814 lines
27 KiB
Plaintext
814 lines
27 KiB
Plaintext
//+------------------------------------------------------------------+
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//| MyICT.mq5 |
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//| Big/Small structure + State machine (NO_TREND → PULLBACK → …) |
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//+------------------------------------------------------------------+
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#property copyright "MyICT"
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#property version "1.04"
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#property description "ICT states: pullback discount/premium | limit/trade tracking"
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#include <Trade/Trade.mqh>
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//+------------------------------------------------------------------+
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enum ENUM_ICT_TREND
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{
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ICT_TREND_UNKNOWN = 0,
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ICT_TREND_UP = 1,
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ICT_TREND_DOWN = 2,
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ICT_TREND_NEUTRAL = 3
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};
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enum ENUM_ICT_STATE
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{
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ICT_STATE_NO_TREND = 0,
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ICT_STATE_PULLBACK = 1,
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ICT_STATE_WAITING_TRIGGER = 2,
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ICT_STATE_LIMIT_ORDERED = 3,
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ICT_STATE_ON_TRADE = 4,
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ICT_STATE_NONE = 5
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};
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//+------------------------------------------------------------------+
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input group "══ Swing (nến trước/sau pivot) ══"
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input int InpBigSwingRange = 24;
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input int InpSmallSwingRange = 2;
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input int InpSwingLookback = 400;
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input group "══ Discount / Premium (sóng Big) ══"
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input double InpZoneEqPct = 50.0; // % từ đáy/đỉnh sóng → equilibrium
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input double InpZoneTolPoints = 5.0; // dung sai (point)
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input group "══ Trade (limit — trigger bổ sung sau) ══"
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input ulong InpMagic = 20260620;
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input bool InpAutoLimitOnZone = false; // true: đặt limit khi WAITING_TRIGGER
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input group "══ Hiển thị chart ══"
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input bool InpDrawSwings = true;
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input bool InpDrawTrendLines = true;
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input bool InpDrawZones = true;
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input uchar InpZoneFillAlpha = 68; // 0=đặc, 255=trong suốt (nhỏ=hơn=mờ vừa)
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input uchar InpZoneActiveAlpha = 50; // vùng bias active (đậm hơn)
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input color InpClrBigHigh = clrDodgerBlue;
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input color InpClrBigLow = clrDeepSkyBlue;
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input color InpClrSmallHigh = clrOrange;
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input color InpClrSmallLow = clrGold;
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input color InpClrDiscount = C'0,110,45'; // xanh đậm (dễ thấy trên nền đen)
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input color InpClrPremium = C'150,45,55'; // đỏ burgundy
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input color InpClrZoneLabel = clrWhite;
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input color InpClrUp = clrLime;
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input color InpClrDown = clrTomato;
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input color InpClrNeutral = clrSilver;
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input int InpFontSize = 9;
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input int InpPanelX = 12;
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input int InpPanelY = 24;
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input group "══ Debug ══"
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input bool InpDebug = false;
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//+------------------------------------------------------------------+
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struct SwingPoint
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{
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double price;
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datetime time;
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int shift;
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};
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struct TrendSnapshot
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{
