Xác định bigTrend và small trend (H1 trend trong m5 chart)
This commit is contained in:
Bell
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//+------------------------------------------------------------------+
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//| MyICT.mq5 |
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//| Cùng 1 timeframe: BigTrend (swing 12) + SmallTrend (swing 2) |
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//| HH+HL = Up | LH+LL = Down | in panel + vẽ swing |
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//+------------------------------------------------------------------+
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#property copyright "MyICT"
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#property version "1.01"
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#property description "Big/Small structure trên chart TF — không đa timeframe"
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//+------------------------------------------------------------------+
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enum ENUM_ICT_TREND
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{
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ICT_TREND_UNKNOWN = 0,
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ICT_TREND_UP = 1,
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ICT_TREND_DOWN = 2,
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ICT_TREND_NEUTRAL = 3
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};
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//+------------------------------------------------------------------+
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input group "══ Swing (nến trước/sau pivot) ══"
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input int InpBigSwingRange = 12; // BigTrend
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input int InpSmallSwingRange = 2; // SmallTrend
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input int InpSwingLookback = 400;
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input group "══ Hiển thị chart ══"
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input bool InpDrawSwings = true;
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input bool InpDrawTrendLines = true;
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input color InpClrBigHigh = clrDodgerBlue;
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input color InpClrBigLow = clrDeepSkyBlue;
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input color InpClrSmallHigh = clrOrange;
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input color InpClrSmallLow = clrGold;
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input color InpClrUp = clrLime;
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input color InpClrDown = clrTomato;
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input color InpClrNeutral = clrSilver;
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input int InpFontSize = 9;
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input int InpPanelX = 12;
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input int InpPanelY = 24;
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input group "══ Debug ══"
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input bool InpDebug = false;
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//+------------------------------------------------------------------+
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struct SwingPoint
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{
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double price;
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datetime time;
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int shift;
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};
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struct TrendSnapshot
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{
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ENUM_ICT_TREND trend;
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SwingPoint h0, h1, l0, l1;
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bool hasH0, hasH1, hasL0, hasL1;
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};
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const string OBJ_PFX = "MYICT_";
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TrendSnapshot g_big;
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TrendSnapshot g_small;
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datetime g_lastBar = 0;
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//+------------------------------------------------------------------+
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long ActChart() { return ChartID(); }
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//+------------------------------------------------------------------+
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ENUM_TIMEFRAMES ChartTf()
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{
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return (ENUM_TIMEFRAMES)Period();
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}
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//+------------------------------------------------------------------+
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void Dbg(const string msg)
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{
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if(InpDebug)
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Print("[MyICT] ", msg);
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}
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//+------------------------------------------------------------------+
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void DeleteObjectsByPrefix(const string prefix)
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{
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const long ch = ActChart();
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for(int i = ObjectsTotal(ch, 0, -1) - 1; i >= 0; i--)
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{
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const string name = ObjectName(ch, i, 0, -1);
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if(StringFind(name, prefix) == 0)
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ObjectDelete(ch, name);
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}
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}
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//+------------------------------------------------------------------+
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string TrendText(const ENUM_ICT_TREND t)
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{
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switch(t)
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{
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case ICT_TREND_UP: return "TREND UP (HH + HL)";
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case ICT_TREND_DOWN: return "TREND DOWN (LH + LL)";
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case ICT_TREND_NEUTRAL: return "NEUTRAL";
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default: return "— (thiếu swing)";
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}
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}
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//+------------------------------------------------------------------+
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color TrendColor(const ENUM_ICT_TREND t)
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{
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switch(t)
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{
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case ICT_TREND_UP: return InpClrUp;
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case ICT_TREND_DOWN: return InpClrDown;
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default: return InpClrNeutral;
