Define HTF Market Structure, KeyLevels
This commit is contained in:
Bell
@@ -0,0 +1,351 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| UpdateEngine.mqh — §1.4: xác nhận đỉnh/đáy bằng InpSwingRange |
|
||||
//| (Fib chỉ dùng lúc lock trend ban đầu — xem FibValidator) |
|
||||
//+------------------------------------------------------------------+
|
||||
#ifndef HYPERICT_UPDATEENGINE_MQH
|
||||
#define HYPERICT_UPDATEENGINE_MQH
|
||||
|
||||
#include <HyperICT/Types.mqh>
|
||||
#include <HyperICT/Config.mqh>
|
||||
#include <HyperICT/SwingEngine.mqh>
|
||||
#include <HyperICT/KeyLevels.mqh>
|
||||
|
||||
class CUpdateEngine
|
||||
{
|
||||
static void Dbg(const string msg)
|
||||
{
|
||||
if(InpDebug)
|
||||
Print("[HyperICT/Update] ", msg);
|
||||
}
|
||||
|
||||
static void TrackNewHigh(const string sym, const ENUM_TIMEFRAMES tf,
|
||||
const int shift, SwingPoint &pt, const bool onlyIfLocked)
|
||||
{
|
||||
if(onlyIfLocked)
|
||||
return;
|
||||
const double h = iHigh(sym, tf, shift);
|
||||
if(!pt.Valid() || h > pt.price)
|
||||
CSwingEngine::FillSwingHigh(sym, tf, shift, pt);
|
||||
}
|
||||
|
||||
static void TrackNewLow(const string sym, const ENUM_TIMEFRAMES tf,
|
||||
const int shift, SwingPoint &pt, const bool onlyIfLocked)
|
||||
{
|
||||
if(onlyIfLocked)
|
||||
return;
|
||||
const double l = iLow(sym, tf, shift);
|
||||
if(!pt.Valid() || l < pt.price)
|
||||
CSwingEngine::FillSwingLow(sym, tf, shift, pt);
|
||||
}
|
||||
|
||||
static void FinalizePivotHigh(const string sym, const ENUM_TIMEFRAMES tf,
|
||||
SwingPoint &pt, const int range)
|
||||
{
|
||||
if(pt.Valid())
|
||||
CSwingEngine::FillSwingHigh(sym, tf, pt.shift, pt);
|
||||
}
|
||||
|
||||
static void FinalizePivotLow(const string sym, const ENUM_TIMEFRAMES tf,
|
||||
SwingPoint &pt, const int range)
|
||||
{
|
||||
if(pt.Valid())
|
||||
CSwingEngine::FillSwingLow(sym, tf, pt.shift, pt);
|
||||
}
|
||||
|
||||
static void FinishRoll(HtfContext &ctx)
|
||||
{
|
||||
ctx.update.Clear();
|
||||
ctx.structBias = CSwingEngine::ClassifyStructure(ctx.swings);
|
||||
Dbg(StringFormat("Roll xong — bias=%d", ctx.structBias));
|
||||
}
|
||||
|
||||
public:
|
||||
static bool IsNewHtfBar(HtfContext &ctx)
|
||||
{
|
||||
const datetime t0 = iTime(ctx.symbol, ctx.htf, 0);
|
||||
return t0 != 0 && t0 != ctx.lastHtfBar;
|
||||
}
|
||||
|
||||
static void DetectBreakEvents(HtfContext &ctx)
|
||||
{
|
||||
if(ctx.update.phase != UPD_PHASE_IDLE)
|
||||
return;
|
||||
|
||||
const int sh = 1;
|
||||
if(ctx.structBias == STRUCT_BULL)
|
||||
{
|
||||
if(CKeyLevels::BodyBreakBelow(ctx.symbol, ctx.htf, sh, ctx.keyLv1.price))
|
||||
{
|
||||
ctx.update.event = UPD_CHOCH;
|
||||
ctx.update.phase = UPD_PHASE_BUILD;
|
||||
ctx.update.newL0.Clear();
|
||||
ctx.update.newH0Locked = false;
|
||||
ctx.update.newLLocked = false;
|
||||
Dbg("Bull CHoCH — body break L0");
|
||||
}
|
||||
else if(CKeyLevels::BodyBreakAbove(ctx.symbol, ctx.htf, sh, ctx.keyLv2.price))
|
||||
{
|
||||
ctx.update.event = UPD_CONTINUE;
|
||||
ctx.update.phase = UPD_PHASE_BUILD;
|
||||
ctx.update.newH0.Clear();
|
||||
ctx.update.newL0.Clear();
|
||||
ctx.update.newH0Locked = false;
|
||||
TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, false);
|
||||
Dbg("Bull Continue — body break H0");
|
||||
}
|
||||
}