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ENUM_ICT_TREND trend;
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SwingPoint h0, h1, l0, l1;
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bool hasH0, hasH1, hasL0, hasL1;
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};
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struct BigWaveZone
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{
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bool valid;
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double waveHigh;
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double waveLow;
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double equilibrium;
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double discountTop; // buy: giá <= discountTop = trong discount
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double premiumBottom; // sell: giá >= premiumBottom = trong premium
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};
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const string OBJ_PFX = "MYICT_";
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TrendSnapshot g_big;
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TrendSnapshot g_small;
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BigWaveZone g_zone;
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ENUM_ICT_STATE g_state = ICT_STATE_NO_TREND;
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ENUM_ICT_STATE g_statePrev = ICT_STATE_NO_TREND;
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bool g_biasBuy = false;
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datetime g_lastBar = 0;
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CTrade g_trade;
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//+------------------------------------------------------------------+
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long ActChart() { return ChartID(); }
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ENUM_TIMEFRAMES ChartTf() { return (ENUM_TIMEFRAMES)Period(); }
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//+------------------------------------------------------------------+
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color WithAlpha(const color clr, const uchar alpha)
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{
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return (color)((long)clr | ((long)alpha << 24));
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}
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//+------------------------------------------------------------------+
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void Dbg(const string msg)
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{
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if(InpDebug)
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Print("[MyICT] ", msg);
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}
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//+------------------------------------------------------------------+
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void DeleteObjectsByPrefix(const string prefix)
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{
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const long ch = ActChart();
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for(int i = ObjectsTotal(ch, 0, -1) - 1; i >= 0; i--)
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{
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const string name = ObjectName(ch, i, 0, -1);
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if(StringFind(name, prefix) == 0)
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ObjectDelete(ch, name);
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}
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}
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//+------------------------------------------------------------------+
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string TrendText(const ENUM_ICT_TREND t)
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{
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switch(t)
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{
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case ICT_TREND_UP: return "UP (HH+HL)";
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case ICT_TREND_DOWN: return "DOWN (LH+LL)";
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case ICT_TREND_NEUTRAL: return "NEUTRAL";
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default: return "—";
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}
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}
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//+------------------------------------------------------------------+
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string StateText(const ENUM_ICT_STATE s)
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{
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switch(s)
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{
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case ICT_STATE_NO_TREND: return "NO_TREND";
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case ICT_STATE_PULLBACK: return "PULLBACK";
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case ICT_STATE_WAITING_TRIGGER: return "WAITING_TRIGGER";
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case ICT_STATE_LIMIT_ORDERED: return "LIMIT_ORDERED";
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case ICT_STATE_ON_TRADE: return "ON_TRADE";
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case ICT_STATE_NONE: return "NONE";
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default: return "?";
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}
