Define HTF Market Structure, KeyLevels

2026-05-17 23:03:18 +07:00
parent 12f9e82a00
commit 5c90171709
14 changed files with 1380 additions and 1 deletions
@@ -0,0 +1,257 @@
+//+------------------------------------------------------------------+
+//| SwingEngine.mqh — pivot, H0–L1, snapshot khóa                    |
+//+------------------------------------------------------------------+
+#ifndef HYPERICT_SWINGENGINE_MQH
+#define HYPERICT_SWINGENGINE_MQH
+
+#include <HyperICT/Types.mqh>
+#include <HyperICT/Config.mqh>
+
+//+------------------------------------------------------------------+
+class CSwingEngine
+{
+public:
+   static bool IsSwingHigh(const string sym, const ENUM_TIMEFRAMES tf,
+                           const int shift, const int range)
+   {
+      const int str = MathMax(1, range);
+      const double h = iHigh(sym, tf, shift);
+      for(int k = 1; k <= str; k++)
+      {
+         if(shift + k >= Bars(sym, tf) || shift - k < 0)
+            return false;
+         if(h <= iHigh(sym, tf, shift + k) || h <= iHigh(sym, tf, shift - k))
+            return false;
+      }
+      return true;
+   }
+
+   static bool IsSwingLow(const string sym, const ENUM_TIMEFRAMES tf,
+                          const int shift, const int range)
+   {
+      const int str = MathMax(1, range);
+      const double l = iLow(sym, tf, shift);
+      for(int k = 1; k <= str; k++)
+      {
+         if(shift + k >= Bars(sym, tf) || shift - k < 0)
+            return false;
+         if(l >= iLow(sym, tf, shift + k) || l >= iLow(sym, tf, shift - k))
+            return false;
+      }
+      return true;
+   }
+
+   static int MinConfirmShift(const int range)
+   {
+      return MathMax(1, range) + 1;
+   }
+
+   static bool CanConfirmPivot(const int pivotShift, const int range)
+   {
+      return pivotShift >= MinConfirmShift(range);
+   }
+
+   static void FillSwingHigh(const string sym, const ENUM_TIMEFRAMES tf,
+                             const int shift, SwingPoint &out)
+   {
+      out.price = iHigh(sym, tf, shift);
+      out.time  = iTime(sym, tf, shift);
+      out.shift = shift;
+   }
+
+   static void FillSwingLow(const string sym, const ENUM_TIMEFRAMES tf,
+                            const int shift, SwingPoint &out)
+   {
+      out.price = iLow(sym, tf, shift);
+      out.time  = iTime(sym, tf, shift);
+      out.shift = shift;
+   }
+
+   static bool IsConfirmedSwingHigh(const string sym, const ENUM_TIMEFRAMES tf,
+                                    const SwingPoint &pt, const int range)
+   {
+      if(!pt.Valid() || !CanConfirmPivot(pt.shift, range))
+         return false;
+      return IsSwingHigh(sym, tf, pt.shift, range);
+   }
+
+   static bool IsConfirmedSwingLow(const string sym, const ENUM_TIMEFRAMES tf,
+                                   const SwingPoint &pt, const int range)
+   {
+      if(!pt.Valid() || !CanConfirmPivot(pt.shift, range))
+         return false;
+      return IsSwingLow(sym, tf, pt.shift, range);
+   }
+
+   static void SortByTime(SwingPoint &pts[], const int count)
+   {
+      for(int i = 0; i < count - 1; i++)
+         for(int j = i + 1; j < count; j++)
+            if(pts[j].time < pts[i].time)
+            {
+               const SwingPoint t = pts[i];
+               pts[i] = pts[j];
+               pts[j] = t;
+            }
+   }
+
+   static void CollectSwings(const string sym, const ENUM_TIMEFRAMES tf,
+                             const int range, const int lookback,
+                             SwingPoint &highs[], SwingPoint &lows[])
+   {
+      ArrayResize(highs, 0);
+      ArrayResize(lows, 0);
+      const int str = MathMax(1, range);
+      const int bars = Bars(sym, tf);
+      const int last = MathMin(lookback, bars - str - 1);
+      if(last < str + 5)
+         return;
+
+      int nH = 0, nL = 0;
+      for(int sh = last; sh >= 1; sh--)
+      {
+         if(IsSwingHigh(sym, tf, sh, range))
+         {
+            ArrayResize(highs, nH + 1);
+            highs[nH].price = iHigh(sym, tf, sh);
+            highs[nH].time  = iTime(sym, tf, sh);