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}
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}
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//+------------------------------------------------------------------+
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bool IsSwingHigh(const string sym, const ENUM_TIMEFRAMES tf,
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const int shift, const int swingRange)
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{
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const int str = MathMax(1, swingRange);
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const double h = iHigh(sym, tf, shift);
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for(int k = 1; k <= str; k++)
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{
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if(shift + k >= Bars(sym, tf) || shift - k < 0)
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return false;
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if(h <= iHigh(sym, tf, shift + k) || h <= iHigh(sym, tf, shift - k))
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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bool IsSwingLow(const string sym, const ENUM_TIMEFRAMES tf,
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const int shift, const int swingRange)
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{
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const int str = MathMax(1, swingRange);
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const double l = iLow(sym, tf, shift);
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for(int k = 1; k <= str; k++)
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{
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if(shift + k >= Bars(sym, tf) || shift - k < 0)
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return false;
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if(l >= iLow(sym, tf, shift + k) || l >= iLow(sym, tf, shift - k))
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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void SortSwingsByTime(SwingPoint &pts[], const int count)
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{
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for(int i = 0; i < count - 1; i++)
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for(int j = i + 1; j < count; j++)
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if(pts[j].time < pts[i].time)
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{
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const SwingPoint t = pts[i];
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pts[i] = pts[j];
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pts[j] = t;
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}
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}
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//+------------------------------------------------------------------+
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void CollectSwings(const string sym, const ENUM_TIMEFRAMES tf,
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const int swingRange, SwingPoint &highs[], SwingPoint &lows[])
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{
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ArrayResize(highs, 0);
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ArrayResize(lows, 0);
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const int str = MathMax(1, swingRange);
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const int bars = Bars(sym, tf);
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const int last = MathMin(InpSwingLookback, bars - str - 1);
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if(last < str + 5)
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return;
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int nH = 0, nL = 0;
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for(int sh = last; sh >= 1; sh--)
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{
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if(IsSwingHigh(sym, tf, sh, swingRange))
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{
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ArrayResize(highs, nH + 1);
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highs[nH].price = iHigh(sym, tf, sh);
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highs[nH].time = iTime(sym, tf, sh);
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highs[nH].shift = sh;
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nH++;
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}
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if(IsSwingLow(sym, tf, sh, swingRange))
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{
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ArrayResize(lows, nL + 1);
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lows[nL].price = iLow(sym, tf, sh);
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lows[nL].time = iTime(sym, tf, sh);
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lows[nL].shift = sh;
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nL++;
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}
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}
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SortSwingsByTime(highs, nH);
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SortSwingsByTime(lows, nL);
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}
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//+------------------------------------------------------------------+
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void PickLastTwo(const SwingPoint &pts[], const int count,
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SwingPoint &s0, SwingPoint &s1, bool &has0, bool &has1)
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{
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has0 = has1 = false;
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if(count < 1)
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return;
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s0 = pts[count - 1];
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has0 = true;
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if(count < 2)
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return;
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s1 = pts[count - 2];
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has1 = true;
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}
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//+------------------------------------------------------------------+
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ENUM_ICT_TREND ClassifyTrend(const bool hasH0, const bool hasH1,
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const bool hasL0, const bool hasL1,
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const SwingPoint &h0, const SwingPoint &h1,
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const SwingPoint &l0, const SwingPoint &l1)
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{
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if(!hasH0 || !hasH1 || !hasL0 || !hasL1)
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return ICT_TREND_UNKNOWN;
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if(h0.price > h1.price && l0.price > l1.price)
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return ICT_TREND_UP;
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if(h0.price < h1.price && l0.price < l1.price)
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return ICT_TREND_DOWN;
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return ICT_TREND_NEUTRAL;
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}
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//+------------------------------------------------------------------+
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bool AnalyzeLayer(const string sym, const ENUM_TIMEFRAMES tf,