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}
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//+------------------------------------------------------------------+
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color StateColor(const ENUM_ICT_STATE s)
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{
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switch(s)
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{
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case ICT_STATE_WAITING_TRIGGER: return clrGold;
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case ICT_STATE_LIMIT_ORDERED: return clrOrange;
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case ICT_STATE_ON_TRADE: return clrLime;
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case ICT_STATE_PULLBACK: return clrAqua;
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case ICT_STATE_NONE: return clrGray;
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default: return InpClrNeutral;
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}
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}
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//+------------------------------------------------------------------+
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bool IsSwingHigh(const string sym, const ENUM_TIMEFRAMES tf,
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const int shift, const int swingRange)
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{
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const int str = MathMax(1, swingRange);
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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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//+------------------------------------------------------------------+
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bool IsSwingLow(const string sym, const ENUM_TIMEFRAMES tf,
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const int shift, const int swingRange)
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{
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const int str = MathMax(1, swingRange);
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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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//+------------------------------------------------------------------+
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void SortSwingsByTime(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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//+------------------------------------------------------------------+
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void CollectSwings(const string sym, const ENUM_TIMEFRAMES tf,
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const int swingRange, 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, swingRange);
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const int bars = Bars(sym, tf);
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const int last = MathMin(InpSwingLookback, 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, swingRange))
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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, swingRange))
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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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SortSwingsByTime(highs, nH);
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SortSwingsByTime(lows, nL);
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}
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//+------------------------------------------------------------------+
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void PickLastTwo(const SwingPoint &pts[], const int count,
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SwingPoint &s0, SwingPoint &s1, bool &has0, bool &has1)
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{
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has0 = has1 = false;
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if(count < 1) return;
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s0 = pts[count - 1];
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has0 = true;
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if(count < 2) return;
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s1 = pts[count - 2];
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has1 = true;
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}
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//+------------------------------------------------------------------+
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ENUM_ICT_TREND ClassifyTrend(const bool hasH0, const bool hasH1,
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const bool hasL0, const bool hasL1,
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const SwingPoint &h0, const SwingPoint &h1,
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const SwingPoint &l0, const SwingPoint &l1)
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{
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if(!hasH0 || !hasH1 || !hasL0 || !hasL1)
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return ICT_TREND_UNKNOWN;
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if(h0.price > h1.price && l0.price > l1.price)
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return ICT_TREND_UP;
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if(h0.price < h1.price && l0.price < l1.price)
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return ICT_TREND_DOWN;
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return ICT_TREND_NEUTRAL;
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}