+            highs[nH].shift = sh;
+            nH++;
+         }
+         if(IsSwingLow(sym, tf, sh, range))
+         {
+            ArrayResize(lows, nL + 1);
+            lows[nL].price = iLow(sym, tf, sh);
+            lows[nL].time  = iTime(sym, tf, sh);
+            lows[nL].shift = sh;
+            nL++;
+         }
+      }
+      SortByTime(highs, nH);
+      SortByTime(lows, nL);
+   }
+
+   static void PickLastTwo(const SwingPoint &pts[], const int count,
+                           SwingPoint &s0, SwingPoint &s1,
+                           bool &has0, bool &has1)
+   {
+      has0 = has1 = false;
+      if(count < 1) return;
+      s0 = pts[count - 1];
+      has0 = true;
+      if(count < 2) return;
+      s1 = pts[count - 2];
+      has1 = true;
+   }
+
+   static ENUM_STRUCT_BIAS ClassifyStructure(const SwingSet &sw)
+   {
+      if(!sw.IsComplete())
+         return STRUCT_NONE;
+      if(sw.h0.price > sw.h1.price && sw.l0.price > sw.l1.price)
+         return STRUCT_BULL;
+      if(sw.h0.price < sw.h1.price && sw.l0.price < sw.l1.price)
+         return STRUCT_BEAR;
+      return STRUCT_NONE;
+   }
+
+   static bool BuildSwingSet(const string sym, const ENUM_TIMEFRAMES tf,
+                             const int range, const int lookback,
+                             SwingSet &out)
+   {
+      out.Clear();
+      SwingPoint highs[], lows[];
+      CollectSwings(sym, tf, range, lookback, highs, lows);
+      PickLastTwo(highs, ArraySize(highs), out.h0, out.h1, out.hasH0, out.hasH1);
+      PickLastTwo(lows, ArraySize(lows), out.l0, out.l1, out.hasL0, out.hasL1);
+      return out.IsComplete();
+   }
+
+   static bool LockInitialSnapshot(HtfContext &ctx)
+   {
+      ctx.swings.Clear();
+      if(!BuildSwingSet(ctx.symbol, ctx.htf, InpSwingRange, InpSwingLookback, ctx.swings))
+         return false;
+      ctx.structBias = ClassifyStructure(ctx.swings);
+      ctx.lockedAt = TimeCurrent();
+      ctx.snapshotReady = true;
+      return true;
+   }
+
+   static void RollBullContinue(SwingSet &sw, const SwingPoint &newH0, const SwingPoint &newL0)
+   {
+      sw.h1 = sw.h0;
+      sw.hasH1 = sw.hasH0;
+      sw.l1 = sw.l0;
+      sw.hasL1 = sw.hasL0;
+      sw.h0 = newH0;
+      sw.hasH0 = true;
+      sw.l0 = newL0;
+      sw.hasL0 = true;
+   }
+
+   static void RollBullChochCase1(SwingSet &sw, const SwingPoint &newH0, const SwingPoint &newL0)
+   {
+      sw.h1 = sw.h0;
+      sw.hasH1 = sw.hasH0;
+      // L1 giữ nguyên (spec)
+      sw.l0 = newL0;
+      sw.hasL0 = true;
+      sw.h0 = newH0;
+      sw.hasH0 = true;
+   }
+
+   static void RollBullChochCase2(SwingSet &sw,
+                                  const SwingPoint &newH0,
+                                  const SwingPoint &newL0,
+                                  const SwingPoint &newL02)
+   {
+      sw.h1 = sw.h0;
+      sw.hasH1 = sw.hasH0;
+      sw.h0 = newH0;
+      sw.hasH0 = true;
+      sw.l1 = newL0;
+      sw.hasL1 = true;
+      sw.l0 = newL02;
+      sw.hasL0 = true;
+   }
+
+   static void RollBearContinue(SwingSet &sw, const SwingPoint &newH0, const SwingPoint &newL0)
+   {
+      sw.l1 = sw.l0;
+      sw.hasL1 = sw.hasL0;
+      sw.h1 = sw.h0;
+      sw.hasH1 = sw.hasH0;
+      sw.l0 = newL0;
+      sw.hasL0 = true;
+      sw.h0 = newH0;
+      sw.hasH0 = true;
+   }
+
+   static void RollBearChochCase1(SwingSet &sw, const SwingPoint &newH0, const SwingPoint &newL0)
+   {
+      sw.l1 = sw.l0;
+      sw.hasL1 = sw.hasL0;
+      sw.h0 = newH0;
+      sw.hasH0 = true;
+      sw.l0 = newL0;
+      sw.hasL0 = true;
+   }
+
+   static void RollBearChochCase2(SwingSet &sw,
+                                  const SwingPoint &newH0,
+                                  const SwingPoint &newL0,
+                                  const SwingPoint &newH02)
+   {
+      sw.l1 = sw.l0;
+      sw.hasL1 = sw.hasL0;
+      sw.l0 = newL0;
+      sw.hasL0 = true;
+      sw.h0 = newH02;
+      sw.hasH0 = true;
+      sw.h1 = newH0;
+      sw.hasH1 = true;
+   }
+};
+
+#endif // HYPERICT_SWINGENGINE_MQH