ICT 2026 Bias + intraday Trend, FVG, PD zone
This commit is contained in:
Bell
@@ -0,0 +1,331 @@
|
||||
//+------------------------------------------------------------------+
|
||||
//| Swing.mqh — pivot & swing set H0–L1 (tham khảo HyperICT) |
|
||||
//+------------------------------------------------------------------+
|
||||
#ifndef ICT2026_SWING_MQH
|
||||
#define ICT2026_SWING_MQH
|
||||
|
||||
#include <ICT2026/Types.mqh>
|
||||
|
||||
bool IctIsSwingHigh(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;
|
||||
}
|
||||
|
||||
bool IctIsSwingLow(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;
|
||||
}
|
||||
|
||||
void IctSortSwingsByTime(IctSwingPoint &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 IctSwingPoint t = pts[i];
|
||||
pts[i] = pts[j];
|
||||
pts[j] = t;
|
||||
}
|
||||
}
|
||||
|
||||
void IctCollectSwings(const string sym, const ENUM_TIMEFRAMES tf,
|
||||
const int range, const int lookback,
|
||||
IctSwingPoint &highs[], IctSwingPoint &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(IctIsSwingHigh(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(IctIsSwingLow(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++;
|
||||
}
|
||||
}
|
||||
IctSortSwingsByTime(highs, nH);
|
||||
IctSortSwingsByTime(lows, nL);
|
||||
}
|
||||
|
||||
IctSwingPoint IctFindMostRecentOlder(IctSwingPoint &pts[], const int count,
|
||||
const int anchorShift)
|
||||
{
|
||||
IctSwingPoint empty;
|
||||
empty.Clear();
|
||||
int best = -1;
|
||||
for(int i = 0; i < count; i++)
|
||||
{
|
||||
if(pts[i].shift <= anchorShift)
|
||||
continue;
|
||||
if(best < 0 || pts[i].shift < pts[best].shift)
|
||||
best = i;
|
||||
}
|
||||
if(best < 0)
|
||||
return empty;
|
||||
return pts[best];
|
||||
}
|
||||
|
||||
IctSwingSet IctPickStructuralBear(IctSwingPoint &highs[], const int nH,
|
||||
IctSwingPoint &lows[], const int nL)
|
||||
{
|
||||
IctSwingSet out;
|
||||
out.Clear();
|
||||
if(nH < 2 || nL < 2)
|
||||
return out;
|
||||
|
||||
out.l0 = lows[nL - 1];
|
||||
out.hasL0 = true;
|
||||
|
||||
out.l1 = IctFindMostRecentOlder(lows, nL, out.l0.shift);
|
||||
if(!out.l1.Valid())
|
||||
return out;
|
||||
out.hasL1 = true;
|
||||
|
||||
out.h0 = IctFindMostRecentOlder(highs, nH, out.l1.shift);
|
||||
if(!out.h0.Valid())
|
||||
return out;
|
||||
out.hasH0 = true;
|
||||
|
||||
out.h1 = IctFindMostRecentOlder(highs, nH, out.h0.shift);
|
||||
if(!out.h1.Valid())
|
||||
return out;
|
||||
out.hasH1 = true;
|
||||
|
||||
return out;
|
||||
}
|
||||
|
||||
IctSwingSet IctPickStructuralBull(IctSwingPoint &highs[], const int nH,
|
||||
IctSwingPoint &lows[], const int nL)
|
||||
{
|
||||
IctSwingSet out;
|
||||
out.Clear();
|
||||
if(nH < 2 || nL < 2)
|
||||
return out;
|
||||
|
||||
out.h0 = highs[nH - 1];
|