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//+------------------------------------------------------------------+
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bool AnalyzeLayer(const string sym, const ENUM_TIMEFRAMES tf,
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const int swingRange, TrendSnapshot &out)
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{
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ZeroMemory(out);
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out.trend = ICT_TREND_UNKNOWN;
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SwingPoint highs[], lows[];
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CollectSwings(sym, tf, swingRange, highs, lows);
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PickLastTwo(highs, ArraySize(highs), out.h0, out.h1, out.hasH0, out.hasH1);
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PickLastTwo(lows, ArraySize(lows), out.l0, out.l1, out.hasL0, out.hasL1);
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out.trend = ClassifyTrend(out.hasH0, out.hasH1, out.hasL0, out.hasL1,
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out.h0, out.h1, out.l0, out.l1);
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return true;
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}
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//+------------------------------------------------------------------+
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bool BigTrendIsClear()
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{
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return (g_big.trend == ICT_TREND_UP || g_big.trend == ICT_TREND_DOWN);
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}
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//+------------------------------------------------------------------+
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bool IsPullbackStructure()
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{
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if(!BigTrendIsClear())
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return false;
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if(g_big.trend == ICT_TREND_UP && g_small.trend == ICT_TREND_DOWN)
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{
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g_biasBuy = true;
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return true;
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}
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if(g_big.trend == ICT_TREND_DOWN && g_small.trend == ICT_TREND_UP)
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{
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g_biasBuy = false;
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return true;
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}
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return false;
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}
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//+------------------------------------------------------------------+
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void CalcBigWaveZone()
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{
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ZeroMemory(g_zone);
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if(!g_big.hasH0 || !g_big.hasL0)
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return;
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g_zone.waveHigh = g_big.h0.price;
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g_zone.waveLow = g_big.l0.price;
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if(g_zone.waveHigh < g_zone.waveLow)
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{
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const double t = g_zone.waveHigh;
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g_zone.waveHigh = g_zone.waveLow;
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g_zone.waveLow = t;
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}
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const double range = g_zone.waveHigh - g_zone.waveLow;
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if(range <= 0.0)
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return;
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const double pct = MathMax(1.0, MathMin(99.0, InpZoneEqPct)) / 100.0;
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g_zone.equilibrium = g_zone.waveLow + range * pct;
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g_zone.discountTop = g_zone.equilibrium;
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g_zone.premiumBottom = g_zone.equilibrium;
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g_zone.valid = true;
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}
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//+------------------------------------------------------------------+
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bool PriceInDiscount(const double price)
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{
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if(!g_zone.valid)
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return false;
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const double tol = InpZoneTolPoints * _Point;
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return (price <= g_zone.discountTop + tol);
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}
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//+------------------------------------------------------------------+
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bool PriceInPremium(const double price)
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{
