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386 lines
12 KiB
Plaintext
386 lines
12 KiB
Plaintext
//+------------------------------------------------------------------+
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//| SwingEngine.mqh |
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//| Pivot HTF, H0–L1, khóa snapshot, roll swing §1.4 |
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//+------------------------------------------------------------------+
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//| ĐÃ GIẢI QUYẾT: |
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//| • H0–L1 ghép theo leg (Key LV1 tạo Key LV2), không 2H+2L tách rời |
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//| • Bear: L0=KeyLV2, H0=đỉnh trước L1 (tạo đáy L0); đỉnh sau L0→newH0 |
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//| • Bull: H0=KeyLV2, L0=đáy trước H1 (tạo đỉnh H0) |
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//| • HH-HL / LH-LL — ClassifyStructure |
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//| • Khóa swing lúc bot chạy — LockInitialSnapshot (không đổi mỗi nến) |
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//| • §1.4 roll: Continue, CHoCH case1 (L1 giữ), CHoCH case2 bear |
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//| • Xác nhận pivot sau phá Key — IsConfirmedSwingHigh/Low + range |
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//| CHƯA TỐI ƯU: quét OB chất lượng ICT (mitigation) |
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//+------------------------------------------------------------------+
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#ifndef HYPERICT_SWINGENGINE_MQH
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#define HYPERICT_SWINGENGINE_MQH
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#include <HyperICT/Types.mqh>
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#include <HyperICT/Config.mqh>
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class CSwingEngine
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{
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public:
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//--- Pivot chuẩn: `range` nến mỗi phía (dùng cho §1.4 confirm đỉnh/đáy)
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static bool IsSwingHigh(const string sym, const ENUM_TIMEFRAMES tf,
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const int shift, const int range)
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{
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const int str = MathMax(1, range);
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const double h = iHigh(sym, tf, shift);
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for(int k = 1; k <= str; k++)
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{
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if(shift + k >= Bars(sym, tf) || shift - k < 0)
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return false;
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if(h <= iHigh(sym, tf, shift + k) || h <= iHigh(sym, tf, shift - k))
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return false;
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}
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return true;
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}
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static bool IsSwingLow(const string sym, const ENUM_TIMEFRAMES tf,
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const int shift, const int range)
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{
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const int str = MathMax(1, range);
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const double l = iLow(sym, tf, shift);
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for(int k = 1; k <= str; k++)
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{
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if(shift + k >= Bars(sym, tf) || shift - k < 0)
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return false;
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if(l >= iLow(sym, tf, shift + k) || l >= iLow(sym, tf, shift - k))
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return false;
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}
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return true;
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}
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static int MinConfirmShift(const int range)
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{
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return MathMax(1, range) + 1;
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}
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static bool CanConfirmPivot(const int pivotShift, const int range)
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{
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return pivotShift >= MinConfirmShift(range);
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}
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static void FillSwingHigh(const string sym, const ENUM_TIMEFRAMES tf,
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const int shift, SwingPoint &out)
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{
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out.price = iHigh(sym, tf, shift);
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out.time = iTime(sym, tf, shift);
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out.shift = shift;
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}
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static void FillSwingLow(const string sym, const ENUM_TIMEFRAMES tf,
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const int shift, SwingPoint &out)
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{
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out.price = iLow(sym, tf, shift);
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out.time = iTime(sym, tf, shift);
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out.shift = shift;
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}
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static bool IsConfirmedSwingHigh(const string sym, const ENUM_TIMEFRAMES tf,
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const SwingPoint &pt, const int range)
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{
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if(!pt.Valid() || !CanConfirmPivot(pt.shift, range))
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return false;
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return IsSwingHigh(sym, tf, pt.shift, range);
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}
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static bool IsConfirmedSwingLow(const string sym, const ENUM_TIMEFRAMES tf,
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const SwingPoint &pt, const int range)
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{
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if(!pt.Valid() || !CanConfirmPivot(pt.shift, range))
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return false;
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return IsSwingLow(sym, tf, pt.shift, range);
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}
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static void SortByTime(SwingPoint &pts[], const int count)
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{
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for(int i = 0; i < count - 1; i++)
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for(int j = i + 1; j < count; j++)
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if(pts[j].time < pts[i].time)
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{
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const SwingPoint t = pts[i];
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pts[i] = pts[j];
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pts[j] = t;
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}
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}
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static void CollectSwings(const string sym, const ENUM_TIMEFRAMES tf,
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const int range, const int lookback,
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SwingPoint &highs[], SwingPoint &lows[])
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{
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ArrayResize(highs, 0);
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ArrayResize(lows, 0);
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const int str = MathMax(1, range);
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const int bars = Bars(sym, tf);
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const int last = MathMin(lookback, bars - str - 1);
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if(last < str + 5)
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return;
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int nH = 0, nL = 0;