||||
out.hasH0 = true;
|
||||
|
||||
out.l0 = IctFindMostRecentOlder(lows, nL, out.h0.shift);
|
||||
if(!out.l0.Valid())
|
||||
return out;
|
||||
out.hasL0 = true;
|
||||
|
||||
out.h1 = IctFindMostRecentOlder(highs, nH, out.l0.shift);
|
||||
if(!out.h1.Valid())
|
||||
return out;
|
||||
out.hasH1 = true;
|
||||
|
||||
out.l1 = IctFindMostRecentOlder(lows, nL, out.h1.shift);
|
||||
if(!out.l1.Valid())
|
||||
return out;
|
||||
out.hasL1 = true;
|
||||
|
||||
return out;
|
||||
}
|
||||
|
||||
ENUM_ICT_STRUCT IctClassifyStructure(IctSwingSet &sw)
|
||||
{
|
||||
if(!sw.IsComplete())
|
||||
return ICT_STRUCT_NONE;
|
||||
if(sw.h0.price > sw.h1.price && sw.l0.price > sw.l1.price)
|
||||
return ICT_STRUCT_BULL;
|
||||
if(sw.h0.price < sw.h1.price && sw.l0.price < sw.l1.price)
|
||||
return ICT_STRUCT_BEAR;
|
||||
return ICT_STRUCT_NONE;
|
||||
}
|
||||
|
||||
bool IctIsPullbackValid(IctSwingSet &sw, const double ratio)
|
||||
{
|
||||
if(!sw.IsComplete() || ratio <= 0.0)
|
||||
return true;
|
||||
const double impulse = MathAbs(sw.h1.price - sw.l1.price);
|
||||
const double pullback = MathAbs(sw.h1.price - sw.l0.price);
|
||||
if(impulse <= 0.0)
|
||||
return false;
|
||||
return pullback >= impulse * ratio;
|
||||
}
|
||||
|
||||
IctSwingSet IctBuildSwingSet(const string sym, const ENUM_TIMEFRAMES tf,
|
||||
const int range, const int lookback,
|
||||
ENUM_ICT_STRUCT &biasOut)
|
||||
{
|
||||
IctSwingSet out;
|
||||
out.Clear();
|
||||
biasOut = ICT_STRUCT_NONE;
|
||||
|
||||
IctSwingPoint highs[], lows[];
|
||||
IctCollectSwings(sym, tf, range, lookback, highs, lows);
|
||||
const int nH = ArraySize(highs);
|
||||
const int nL = ArraySize(lows);
|
||||
|
||||
IctSwingSet bear = IctPickStructuralBear(highs, nH, lows, nL);
|
||||
IctSwingSet bull = IctPickStructuralBull(highs, nH, lows, nL);
|
||||
const bool hasBear = bear.IsComplete();
|
||||
const bool hasBull = bull.IsComplete();
|
||||
|
||||
const ENUM_ICT_STRUCT biasBear = hasBear ? IctClassifyStructure(bear) : ICT_STRUCT_NONE;
|
||||
const ENUM_ICT_STRUCT biasBull = hasBull ? IctClassifyStructure(bull) : ICT_STRUCT_NONE;
|
||||
|
||||
if(biasBear == ICT_STRUCT_BEAR)
|
||||
{
|
||||
out = bear;
|
||||
biasOut = ICT_STRUCT_BEAR;
|
||||
}
|
||||
else if(biasBull == ICT_STRUCT_BULL)
|
||||
{
|
||||
out = bull;
|
||||
biasOut = ICT_STRUCT_BULL;
|
||||
}
|
||||
else if(hasBear)
|
||||
{
|
||||
out = bear;
|
||||
biasOut = IctClassifyStructure(bear);
|
||||
}
|
||||
else if(hasBull)
|
||||
{
|
||||
out = bull;
|
||||
biasOut = IctClassifyStructure(bull);
|
||||
}
|
||||
|
||||
return out;
|
||||
}
|
||||
|
||||
// Intraday: 2 đỉnh + 2 đáy gần nhất (mới hơn = phần tử cuối sau sort time)
|
||||
bool IctTakeLastTwoSwings(IctSwingPoint &pts[], const int count,
|
||||