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if(!g_zone.valid)
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return false;
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const double tol = InpZoneTolPoints * _Point;
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return (price >= g_zone.premiumBottom - tol);
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}
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//+------------------------------------------------------------------+
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bool HasMyPosition(const string sym)
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{
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for(int i = PositionsTotal() - 1; i >= 0; i--)
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{
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if(!PositionSelectByTicket(PositionGetTicket(i)))
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continue;
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if(PositionGetString(POSITION_SYMBOL) != sym)
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continue;
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if((ulong)PositionGetInteger(POSITION_MAGIC) != InpMagic)
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continue;
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return true;
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}
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return false;
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}
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//+------------------------------------------------------------------+
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bool HasMyPendingLimit(const string sym)
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{
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for(int i = OrdersTotal() - 1; i >= 0; i--)
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{
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const ulong ticket = OrderGetTicket(i);
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if(ticket == 0 || !OrderSelect(ticket))
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continue;
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if(OrderGetString(ORDER_SYMBOL) != sym)
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continue;
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if((ulong)OrderGetInteger(ORDER_MAGIC) != InpMagic)
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continue;
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const ENUM_ORDER_TYPE t = (ENUM_ORDER_TYPE)OrderGetInteger(ORDER_TYPE);
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if(t == ORDER_TYPE_BUY_LIMIT || t == ORDER_TYPE_SELL_LIMIT)
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return true;
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}
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return false;
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}
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//+------------------------------------------------------------------+
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void SetTradeFilling()
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{
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const long fm = SymbolInfoInteger(_Symbol, SYMBOL_FILLING_MODE);
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if((fm & SYMBOL_FILLING_IOC) != 0)
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g_trade.SetTypeFilling(ORDER_FILLING_IOC);
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else if((fm & SYMBOL_FILLING_FOK) != 0)
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g_trade.SetTypeFilling(ORDER_FILLING_FOK);
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else
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g_trade.SetTypeFilling(ORDER_FILLING_RETURN);
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}
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//+------------------------------------------------------------------+
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// Placeholder: trigger chi tiết sẽ bổ sung — tạm đặt limit tại equilibrium
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bool TryPlaceLimitFromState(const string sym)
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{
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if(!InpAutoLimitOnZone || g_state != ICT_STATE_WAITING_TRIGGER)
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return false;
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if(!g_zone.valid || HasMyPosition(sym) || HasMyPendingLimit(sym))
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return false;
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const int dig = (int)SymbolInfoInteger(sym, SYMBOL_DIGITS);
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const double px = NormalizeDouble(g_zone.equilibrium, dig);
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g_trade.SetExpertMagicNumber(InpMagic);
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SetTradeFilling();
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bool ok = false;
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if(g_biasBuy)
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ok = g_trade.BuyLimit(0.01, sym, px, 0.0, 0.0, ORDER_TIME_GTC, 0, "MyICT limit buy");
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else
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ok = g_trade.SellLimit(0.01, sym, px, 0.0, 0.0, ORDER_TIME_GTC, 0, "MyICT limit sell");
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if(ok)
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Dbg("Đặt limit tại equilibrium (placeholder)");
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return ok;