|
||||
else if(ctx.structBias == STRUCT_BEAR)
|
||||
{
|
||||
if(CKeyLevels::BodyBreakAbove(ctx.symbol, ctx.htf, sh, ctx.keyLv1.price))
|
||||
{
|
||||
ctx.update.event = UPD_CHOCH;
|
||||
ctx.update.phase = UPD_PHASE_BUILD;
|
||||
ctx.update.newH0.Clear();
|
||||
ctx.update.newH0Locked = false;
|
||||
ctx.update.newLLocked = false;
|
||||
Dbg("Bear CHoCH — body break H0");
|
||||
}
|
||||
else if(CKeyLevels::BodyBreakBelow(ctx.symbol, ctx.htf, sh, ctx.keyLv2.price))
|
||||
{
|
||||
ctx.update.event = UPD_CONTINUE;
|
||||
ctx.update.phase = UPD_PHASE_BUILD;
|
||||
ctx.update.newH0.Clear();
|
||||
ctx.update.newL0.Clear();
|
||||
ctx.update.newLLocked = false;
|
||||
TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, false);
|
||||
Dbg("Bear Continue — body break L0");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
static void ProcessBullContinueBuild(HtfContext &ctx, const int sh)
|
||||
{
|
||||
if(CKeyLevels::IsBullCandle(ctx.symbol, ctx.htf, sh))
|
||||
TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, ctx.update.newH0Locked);
|
||||
TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, false);
|
||||
|
||||
if(ctx.update.newH0Locked)
|
||||
return;
|
||||
|
||||
if(!CSwingEngine::IsConfirmedSwingHigh(ctx.symbol, ctx.htf,
|
||||
ctx.update.newH0, InpSwingRange))
|
||||
return;
|
||||
|
||||
FinalizePivotHigh(ctx.symbol, ctx.htf, ctx.update.newH0, InpSwingRange);
|
||||
ctx.update.newH0Locked = true;
|
||||
FinalizePivotLow(ctx.symbol, ctx.htf, ctx.update.newL0, InpSwingRange);
|
||||
CSwingEngine::RollBullContinue(ctx.swings, ctx.update.newH0, ctx.update.newL0);
|
||||
FinishRoll(ctx);
|
||||
Dbg("Bull Continue — swing high confirmed, rolled");
|
||||
}
|
||||
|
||||
static void ProcessBearContinueBuild(HtfContext &ctx, const int sh)
|
||||
{
|
||||
if(CKeyLevels::IsBearCandle(ctx.symbol, ctx.htf, sh))
|
||||
TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, ctx.update.newLLocked);
|
||||
TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, false);
|
||||
|
||||
if(ctx.update.newLLocked)
|
||||
return;
|
||||
|
||||
if(!CSwingEngine::IsConfirmedSwingLow(ctx.symbol, ctx.htf,
|
||||
ctx.update.newL0, InpSwingRange))
|
||||
return;
|
||||
|
||||
FinalizePivotLow(ctx.symbol, ctx.htf, ctx.update.newL0, InpSwingRange);
|
||||
ctx.update.newLLocked = true;
|
||||
FinalizePivotHigh(ctx.symbol, ctx.htf, ctx.update.newH0, InpSwingRange);
|
||||
CSwingEngine::RollBearContinue(ctx.swings, ctx.update.newH0, ctx.update.newL0);
|
||||
FinishRoll(ctx);
|
||||
Dbg("Bear Continue — swing low confirmed, rolled");
|
||||
}
|
||||
|
||||
static void ProcessBullChochBuild(HtfContext &ctx, const int sh)
|
||||
{
|
||||
TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, ctx.update.newLLocked);
|
||||
if(ctx.update.newLLocked)
|
||||
return;
|
||||
|
||||
if(!CSwingEngine::IsConfirmedSwingLow(ctx.symbol, ctx.htf,
|
||||
ctx.update.newL0, InpSwingRange))
|
||||
return;
|
||||
|
||||
FinalizePivotLow(ctx.symbol, ctx.htf, ctx.update.newL0, InpSwingRange);
|
||||
ctx.update.newLLocked = true;
|
||||
ctx.update.phase = UPD_PHASE_CHOCH_RESOLVE;
|
||||
Dbg("Bull CHoCH — newL0 swing confirmed → phase 3");
|
||||
}
|
||||
|
||||
static void ProcessBearChochBuild(HtfContext &ctx, const int sh)
|
||||
{
|
||||
TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, ctx.update.newH0Locked);
|
||||
if(ctx.update.newH0Locked)
|
||||
return;
|
||||
|
||||
if(!CSwingEngine::IsConfirmedSwingHigh(ctx.symbol, ctx.htf,
|
||||
ctx.update.newH0, InpSwingRange))
|
||||
return;
|
||||
|
||||
FinalizePivotHigh(ctx.symbol, ctx.htf, ctx.update.newH0, InpSwingRange);
|
||||
ctx.update.newH0Locked = true;
|
||||
ctx.update.phase = UPD_PHASE_CHOCH_RESOLVE;
|
||||
Dbg("Bear CHoCH — newH0 swing confirmed → phase 3");
|
||||
}
|
||||
|
||||
static void ProcessBullChochResolve(HtfContext &ctx, const int sh)
|
||||
{
|
||||
if(CKeyLevels::BodyBreakAbove(ctx.symbol, ctx.htf, sh, ctx.swings.h0.price))
|
||||
{
|
||||
if(!ctx.update.case1TrackingH0)
|
||||
{
|
||||
ctx.update.case1TrackingH0 = true;
|
||||
ctx.update.newH0.Clear();
|
||||
ctx.update.newH0Locked = false;
|
||||
Dbg("Bull CHoCH case1 — break H0, track newH0");
|
||||
}
|
||||
if(CKeyLevels::IsBullCandle(ctx.symbol, ctx.htf, sh))
|
||||
TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, ctx.update.newH0Locked);
|
||||
|
||||
if(ctx.update.case1TrackingH0 && !ctx.update.newH0Locked &&
|
||||
CSwingEngine::IsConfirmedSwingHigh(ctx.symbol, ctx.htf,
|
||||
ctx.update.newH0, InpSwingRange))
|
||||
{
|
||||
FinalizePivotHigh(ctx.symbol, ctx.htf, ctx.update.newH0, InpSwingRange);
|
||||
ctx.update.newH0Locked = true;
|
||||
CSwingEngine::RollBullChochCase1(ctx.swings, ctx.update.newH0, ctx.update.newL0);
|
||||
FinishRoll(ctx);
|
||||
Dbg("Bull CHoCH case1 — newH0 confirmed, rolled");
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
if(ctx.update.newL0.Valid() &&
|
||||
CKeyLevels::BodyBreakBelow(ctx.symbol, ctx.htf, sh, ctx.update.newL0.price))
|
||||
{
|
||||
TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, false);
|
||||
TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL02, false);
|
||||
|
||||
const bool hOk = CSwingEngine::IsConfirmedSwingHigh(ctx.symbol, ctx.htf,
|
||||
ctx.update.newH0, InpSwingRange);
|
||||
const bool lOk = CSwingEngine::IsConfirmedSwingLow(ctx.symbol, ctx.htf,
|
||||
ctx.update.newL02, InpSwingRange);
|
||||
if(hOk && lOk)
|
||||
{
|
||||
FinalizePivotHigh(ctx.symbol, ctx.htf, ctx.update.newH0, InpSwingRange);
|
||||
FinalizePivotLow(ctx.symbol, ctx.htf, ctx.update.newL02, InpSwingRange);
|
||||
CSwingEngine::RollBullChochCase2(ctx.swings,
|
||||
ctx.update.newH0, ctx.update.newL0, ctx.update.newL02);
|
||||
FinishRoll(ctx);
|
||||
Dbg("Bull CHoCH case2 — bear confirmed, rolled");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
static void ProcessBearChochResolve(HtfContext &ctx, const int sh)
|
||||
{
|
||||
if(CKeyLevels::BodyBreakBelow(ctx.symbol, ctx.htf, sh, ctx.swings.l0.price))
|
||||
{
|
||||
if(!ctx.update.case1TrackingH0)
|
||||
{
|
||||
ctx.update.case1TrackingH0 = true;
|
||||
ctx.update.newL0.Clear();
|
||||
ctx.update.newLLocked = false;
|
||||
Dbg("Bear CHoCH case1 — break L0, track newL0");
|
||||
}
|
||||
if(CKeyLevels::IsBearCandle(ctx.symbol, ctx.htf, sh))
|
||||
TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, ctx.update.newLLocked);
|
||||
|
||||
if(ctx.update.case1TrackingH0 && !ctx.update.newLLocked &&
|
||||
CSwingEngine::IsConfirmedSwingLow(ctx.symbol, ctx.htf,
|
||||
ctx.update.newL0, InpSwingRange))
|
||||
{
|
||||
FinalizePivotLow(ctx.symbol, ctx.htf, ctx.update.newL0, InpSwingRange);
