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Tối ưu FVG condition, lọc các fvg xấu

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Bell
2026-03-11 19:08:21 +07:00
parent 5ebe7c33fa
commit e384f21c9c
2 changed files with 29 additions and 6 deletions
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Experts/SimpleFVG/Config.mqh
+4 -2
View File
@@ -17,8 +17,10 @@ input int InpEMASlowPeriod = 89;
input int InpFVGLookbackBars = 100;
input int InpFVGMaxAgeBars = 50;
input double InpFVGMinBodyPct = 50.0;
input double InpFVGMinSizePoints = 0;
input double InpFVGTouchedPercent = 40.0;
input double InpFVGMinSizePoints = 0;
input double InpFVGTouchedPercent = 40.0;
input double InpFVGMinGapVsImpulsePct = 40.0;
input double InpFVGMaxOuterBarRatio = 2.0;
//--- Step 3: Trading ---
input bool InpTradeEnabled = true;
Experts/SimpleFVG/FVG.mqh
+25 -4
View File
@@ -164,6 +164,8 @@ void ScanForNewFVGs()
double candleA_High = iHigh(symbol, InpTimeframe, shiftA);
double candleA_Low = iLow (symbol, InpTimeframe, shiftA);
double candleB_High = iHigh(symbol, InpTimeframe, shiftB);
double candleB_Low = iLow (symbol, InpTimeframe, shiftB);
double candleB_Open = iOpen (symbol, InpTimeframe, shiftB);
double candleB_Close = iClose(symbol, InpTimeframe, shiftB);
@@ -172,14 +174,30 @@ void ScanForNewFVGs()
datetime fvgTime = iTime(symbol, InpTimeframe, shiftC);
double rangeA = candleA_High - candleA_Low;
double rangeB = candleB_High - candleB_Low;
double rangeC = candleC_High - candleC_Low;
if(rangeB <= 0)
continue;
double maxOuterRatio = InpFVGMaxOuterBarRatio;
if(rangeA > maxOuterRatio * rangeB || rangeC > maxOuterRatio * rangeB)
continue;
double minGapVsImpulse = InpFVGMinGapVsImpulsePct / 100.0;
//--- Bullish FVG: gap between A.High and C.Low ---
if(candleA_High < candleC_Low
&& candleB_Close > candleB_Open
&& IsImpulseCandleStrong(symbol, InpTimeframe, shiftB))
{
if(!FVGAlreadyTracked(fvgTime, FVG_BULLISH))
double gap = candleC_Low - candleA_High;
double gapRatio = gap / rangeB;
if(gapRatio >= minGapVsImpulse && !FVGAlreadyTracked(fvgTime, FVG_BULLISH))
{
double slRef = iLow(symbol, InpTimeframe, shiftB); // bar2.low
double slRef = candleB_Low; // bar2.low
AddFVGZone(FVG_BULLISH, candleC_Low, candleA_High, slRef, fvgTime);
}
}
@@ -189,9 +207,12 @@ void ScanForNewFVGs()
&& candleB_Close < candleB_Open
&& IsImpulseCandleStrong(symbol, InpTimeframe, shiftB))
{
if(!FVGAlreadyTracked(fvgTime, FVG_BEARISH))
double gap = candleA_Low - candleC_High;
double gapRatio = gap / rangeB;
if(gapRatio >= minGapVsImpulse && !FVGAlreadyTracked(fvgTime, FVG_BEARISH))
{
double slRef = iHigh(symbol, InpTimeframe, shiftB); // bar2.high
double slRef = candleB_High; // bar2.high
AddFVGZone(FVG_BEARISH, candleA_Low, candleC_High, slRef, fvgTime);
}
}