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const int swingRange, TrendSnapshot &out)
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{
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ZeroMemory(out);
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out.trend = ICT_TREND_UNKNOWN;
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SwingPoint highs[], lows[];
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CollectSwings(sym, tf, swingRange, highs, lows);
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PickLastTwo(highs, ArraySize(highs), out.h0, out.h1, out.hasH0, out.hasH1);
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PickLastTwo(lows, ArraySize(lows), out.l0, out.l1, out.hasL0, out.hasL1);
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out.trend = ClassifyTrend(out.hasH0, out.hasH1, out.hasL0, out.hasL1,
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out.h0, out.h1, out.l0, out.l1);
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return true;
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}
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//+------------------------------------------------------------------+
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void DrawArrowTag(const string tag, const datetime t, const double price,
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const bool isHigh, const string label, const color clr,
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const int width)
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{
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const long ch = ActChart();
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const string arr = OBJ_PFX + tag + "_AR";
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const string txt = OBJ_PFX + tag + "_TX";
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if(ObjectFind(ch, arr) < 0)
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ObjectCreate(ch, arr, OBJ_ARROW, 0, t, price);
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ObjectMove(ch, arr, 0, t, price);
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ObjectSetInteger(ch, arr, OBJPROP_ARROWCODE, isHigh ? 217 : 218);
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ObjectSetInteger(ch, arr, OBJPROP_ANCHOR, isHigh ? ANCHOR_BOTTOM : ANCHOR_TOP);
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ObjectSetInteger(ch, arr, OBJPROP_COLOR, clr);
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ObjectSetInteger(ch, arr, OBJPROP_WIDTH, width);
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ObjectSetInteger(ch, arr, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(ch, arr, OBJPROP_HIDDEN, true);
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const int dig = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
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const double pt = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
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const double yOff = pt * (isHigh ? (width > 1 ? 150 : 90) : (width > 1 ? -150 : -90));
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const double yLbl = NormalizeDouble(price + yOff, dig);
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if(ObjectFind(ch, txt) < 0)
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ObjectCreate(ch, txt, OBJ_TEXT, 0, t, yLbl);
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ObjectMove(ch, txt, 0, t, yLbl);
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ObjectSetString(ch, txt, OBJPROP_TEXT, label);
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ObjectSetInteger(ch, txt, OBJPROP_COLOR, clr);
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ObjectSetInteger(ch, txt, OBJPROP_FONTSIZE, InpFontSize);
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ObjectSetString(ch, txt, OBJPROP_FONT, "Arial Bold");
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ObjectSetInteger(ch, txt, OBJPROP_ANCHOR, isHigh ? ANCHOR_LOWER : ANCHOR_UPPER);
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ObjectSetInteger(ch, txt, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(ch, txt, OBJPROP_HIDDEN, true);
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}
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//+------------------------------------------------------------------+
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void DrawSegLine(const string name, const datetime t1, const double p1,
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const datetime t2, const double p2, const color clr, const int width)
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{
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const long ch = ActChart();
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const int dig = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
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if(ObjectFind(ch, name) < 0)
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ObjectCreate(ch, name, OBJ_TREND, 0, t1, p1, t2, p2);
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ObjectMove(ch, name, 0, t1, NormalizeDouble(p1, dig));
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ObjectMove(ch, name, 1, t2, NormalizeDouble(p2, dig));
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ObjectSetInteger(ch, name, OBJPROP_COLOR, clr);
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ObjectSetInteger(ch, name, OBJPROP_STYLE, width > 1 ? STYLE_SOLID : STYLE_DOT);
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ObjectSetInteger(ch, name, OBJPROP_WIDTH, width);
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ObjectSetInteger(ch, name, OBJPROP_RAY_RIGHT, false);
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ObjectSetInteger(ch, name, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(ch, name, OBJPROP_HIDDEN, true);
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}
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//+------------------------------------------------------------------+
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void DrawLayer(const string tag, const TrendSnapshot &snap,
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const color clrHi, const color clrLo, const int lineWidth)
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{
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if(!InpDrawSwings)
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return;
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if(snap.hasH0)
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DrawArrowTag(tag + "_H0", snap.h0.time, snap.h0.price, true,
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tag + " H0", clrHi, lineWidth);
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if(snap.hasH1)
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DrawArrowTag(tag + "_H1", snap.h1.time, snap.h1.price, true,
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tag + " H1", clrHi, lineWidth);
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if(snap.hasL0)
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DrawArrowTag(tag + "_L0", snap.l0.time, snap.l0.price, false,
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tag + " L0", clrLo, lineWidth);
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if(snap.hasL1)
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DrawArrowTag(tag + "_L1", snap.l1.time, snap.l1.price, false,
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tag + " L1", clrLo, lineWidth);
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if(!InpDrawTrendLines)
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return;
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if(snap.hasH0 && snap.hasH1)
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DrawSegLine(OBJ_PFX + tag + "_LNH",
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snap.h1.time, snap.h1.price, snap.h0.time, snap.h0.price, clrHi, lineWidth);