|
||||
ctx.update.newLLocked = true;
|
||||
CSwingEngine::RollBearChochCase1(ctx.swings, ctx.update.newH0, ctx.update.newL0);
|
||||
FinishRoll(ctx);
|
||||
Dbg("Bear CHoCH case1 — newL0 confirmed, rolled");
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
if(ctx.update.newH0.Valid() &&
|
||||
CKeyLevels::BodyBreakAbove(ctx.symbol, ctx.htf, sh, ctx.update.newH0.price))
|
||||
{
|
||||
TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, false);
|
||||
TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newL02, false);
|
||||
|
||||
const bool lOk = CSwingEngine::IsConfirmedSwingLow(ctx.symbol, ctx.htf,
|
||||
ctx.update.newL0, InpSwingRange);
|
||||
const bool hOk = CSwingEngine::IsConfirmedSwingHigh(ctx.symbol, ctx.htf,
|
||||
ctx.update.newL02, InpSwingRange);
|
||||
if(lOk && hOk)
|
||||
{
|
||||
FinalizePivotLow(ctx.symbol, ctx.htf, ctx.update.newL0, InpSwingRange);
|
||||
FinalizePivotHigh(ctx.symbol, ctx.htf, ctx.update.newL02, InpSwingRange);
|
||||
CSwingEngine::RollBearChochCase2(ctx.swings,
|
||||
ctx.update.newH0, ctx.update.newL0, ctx.update.newL02);
|
||||
FinishRoll(ctx);
|
||||
Dbg("Bear CHoCH case2 — bull confirmed, rolled");
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
static void OnHtfBarClose(HtfContext &ctx)
|
||||
{
|
||||
const int sh = 1;
|
||||
|
||||
if(ctx.update.phase == UPD_PHASE_IDLE)
|
||||
{
|
||||
DetectBreakEvents(ctx);
|
||||
if(ctx.update.phase != UPD_PHASE_BUILD)
|
||||
return;
|
||||
|
||||
if(ctx.update.event == UPD_CONTINUE)
|
||||
{
|
||||
if(ctx.structBias == STRUCT_BULL)
|
||||
{
|
||||
if(CKeyLevels::IsBullCandle(ctx.symbol, ctx.htf, sh))
|
||||
TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, false);
|
||||
TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, false);
|
||||
}
|
||||
else if(ctx.structBias == STRUCT_BEAR)
|
||||
{
|
||||
if(CKeyLevels::IsBearCandle(ctx.symbol, ctx.htf, sh))
|
||||
TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, false);
|
||||
TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, false);
|
||||
}
|
||||
}
|
||||
else if(ctx.update.event == UPD_CHOCH)
|
||||
{
|
||||
if(ctx.structBias == STRUCT_BULL)
|
||||
TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, false);
|
||||
else
|
||||
TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, false);
|
||||
}
|
||||
return;
|
||||
}
|
||||
|
||||
if(ctx.update.phase == UPD_PHASE_BUILD)
|
||||
{
|
||||
if(ctx.update.event == UPD_CONTINUE && ctx.structBias == STRUCT_BULL)
|
||||
ProcessBullContinueBuild(ctx, sh);
|
||||
else if(ctx.update.event == UPD_CONTINUE && ctx.structBias == STRUCT_BEAR)
|
||||
ProcessBearContinueBuild(ctx, sh);
|
||||
else if(ctx.update.event == UPD_CHOCH && ctx.structBias == STRUCT_BULL)
|
||||
ProcessBullChochBuild(ctx, sh);
|
||||
else if(ctx.update.event == UPD_CHOCH && ctx.structBias == STRUCT_BEAR)
|
||||
ProcessBearChochBuild(ctx, sh);
|
||||
return;
|
||||
}
|
||||
|
||||
if(ctx.update.phase == UPD_PHASE_CHOCH_RESOLVE)
|
||||
{
|
||||
if(ctx.structBias == STRUCT_BULL)
|
||||
ProcessBullChochResolve(ctx, sh);
|
||||
else if(ctx.structBias == STRUCT_BEAR)
|
||||
ProcessBearChochResolve(ctx, sh);
|
||||
}
|
||||
}
|
||||
};
|
||||
|
||||
#endif // HYPERICT_UPDATEENGINE_MQH
|
||||
Reference in New Issue
Block a user