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}
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//+------------------------------------------------------------------+
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ENUM_ICT_STATE ComputeStructureState(const string sym, const ENUM_TIMEFRAMES tf)
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{
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if(!BigTrendIsClear())
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return ICT_STATE_NO_TREND;
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if(!IsPullbackStructure())
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return ICT_STATE_NO_TREND;
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CalcBigWaveZone();
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const double refPrice = iClose(sym, tf, 1);
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if(g_biasBuy)
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{
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if(PriceInDiscount(refPrice))
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return ICT_STATE_WAITING_TRIGGER;
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return ICT_STATE_PULLBACK;
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}
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if(PriceInPremium(refPrice))
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return ICT_STATE_WAITING_TRIGGER;
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return ICT_STATE_PULLBACK;
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}
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//+------------------------------------------------------------------+
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void UpdateStateMachine(const string sym, const ENUM_TIMEFRAMES tf)
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{
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g_statePrev = g_state;
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if(HasMyPosition(sym))
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{
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g_state = ICT_STATE_ON_TRADE;
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return;
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}
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if(HasMyPendingLimit(sym))
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{
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g_state = ICT_STATE_LIMIT_ORDERED;
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return;
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}
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if(g_statePrev == ICT_STATE_ON_TRADE || g_statePrev == ICT_STATE_LIMIT_ORDERED)
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{
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g_state = ICT_STATE_NONE;
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Dbg("NONE — lệnh đã đóng (SL/TP hoặc hủy)");
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return;
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}
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if(g_statePrev == ICT_STATE_NONE)
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{
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// một nến NONE rồi quay lại đánh giá cấu trúc
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}
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g_state = ComputeStructureState(sym, tf);
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if(g_state == ICT_STATE_WAITING_TRIGGER)
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TryPlaceLimitFromState(sym);
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if(g_state != g_statePrev && InpDebug)
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|
Dbg(StringFormat("State %s → %s", StateText(g_statePrev), StateText(g_state)));
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
void DrawArrowTag(const string tag, const datetime t, const double price,
|
|
const bool isHigh, const string label, const color clr,
|
|
const int width)
|
|
{
|
|
const long ch = ActChart();
|
|
const string arr = OBJ_PFX + tag + "_AR";
|
|
const string txt = OBJ_PFX + tag + "_TX";
|
|
|
|
if(ObjectFind(ch, arr) < 0)
|
|
ObjectCreate(ch, arr, OBJ_ARROW, 0, t, price);
|
|
ObjectMove(ch, arr, 0, t, price);
|
|
ObjectSetInteger(ch, arr, OBJPROP_ARROWCODE, isHigh ? 217 : 218);
|
|
ObjectSetInteger(ch, arr, OBJPROP_ANCHOR, isHigh ? ANCHOR_BOTTOM : ANCHOR_TOP);
|
|
ObjectSetInteger(ch, arr, OBJPROP_COLOR, clr);
|
|
ObjectSetInteger(ch, arr, OBJPROP_WIDTH, width);
|
|
ObjectSetInteger(ch, arr, OBJPROP_SELECTABLE, false);
|
|
ObjectSetInteger(ch, arr, OBJPROP_HIDDEN, true);
|
|
|
|
const int dig = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
|
|
const double pt = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
|
|
const double yOff = pt * (isHigh ? (width > 1 ? 150 : 90) : (width > 1 ? -150 : -90));
|
|
|
|
if(ObjectFind(ch, txt) < 0)
|
|
ObjectCreate(ch, txt, OBJ_TEXT, 0, t, NormalizeDouble(price + yOff, dig));
|
|
ObjectMove(ch, txt, 0, t, NormalizeDouble(price + yOff, dig));
|
|
ObjectSetString(ch, txt, OBJPROP_TEXT, label);
|
|
ObjectSetInteger(ch, txt, OBJPROP_COLOR, clr);
|
|
ObjectSetInteger(ch, txt, OBJPROP_FONTSIZE, InpFontSize);
|
|
ObjectSetString(ch, txt, OBJPROP_FONT, "Arial Bold");
|
|
ObjectSetInteger(ch, txt, OBJPROP_ANCHOR, isHigh ? ANCHOR_LOWER : ANCHOR_UPPER);
|
|
ObjectSetInteger(ch, txt, OBJPROP_SELECTABLE, false);
|
|
ObjectSetInteger(ch, txt, OBJPROP_HIDDEN, true);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
void DrawSegLine(const string name, const datetime t1, const double p1,
|
|
const datetime t2, const double p2, const color clr, const int width)
|
|
{
|
|
const long ch = ActChart();
