddFVGZone(ENUM_FVG_TYPE type, double upper, double lower, datetime time)
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{
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if(g_FVGCount >= MAX_FVG_SLOTS)
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return false;
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if(InpFVGMinSizePoints > 0)
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{
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double gapSizePoints = (upper - lower) / _Point;
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if(gapSizePoints < InpFVGMinSizePoints)
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return false;
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}
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ZeroMemory(g_FVGZones[g_FVGCount]);
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g_FVGZones[g_FVGCount].isActive = true;
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g_FVGZones[g_FVGCount].type = type;
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g_FVGZones[g_FVGCount].upperEdge = upper;
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g_FVGZones[g_FVGCount].lowerEdge = lower;
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g_FVGZones[g_FVGCount].createdTime = time;
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g_FVGZones[g_FVGCount].ageInBars = 0;
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g_FVGZones[g_FVGCount].isMitigated = false;
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g_FVGCount++;
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if(InpDebugLog)
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PrintFormat("[FVG] NEW %s [%.5f – %.5f] at %s",
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(type == FVG_BULLISH) ? "BULL" : "BEAR",
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lower, upper, TimeToString(time));
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return true;
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}
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//+------------------------------------------------------------------+
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//| Scan for new FVG patterns across the lookback range |
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//| Finds ALL FVGs regardless of current trend |
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//+------------------------------------------------------------------+
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void ScanForNewFVGs()
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{
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string symbol = GetTradeSymbol();
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int totalBars = Bars(symbol, InpTimeframe);
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int maxShift = MathMin(InpFVGLookbackBars, totalBars - 3);
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for(int shift = 1; shift <= maxShift; shift++)
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{
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int shiftA = shift + 2; // oldest candle
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int shiftB = shift + 1; // impulse (middle) candle
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int shiftC = shift; // newest candle
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double candleA_High = iHigh(symbol, InpTimeframe, shiftA);
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double candleA_Low = iLow (symbol, InpTimeframe, shiftA);
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double candleB_Open = iOpen (symbol, InpTimeframe, shiftB);
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double candleB_Close = iClose(symbol, InpTimeframe, shiftB);
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double candleC_High = iHigh(symbol, InpTimeframe, shiftC);
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double candleC_Low = iLow (symbol, InpTimeframe, shiftC);
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datetime fvgTime = iTime(symbol, InpTimeframe, shiftC);
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//--- Bullish FVG: gap between A.High and C.Low ---
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if(candleA_High < candleC_Low
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&& candleB_Close > candleB_Open
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&& IsImpulseCandleStrong(symbol, InpTimeframe, shiftB))
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{
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if(!FVGAlreadyTracked(fvgTime, FVG_BULLISH))
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AddFVGZone(FVG_BULLISH, candleC_Low, candleA_High, fvgTime);
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}
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//--- Bearish FVG: gap between C.High and A.Low ---
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if(candleA_Low > candleC_High
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&& candleB_Close < candleB_Open
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&& IsImpulseCandleStrong(symbol, InpTimeframe, shiftB))
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{
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if(!FVGAlreadyTracked(fvgTime, FVG_BEARISH))
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AddFVGZone(FVG_BEARISH, candleA_Low, candleC_High, fvgTime);
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Check if price has mitigated (filled through) any active FVG |
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//+------------------------------------------------------------------+
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void CheckMitigationStatus()
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{
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string symbol = GetTradeSymbol();
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for(int i = 0; i < g_FVGCount; i++)
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{
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if(!g_FVGZones[i].isActive || g_FVGZones[i].isMitigated)
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continue;
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double lastLow = iLow (symbol, InpTimeframe, 1);
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double lastHigh = iHigh(symbol, InpTimeframe, 1);
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// Bullish FVG mitigated: price drops through lower edge
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if(g_FVGZones[i].type == FVG_BULLISH && lastLow <= g_FVGZones[i].lowerEdge)
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{
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g_FVGZones[i].isMitigated = true;
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if(InpDebugLog)
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PrintFormat("[FVG] MITIGATED BULL [%.5f – %.5f]",
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g_FVGZones[i].lowerEdge, g_FVGZones[i].upperEdge);
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}
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// Bearish FVG mitigated: price rises through upper edge
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if(g_FVGZones[i].type == FVG_BEARISH && lastHigh >= g_FVGZones[i].upperEdge)
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{
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g_FVGZones[i].isMitigated = true;
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if(InpDebugLog)
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PrintFormat("[FVG] MITIGATED BEAR [%.5f – %.5f]",
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g_FVGZones[i].lowerEdge, g_FVGZones[i].upperEdge);
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Age out old FVGs beyond max age |
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//+------------------------------------------------------------------+
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void ExpireOldFVGs()
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{
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for(int i = 0; i < g_FVGCount; i++)
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{
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if(!g_FVGZones[i].isActive) continue;
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g_FVGZones[i].ageInBars++;
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if(g_FVGZones[i].ageInBars > InpFVGMaxAgeBars)
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{
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g_FVGZones[i].isActive = false;
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if(InpDebugLog)
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PrintFormat("[FVG] EXPIRED %s [%.5f – %.5f] age=%d bars",
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(g_FVGZones[i].type == FVG_BULLISH) ? "BULL" : "BEAR",
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g_FVGZones[i].lowerEdge, g_FVGZones[i].upperEdge,
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g_FVGZones[i].ageInBars);
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Remove inactive FVGs from array to free slots |
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//+------------------------------------------------------------------+
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void CompactFVGArray()
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{
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int writeIndex = 0;
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for(int i = 0; i < g_FVGCount; i++)
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{
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if(g_FVGZones[i].isActive)
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{
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if(writeIndex != i)
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g_FVGZones[writeIndex] = g_FVGZones[i];
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writeIndex++;
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}
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}
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g_FVGCount = writeIndex;
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}
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//+------------------------------------------------------------------+
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//| Main update: mitigation → expiry → scan new → compact |
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//+------------------------------------------------------------------+
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void FVGUpdate()
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{
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CheckMitigationStatus();
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ExpireOldFVGs();
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ScanForNewFVGs();
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CompactFVGArray();
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}
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//+------------------------------------------------------------------+
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//| Count helpers for panel display |
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//+------------------------------------------------------------------+
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int CountActiveFVGs(ENUM_FVG_TYPE type)
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{
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int count = 0;
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for(int i = 0; i < g_FVGCount; i++)
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{
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if(g_FVGZones[i].isActive && g_FVGZones[i].type == type)
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count++;
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}
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return count;
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}
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int CountMitigatedFVGs()
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{
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int count = 0;
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for(int i = 0; i < g_FVGCount; i++)
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{
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if(g_FVGZones[i].isActive && g_FVGZones[i].isMitigated)
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count++;
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}
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return count;
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}
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#endif
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