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for(int sh = last; sh >= 1; sh--)
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{
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if(IsSwingHigh(sym, tf, sh, range))
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{
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ArrayResize(highs, nH + 1);
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highs[nH].price = iHigh(sym, tf, sh);
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highs[nH].time = iTime(sym, tf, sh);
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highs[nH].shift = sh;
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nH++;
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}
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if(IsSwingLow(sym, tf, sh, range))
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{
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ArrayResize(lows, nL + 1);
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lows[nL].price = iLow(sym, tf, sh);
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lows[nL].time = iTime(sym, tf, sh);
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lows[nL].shift = sh;
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nL++;
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}
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}
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SortByTime(highs, nH);
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SortByTime(lows, nL);
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}
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// Pivot cũ hơn anchor (shift > anchor) và GẦN anchor nhất (shift nhỏ nhất trong các ứng viên)
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static bool FindMostRecentOlder(const SwingPoint &pts[], const int count,
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const int anchorShift,
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SwingPoint &out)
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{
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int best = -1;
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for(int i = 0; i < count; i++)
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{
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if(pts[i].shift <= anchorShift)
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continue;
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if(best < 0 || pts[i].shift < pts[best].shift)
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best = i;
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}
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if(best < 0)
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return false;
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out = pts[best];
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return true;
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}
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// Thứ tự thời gian (cũ → mới): Bear H1→L1→H0→L0 | Bull L1→H1→L0→H0
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static bool ValidateSwingChronology(const SwingSet &sw, const ENUM_STRUCT_BIAS bias)
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{
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if(!sw.IsComplete())
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return false;
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if(bias == STRUCT_BEAR)
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return sw.h1.shift > sw.l1.shift &&
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sw.l1.shift > sw.h0.shift &&
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sw.h0.shift > sw.l0.shift;
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if(bias == STRUCT_BULL)
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return sw.l1.shift > sw.h1.shift &&
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sw.h1.shift > sw.l0.shift &&
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sw.l0.shift > sw.h0.shift;
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return false;
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}
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//--- Bear: L0=KeyLV2, H0=KeyLV1 | Chuỗi: H1 → L1 → H0 → L0
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static bool PickStructuralBear(const SwingPoint &highs[], const int nH,
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const SwingPoint &lows[], const int nL,
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SwingSet &out)
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{
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out.Clear();
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if(nH < 2 || nL < 2)
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return false;
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out.l0 = lows[nL - 1];
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out.hasL0 = true;
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if(!FindMostRecentOlder(lows, nL, out.l0.shift, out.l1))
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return false;
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out.hasL1 = true;
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if(!FindMostRecentOlder(highs, nH, out.l1.shift, out.h0))
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return false;
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out.hasH0 = true;
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if(!FindMostRecentOlder(highs, nH, out.h0.shift, out.h1))
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return false;
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out.hasH1 = true;
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return true;
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}
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//--- Bull: H0=KeyLV2, L0=KeyLV1 | Chuỗi: L1 → H1 → L0 → H0
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static bool PickStructuralBull(const SwingPoint &highs[], const int nH,
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const SwingPoint &lows[], const int nL,
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SwingSet &out)
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{
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out.Clear();
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if(nH < 2 || nL < 2)
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return false;
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out.h0 = highs[nH - 1];
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out.hasH0 = true;
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if(!FindMostRecentOlder(lows, nL, out.h0.shift, out.l0))
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return false;
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out.hasL0 = true;
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if(!FindMostRecentOlder(highs, nH, out.l0.shift, out.h1))
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return false;
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out.hasH1 = true;
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if(!FindMostRecentOlder(lows, nL, out.h1.shift, out.l1))
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return false;
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out.hasL1 = true;
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return true;
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}
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//--- §1.1 tiên quyết đặc điểm 1: HH-HL hoặc LH-LL
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static ENUM_STRUCT_BIAS ClassifyStructure(const SwingSet &sw)
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{
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if(!sw.IsComplete())
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return STRUCT_NONE;
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if(sw.h0.price > sw.h1.price && sw.l0.price > sw.l1.price)
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return STRUCT_BULL;
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if(sw.h0.price < sw.h1.price && sw.l0.price < sw.l1.price)
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return STRUCT_BEAR;
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return STRUCT_NONE;
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}
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static bool BuildSwingSet(const string sym, const ENUM_TIMEFRAMES tf,
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const int range, const int lookback,
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SwingSet &out)
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{
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out.Clear();
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SwingPoint highs[], lows[];
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CollectSwings(sym, tf, range, lookback, highs, lows);
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const int nH = ArraySize(highs);
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const int nL = ArraySize(lows);