IctSwingPoint &older, IctSwingPoint &newer)
|
||||
{
|
||||
older.Clear();
|
||||
newer.Clear();
|
||||
if(count < 2)
|
||||
return false;
|
||||
older = pts[count - 2];
|
||||
newer = pts[count - 1];
|
||||
return older.Valid() && newer.Valid();
|
||||
}
|
||||
|
||||
int IctFilterSwingsByMaxShift(IctSwingPoint &pts[], const int count, const int maxShift)
|
||||
{
|
||||
if(maxShift <= 0 || count < 1)
|
||||
return count;
|
||||
|
||||
int w = 0;
|
||||
for(int i = 0; i < count; i++)
|
||||
{
|
||||
if(pts[i].shift > maxShift)
|
||||
continue;
|
||||
if(w != i)
|
||||
pts[w] = pts[i];
|
||||
w++;
|
||||
}
|
||||
if(w < count)
|
||||
ArrayResize(pts, w);
|
||||
return w;
|
||||
}
|
||||
|
||||
// Phân loại HH-HL / LH-LL từ pivot gần nhất — tránh ghép leg 4 swing cũ (sai trên H1)
|
||||
bool IctBuildSwingSetRecentPivots(const string sym, const ENUM_TIMEFRAMES tf,
|
||||
const int range, const int lookback,
|
||||
const int maxRecentShift,
|
||||
IctSwingSet &out, ENUM_ICT_STRUCT &biasOut)
|
||||
{
|
||||
out.Clear();
|
||||
biasOut = ICT_STRUCT_NONE;
|
||||
|
||||
IctSwingPoint highs[], lows[];
|
||||
IctCollectSwings(sym, tf, range, lookback, highs, lows);
|
||||
int nH = ArraySize(highs);
|
||||
int nL = ArraySize(lows);
|
||||
if(maxRecentShift > 0)
|
||||
{
|
||||
nH = IctFilterSwingsByMaxShift(highs, nH, maxRecentShift);
|
||||
nL = IctFilterSwingsByMaxShift(lows, nL, maxRecentShift);
|
||||
}
|
||||
|
||||
IctSwingPoint hOld, hNew, lOld, lNew;
|
||||
if(!IctTakeLastTwoSwings(highs, nH, hOld, hNew))
|
||||
return false;
|
||||
if(!IctTakeLastTwoSwings(lows, nL, lOld, lNew))
|
||||
return false;
|
||||
|
||||
out.h0 = hNew;
|
||||
out.hasH0 = true;
|
||||
out.h1 = hOld;
|
||||
out.hasH1 = true;
|
||||
out.l0 = lNew;
|
||||
out.hasL0 = true;
|
||||
out.l1 = lOld;
|
||||
out.hasL1 = true;
|
||||
|
||||
const bool hh = hNew.price > hOld.price + _Point;
|
||||
const bool hl = lNew.price > lOld.price + _Point;
|
||||
const bool lh = hNew.price < hOld.price - _Point;
|
||||
const bool ll = lNew.price < lOld.price - _Point;
|
||||
|
||||
if(hh && hl)
|
||||
biasOut = ICT_STRUCT_BULL;
|
||||
else if(lh && ll)
|
||||
biasOut = ICT_STRUCT_BEAR;
|
||||
else
|
||||
biasOut = ICT_STRUCT_NONE;
|
||||
|
||||
return out.IsComplete();
|
||||
}
|
||||
|
||||
void IctGetKeyLevels(const ENUM_ICT_STRUCT bias, IctSwingSet &sw,
|
||||
double &keyLv1, double &keyLv2)
|
||||
{
|
||||
keyLv1 = 0.0;
|
||||
keyLv2 = 0.0;
|
||||
if(!sw.IsComplete())
|
||||
return;
|
||||
|
||||
if(bias == ICT_STRUCT_BULL)
|
||||
{
|
||||
keyLv1 = sw.l0.price;
|
||||
keyLv2 = sw.h0.price;
|
||||
}
|
||||
else if(bias == ICT_STRUCT_BEAR)
|
||||
{
|
||||
keyLv1 = sw.h0.price;
|
||||
keyLv2 = sw.l0.price;
|
||||
}
|
||||
}
|
||||
|
||||
#endif
|
||||
Reference in New Issue
Block a user