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if(snap.hasL0 && snap.hasL1)
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DrawSegLine(OBJ_PFX + tag + "_LNL",
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snap.l1.time, snap.l1.price, snap.l0.time, snap.l0.price, clrLo, lineWidth);
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}
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//+------------------------------------------------------------------+
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string LayerBlock(const string title, const int swingRange,
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const TrendSnapshot &snap)
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{
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string s = StringFormat("%s (swing %d): %s",
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title, swingRange, TrendText(snap.trend));
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if(snap.hasH0 && snap.hasH1 && snap.hasL0 && snap.hasL1)
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{
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s += StringFormat("\n H0=%.2f H1=%.2f | L0=%.2f L1=%.2f",
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snap.h0.price, snap.h1.price, snap.l0.price, snap.l1.price);
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s += StringFormat(" | HH:%s HL:%s LH:%s LL:%s",
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(snap.h0.price > snap.h1.price ? "Y" : "N"),
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(snap.l0.price > snap.l1.price ? "Y" : "N"),
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(snap.h0.price < snap.h1.price ? "Y" : "N"),
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(snap.l0.price < snap.l1.price ? "Y" : "N"));
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}
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return s;
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}
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//+------------------------------------------------------------------+
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void DrawPanel(const string body)
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{
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const long ch = ActChart();
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const string name = OBJ_PFX + "PANEL";
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if(ObjectFind(ch, name) < 0)
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ObjectCreate(ch, name, OBJ_LABEL, 0, 0, 0);
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ObjectSetInteger(ch, name, OBJPROP_CORNER, CORNER_LEFT_UPPER);
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ObjectSetInteger(ch, name, OBJPROP_ANCHOR, ANCHOR_LEFT_UPPER);
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ObjectSetInteger(ch, name, OBJPROP_XDISTANCE, InpPanelX);
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ObjectSetInteger(ch, name, OBJPROP_YDISTANCE, InpPanelY);
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ObjectSetInteger(ch, name, OBJPROP_FONTSIZE, MathMax(8, InpFontSize + 1));
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ObjectSetString(ch, name, OBJPROP_FONT, "Consolas");
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ObjectSetInteger(ch, name, OBJPROP_COLOR, clrWhite);
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ObjectSetInteger(ch, name, OBJPROP_SELECTABLE, false);
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ObjectSetString(ch, name, OBJPROP_TEXT, body);
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}
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//+------------------------------------------------------------------+
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void RedrawAll(const string sym, const ENUM_TIMEFRAMES tf)
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{
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DeleteObjectsByPrefix(OBJ_PFX);
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string panel = StringFormat("MyICT | %s %s\n", _Symbol, EnumToString(tf));
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panel += LayerBlock("BigTrend", InpBigSwingRange, g_big) + "\n";
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panel += LayerBlock("SmallTrend", InpSmallSwingRange, g_small);
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DrawPanel(panel);
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DrawLayer("BIG", g_big, InpClrBigHigh, InpClrBigLow, 2);
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DrawLayer("SML", g_small, InpClrSmallHigh, InpClrSmallLow, 1);
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ChartRedraw(ActChart());
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}
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//+------------------------------------------------------------------+
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void UpdateStructure(const string sym)
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{
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const ENUM_TIMEFRAMES tf = ChartTf();
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AnalyzeLayer(sym, tf, InpBigSwingRange, g_big);
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AnalyzeLayer(sym, tf, InpSmallSwingRange, g_small);
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Dbg(StringFormat("%s Big=%s Small=%s",
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EnumToString(tf), TrendText(g_big.trend), TrendText(g_small.trend)));
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RedrawAll(sym, tf);
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Comment(StringFormat("MyICT %s\nBig: %s\nSmall: %s",
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EnumToString(tf),
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TrendText(g_big.trend),
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TrendText(g_small.trend)));
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}
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_lastBar = 0;
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UpdateStructure(_Symbol);
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Print("[MyICT] Init | TF=", EnumToString(ChartTf()),
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" Big=", InpBigSwingRange, " Small=", InpSmallSwingRange);
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return INIT_SUCCEEDED;
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}
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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DeleteObjectsByPrefix(OBJ_PFX);
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Comment("");
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}
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//+------------------------------------------------------------------+
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void OnTick()
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{
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const string sym = _Symbol;
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const ENUM_TIMEFRAMES tf = ChartTf();
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const datetime t0 = iTime(sym, tf, 0);
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if(t0 == 0 || t0 == g_lastBar)
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return;
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g_lastBar = t0;
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UpdateStructure(sym);
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}
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//+------------------------------------------------------------------+
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ENUM_ICT_TREND GetBigTrend() { return g_big.trend; }
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ENUM_ICT_TREND GetSmallTrend() { return g_small.trend; }
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Reference in New Issue
Block a user