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Separate swingranges cho each TF

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Bell
2026-03-10 21:37:02 +07:00
parent 9d2780040f
commit e7f32ac322
2 changed files with 19 additions and 7 deletions
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Experts/EA_ICT_CL/Config.mqh
+2 -1
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@@ -14,7 +14,8 @@ input int InpLondonEndHour = 17;
input int InpNYStartHour = 13;
input int InpNYEndHour = 22;
input int InpSwingRange = 2;
input int InpMiddleTfSwingRange = 3;
input int InpTriggerTfSwingRange = 3;
input int InpSwingLookback = 50;
input int InpTriggerSwingLookback = 30;
Experts/EA_ICT_CL/Swing.mqh
+17 -6
View File
@@ -17,20 +17,30 @@ inline int MyBarShift(string symbol, ENUM_TIMEFRAMES tf, datetime time, bool exa
return exact ? -1 : copiedCount - 1;
}
/** True if bar at index i is a swing high (InpSwingRange bars each side lower). */
/** Returns swing range (number of bars each side) per timeframe. */
inline int GetSwingRangeForTf(ENUM_TIMEFRAMES tf)
{
if (tf == InpMiddleTF) return InpMiddleTfSwingRange;
if (tf == InpTriggerTF) return InpTriggerTfSwingRange;
return InpMiddleTfSwingRange;
}
/** True if bar at index i is a swing high (swingRange bars each side lower). */
inline bool IsSwingHighAt(ENUM_TIMEFRAMES tf, int barIndex)
{
int swingRange = GetSwingRangeForTf(tf);
double highAtBar = iHigh(_Symbol, tf, barIndex);
for (int k = 1; k <= InpSwingRange; k++)
for (int k = 1; k <= swingRange; k++)
if (iHigh(_Symbol, tf, barIndex - k) >= highAtBar || iHigh(_Symbol, tf, barIndex + k) >= highAtBar) return false;
return true;
}
/** True if bar at index i is a swing low (InpSwingRange bars each side higher). */
/** True if bar at index i is a swing low (swingRange bars each side higher). */
inline bool IsSwingLowAt(ENUM_TIMEFRAMES tf, int barIndex)
{
int swingRange = GetSwingRangeForTf(tf);
double lowAtBar = iLow(_Symbol, tf, barIndex);
for (int k = 1; k <= InpSwingRange; k++)
for (int k = 1; k <= swingRange; k++)
if (iLow(_Symbol, tf, barIndex - k) <= lowAtBar || iLow(_Symbol, tf, barIndex + k) <= lowAtBar) return false;
return true;
}
@@ -41,11 +51,12 @@ inline bool ScanSwingStructure(
double &h0, double &h1, int &idxH0, int &idxH1,
double &l0, double &l1, int &idxL0, int &idxL1)
{
int maxBar = MathMin(lookback, Bars(_Symbol, tf) - InpSwingRange - 2);
int swingRange = GetSwingRangeForTf(tf);
int maxBar = MathMin(lookback, Bars(_Symbol, tf) - swingRange - 2);
double highs[2]; int hiIdx[2]; int highCount = 0;
double lows [2]; int loIdx[2]; int lowCount = 0;
for (int i = InpSwingRange + 1; i <= maxBar; i++)
for (int i = swingRange + 1; i <= maxBar; i++)
{
if (highCount < 2 && IsSwingHighAt(tf, i)) { highs[highCount] = iHigh(_Symbol, tf, i); hiIdx[highCount] = i; highCount++; }
if (lowCount < 2 && IsSwingLowAt (tf, i)) { lows [lowCount] = iLow (_Symbol, tf, i); loIdx[lowCount] = i; lowCount++; }