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SwingSet bear, bull;
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const bool hasBear = PickStructuralBear(highs, nH, lows, nL, bear);
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const bool hasBull = PickStructuralBull(highs, nH, lows, nL, bull);
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const ENUM_STRUCT_BIAS biasBear = hasBear ? ClassifyStructure(bear) : STRUCT_NONE;
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const ENUM_STRUCT_BIAS biasBull = hasBull ? ClassifyStructure(bull) : STRUCT_NONE;
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ENUM_STRUCT_BIAS chosen = STRUCT_NONE;
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if(biasBear == STRUCT_BEAR)
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{
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out = bear;
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chosen = STRUCT_BEAR;
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}
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else if(biasBull == STRUCT_BULL)
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{
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out = bull;
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chosen = STRUCT_BULL;
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}
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else if(hasBear)
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{
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out = bear;
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chosen = ClassifyStructure(bear);
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}
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else if(hasBull)
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{
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out = bull;
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chosen = ClassifyStructure(bull);
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}
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else
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return false;
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if(InpDebug && chosen != STRUCT_NONE && !ValidateSwingChronology(out, chosen))
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Print("[HyperICT/Swing] Cảnh báo: thứ tự H/L không khớp chuỗi chuẩn");
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return out.IsComplete();
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}
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//--- § chú ý: snapshot HTF cố định từ khi bot chạy (chỉ đổi qua UpdateEngine)
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static bool LockInitialSnapshot(HtfContext &ctx)
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{
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ctx.swings.Clear();
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if(!BuildSwingSet(ctx.symbol, ctx.htf, InpSwingRange, InpSwingLookback, ctx.swings))
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return false;
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ctx.structBias = ClassifyStructure(ctx.swings);
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ctx.lockedAt = TimeCurrent();
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ctx.snapshotReady = true;
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return true;
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}
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//--- §1.4a Bull Continue P2: H0→H1, L0→L1, newH0→H0, newL0→L0
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static void RollBullContinue(SwingSet &sw, const SwingPoint &newH0, const SwingPoint &newL0)
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{
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sw.h1 = sw.h0;
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sw.hasH1 = sw.hasH0;
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sw.l1 = sw.l0;
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sw.hasL1 = sw.hasL0;
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sw.h0 = newH0;
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sw.hasH0 = true;
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sw.l0 = newL0;
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sw.hasL0 = true;
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}
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//--- §1.4b Bull CHoCH P3 case1: H0→H1, L1 giữ, newL0→L0, newH0→H0
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static void RollBullChochCase1(SwingSet &sw, const SwingPoint &newH0, const SwingPoint &newL0)
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{
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sw.h1 = sw.h0;
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sw.hasH1 = sw.hasH0;
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// L1 giữ nguyên theo spec
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sw.l0 = newL0;
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sw.hasL0 = true;
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sw.h0 = newH0;
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sw.hasH0 = true;
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}
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//--- §1.4b Bull CHoCH P3 case2: confirm bear — H0→H1, newH0→H0, newL0→L1, newL02→L0
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static void RollBullChochCase2(SwingSet &sw,
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const SwingPoint &newH0,
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const SwingPoint &newL0,
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const SwingPoint &newL02)
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{
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sw.h1 = sw.h0;
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sw.hasH1 = sw.hasH0;
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sw.h0 = newH0;
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sw.hasH0 = true;
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sw.l1 = newL0;
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sw.hasL1 = true;
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sw.l0 = newL02;
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sw.hasL0 = true;
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}
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//--- §1.4c Bear Continue (đối xứng bull continue)
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static void RollBearContinue(SwingSet &sw, const SwingPoint &newH0, const SwingPoint &newL0)
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{
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sw.l1 = sw.l0;
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sw.hasL1 = sw.hasL0;
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sw.h1 = sw.h0;
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sw.hasH1 = sw.hasH0;
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sw.l0 = newL0;
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sw.hasL0 = true;
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sw.h0 = newH0;
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sw.hasH0 = true;
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}
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static void RollBearChochCase1(SwingSet &sw, const SwingPoint &newH0, const SwingPoint &newL0)
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{
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sw.l1 = sw.l0;
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sw.hasL1 = sw.hasL0;
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sw.h0 = newH0;
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sw.hasH0 = true;
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sw.l0 = newL0;
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sw.hasL0 = true;
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}
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static void RollBearChochCase2(SwingSet &sw,
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const SwingPoint &newH0,
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const SwingPoint &newL0,
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const SwingPoint &newH02)
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{
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sw.l1 = sw.l0;
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sw.hasL1 = sw.hasL0;
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sw.l0 = newL0;
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sw.hasL0 = true;
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sw.h0 = newH02;
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sw.hasH0 = true;
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sw.h1 = newH0;
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sw.hasH1 = true;
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}
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};
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#endif // HYPERICT_SWINGENGINE_MQH
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