Define HTF Market Structure, KeyLevels

Include/HyperICT/KeyLevels.mqh

@@ -0,0 +1,159 @@
+//+------------------------------------------------------------------+
+//| KeyLevels.mqh — Key LV1/L2, supply/demand OB (body break)        |
+//+------------------------------------------------------------------+
+#ifndef HYPERICT_KEYLEVELS_MQH
+#define HYPERICT_KEYLEVELS_MQH
+
+#include <HyperICT/Types.mqh>
+#include <HyperICT/Config.mqh>
+
+//+------------------------------------------------------------------+
+class CKeyLevels
+{
+public:
+   static double BodyTop(const string sym, const ENUM_TIMEFRAMES tf, const int shift)
+   {
+      return MathMax(iOpen(sym, tf, shift), iClose(sym, tf, shift));
+   }
+
+   static double BodyBottom(const string sym, const ENUM_TIMEFRAMES tf, const int shift)
+   {
+      return MathMin(iOpen(sym, tf, shift), iClose(sym, tf, shift));
+   }
+
+   static bool IsBearCandle(const string sym, const ENUM_TIMEFRAMES tf, const int shift)
+   {
+      return iClose(sym, tf, shift) < iOpen(sym, tf, shift);
+   }
+
+   static bool IsBullCandle(const string sym, const ENUM_TIMEFRAMES tf, const int shift)
+   {
+      return iClose(sym, tf, shift) > iOpen(sym, tf, shift);
+   }
+
+   // Nến đỏ cuối cùng trước/at swing low (supply @ L0)
+   static bool FindSupplyOB(const string sym, const ENUM_TIMEFRAMES tf,
+                            const SwingPoint &swingLow,
+                            OrderBlockZone &out)
+   {
+      out.Clear();
+      if(swingLow.shift < 1)
+         return false;
+
+      const int from = swingLow.shift + 8;
+      const int to   = MathMax(1, swingLow.shift - 1);
+      for(int sh = from; sh >= to; sh--)
+      {
+         if(!IsBearCandle(sym, tf, sh))
+            continue;
+         const double l = iLow(sym, tf, sh);
+         if(l > swingLow.price + 20 * _Point)
+            continue;
+         out.valid = true;
+         out.swingPrice = swingLow.price;
+         out.obHigh = iHigh(sym, tf, sh);
+         out.obLow  = iLow(sym, tf, sh);
+         out.obTime = iTime(sym, tf, sh);
+         out.obShift = sh;
+         return true;
+      }
+      return false;
+   }
+
+   // Nến xanh cuối cùng tại swing high (demand @ H0)
+   static bool FindDemandOB(const string sym, const ENUM_TIMEFRAMES tf,
+                            const SwingPoint &swingHigh,
+                            OrderBlockZone &out)
+   {
+      out.Clear();
+      if(swingHigh.shift < 1)
+         return false;
+
+      const int from = swingHigh.shift + 8;
+      const int to   = MathMax(1, swingHigh.shift - 1);
+      for(int sh = from; sh >= to; sh--)
+      {
+         if(!IsBullCandle(sym, tf, sh))
+            continue;
+         const double h = iHigh(sym, tf, sh);
+         if(h < swingHigh.price - 20 * _Point)
+            continue;
+         out.valid = true;
+         out.swingPrice = swingHigh.price;
+         out.obHigh = iHigh(sym, tf, sh);
+         out.obLow  = iLow(sym, tf, sh);
+         out.obTime = iTime(sym, tf, sh);
+         out.obShift = sh;
+         return true;
+      }
+      return false;
+   }
+
+   static void BuildKeyLevels(const string sym, const ENUM_TIMEFRAMES tf,
+                              const ENUM_STRUCT_BIAS bias,
+                              const SwingSet &sw,
+                              KeyLevelPair &lv1, KeyLevelPair &lv2)
+   {
+      lv1.zone.Clear();
+      lv2.zone.Clear();
+      if(!sw.IsComplete())
+         return;
+
+      if(bias == STRUCT_BULL)
+      {
+         lv1.price = sw.l0.price;
+         lv2.price = sw.h0.price;
+         FindSupplyOB(sym, tf, sw.l0, lv1.zone);
+         FindDemandOB(sym, tf, sw.h0, lv2.zone);
+      }
+      else if(bias == STRUCT_BEAR)
+      {
+         lv1.price = sw.h0.price;
+         lv2.price = sw.l0.price;
+         FindDemandOB(sym, tf, sw.h0, lv1.zone);   // Key LV1 bear = H0 (demand side OB at H0)
+         FindSupplyOB(sym, tf, sw.l0, lv2.zone);
+      }
+   }
+
+   static bool BodyBreakBelow(const string sym, const ENUM_TIMEFRAMES tf,
+                              const int shift, const double level)
+   {
+      return BodyBottom(sym, tf, shift) < level - _Point;
+   }
+
+   static bool BodyBreakAbove(const string sym, const ENUM_TIMEFRAMES tf,
+                              const int shift, const double level)
+   {
+      return BodyTop(sym, tf, shift) > level + _Point;
+   }
+
+   static bool PriceBetween(const double price, const double a, const double b)
+   {
+      const double lo = MathMin(a, b);
+      const double hi = MathMax(a, b);
+      return price >= lo - _Point && price <= hi + _Point;
+   }
+
+   static void ZoneRectBounds(const OrderBlockZone &z,
+                              const bool supplyAtLow,
+                              double &top, double &bottom)
+   {
+      if(!z.valid)
+      {
+         top = bottom = z.swingPrice;
+         return;
+      }
+      if(supplyAtLow)
+      {
+         top = MathMax(z.swingPrice, z.obHigh);
+         bottom = MathMin(z.swingPrice, z.obLow);
+      }
+      else
+      {
+         top = MathMax(z.swingPrice, z.obHigh);
+         bottom = MathMin(z.swingPrice, z.obLow);
+      }
+   }
+};
+
+#endif // HYPERICT_KEYLEVELS_MQH