|
|
const int dig = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
|
|
|
|
if(ObjectFind(ch, name) < 0)
|
|
ObjectCreate(ch, name, OBJ_TREND, 0, t1, p1, t2, p2);
|
|
ObjectMove(ch, name, 0, t1, NormalizeDouble(p1, dig));
|
|
ObjectMove(ch, name, 1, t2, NormalizeDouble(p2, dig));
|
|
ObjectSetInteger(ch, name, OBJPROP_COLOR, clr);
|
|
ObjectSetInteger(ch, name, OBJPROP_STYLE, width > 1 ? STYLE_SOLID : STYLE_DOT);
|
|
ObjectSetInteger(ch, name, OBJPROP_WIDTH, width);
|
|
ObjectSetInteger(ch, name, OBJPROP_RAY_RIGHT, false);
|
|
ObjectSetInteger(ch, name, OBJPROP_SELECTABLE, false);
|
|
ObjectSetInteger(ch, name, OBJPROP_HIDDEN, true);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
void DrawZoneRect(const string name, const datetime t1, const datetime t2,
|
|
const double pTop, const double pBot, const color clr,
|
|
const uchar fillAlpha, const string tip)
|
|
{
|
|
const long ch = ActChart();
|
|
const int dig = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
|
|
const double y1 = NormalizeDouble(MathMax(pTop, pBot), dig);
|
|
const double y2 = NormalizeDouble(MathMin(pTop, pBot), dig);
|
|
|
|
if(ObjectFind(ch, name) < 0)
|
|
ObjectCreate(ch, name, OBJ_RECTANGLE, 0, t1, y1, t2, y2);
|
|
ObjectMove(ch, name, 0, t1, y1);
|
|
ObjectMove(ch, name, 1, t2, y2);
|
|
ObjectSetInteger(ch, name, OBJPROP_COLOR, WithAlpha(clr, fillAlpha));
|
|
ObjectSetInteger(ch, name, OBJPROP_STYLE, STYLE_SOLID);
|
|
ObjectSetInteger(ch, name, OBJPROP_WIDTH, 1);
|
|
ObjectSetInteger(ch, name, OBJPROP_FILL, true);
|
|
ObjectSetInteger(ch, name, OBJPROP_BACK, true);
|
|
ObjectSetInteger(ch, name, OBJPROP_SELECTABLE, false);
|
|
ObjectSetInteger(ch, name, OBJPROP_HIDDEN, true);
|
|
ObjectSetString(ch, name, OBJPROP_TOOLTIP, tip);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
void DrawZoneTag(const string name, const datetime t, const double price,
|
|
const string text, const color clr)
|
|
{
|
|
const long ch = ActChart();
|
|
const int dig = (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS);
|
|
|
|
if(ObjectFind(ch, name) < 0)
|
|
ObjectCreate(ch, name, OBJ_TEXT, 0, t, NormalizeDouble(price, dig));
|
|
ObjectMove(ch, name, 0, t, NormalizeDouble(price, dig));
|
|
ObjectSetString(ch, name, OBJPROP_TEXT, text);
|
|
ObjectSetInteger(ch, name, OBJPROP_COLOR, clr);
|
|
ObjectSetInteger(ch, name, OBJPROP_FONTSIZE, MathMax(7, InpFontSize - 1));
|
|
ObjectSetString(ch, name, OBJPROP_FONT, "Arial");
|
|
ObjectSetInteger(ch, name, OBJPROP_ANCHOR, ANCHOR_LEFT);
|
|
ObjectSetInteger(ch, name, OBJPROP_SELECTABLE, false);
|
|
ObjectSetInteger(ch, name, OBJPROP_HIDDEN, true);
|
|
ObjectSetInteger(ch, name, OBJPROP_BACK, false);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
void DrawLayer(const string tag, const TrendSnapshot &snap,
|
|
const color clrHi, const color clrLo, const int lineWidth)
|
|
{
|
|
if(!InpDrawSwings)
|
|
return;
|
|
|
|
if(snap.hasH0)
|
|
DrawArrowTag(tag + "_H0", snap.h0.time, snap.h0.price, true, tag + " H0", clrHi, lineWidth);
|
|
if(snap.hasH1)
|
|
DrawArrowTag(tag + "_H1", snap.h1.time, snap.h1.price, true, tag + " H1", clrHi, lineWidth);
|
|
if(snap.hasL0)
|
|
DrawArrowTag(tag + "_L0", snap.l0.time, snap.l0.price, false, tag + " L0", clrLo, lineWidth);
|
|
if(snap.hasL1)
|
|
DrawArrowTag(tag + "_L1", snap.l1.time, snap.l1.price, false, tag + " L1", clrLo, lineWidth);
|
|
|
|
if(!InpDrawTrendLines)
|
|
return;
|
|
if(snap.hasH0 && snap.hasH1)
|
|
DrawSegLine(OBJ_PFX + tag + "_LNH", snap.h1.time, snap.h1.price,
|
|
snap.h0.time, snap.h0.price, clrHi, lineWidth);
|
|
if(snap.hasL0 && snap.hasL1)
|
|
DrawSegLine(OBJ_PFX + tag + "_LNL", snap.l1.time, snap.l1.price,
|
|
snap.l0.time, snap.l0.price, clrLo, lineWidth);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
void DrawZones(const string sym, const ENUM_TIMEFRAMES tf)
|
|
{
|
|
if(!InpDrawZones || !g_zone.valid)
|
|
return;
|
|
|
|
const datetime t2 = iTime(sym, tf, 0);
|
|
const datetime t1 = iTime(sym, tf, MathMin(60, Bars(sym, tf) - 1));
|
|
if(t1 == 0 || t2 == 0)
|
|
return;
|
|
|
|
const bool activePullback = (g_state == ICT_STATE_PULLBACK
|
|
|| g_state == ICT_STATE_WAITING_TRIGGER);
|
|
const uchar discAlpha = (activePullback && g_biasBuy)
|
|
? InpZoneActiveAlpha : InpZoneFillAlpha;
|
|
const uchar premAlpha = (activePullback && !g_biasBuy)
|
|
? InpZoneActiveAlpha : InpZoneFillAlpha;
|
|
|
|
DrawZoneRect(OBJ_PFX + "Z_DISC", t1, t2,
|
|
g_zone.discountTop, g_zone.waveLow,
|
|
InpClrDiscount, discAlpha,
|
|
"Discount — nửa dưới sóng Big (Buy)");
|
|
|
|
DrawZoneRect(OBJ_PFX + "Z_PREM", t1, t2,
|
|
g_zone.waveHigh, g_zone.premiumBottom,
|
|
InpClrPremium, premAlpha,
|
|
"Premium — nửa trên sóng Big (Sell)");
|
|
|
|
DrawSegLine(OBJ_PFX + "Z_EQ", t1, g_zone.equilibrium, t2, g_zone.equilibrium,
|
|
clrGold, 1);
|
|
ObjectSetInteger(ActChart(), OBJ_PFX + "Z_EQ", OBJPROP_STYLE, STYLE_DOT);
|
|
ObjectSetInteger(ActChart(), OBJ_PFX + "Z_EQ", OBJPROP_WIDTH, 2);
|
|
|
|
const double midDisc = (g_zone.waveLow + g_zone.discountTop) * 0.5;
|
|
const double midPrem = (g_zone.premiumBottom + g_zone.waveHigh) * 0.5;
|
|
DrawZoneTag(OBJ_PFX + "LBL_DISC", t2, midDisc, " DISCOUNT ", InpClrZoneLabel);
|
|
DrawZoneTag(OBJ_PFX + "LBL_PREM", t2, midPrem, " PREMIUM ", InpClrZoneLabel);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
string LayerBlock(const string title, const int swingRange, const TrendSnapshot &snap)
|
|
{
|
|
string s = StringFormat("%s (sw %d): %s", title, swingRange, TrendText(snap.trend));
|
|
if(snap.hasH0 && snap.hasH1 && snap.hasL0 && snap.hasL1)
|
|
s += StringFormat("\n H0=%.2f H1=%.2f L0=%.2f L1=%.2f",
|
|
snap.h0.price, snap.h1.price, snap.l0.price, snap.l1.price);
|
|
return s;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
string StateBlock()
|
|
{
|
|
string s = StringFormat("STATE: %s", StateText(g_state));
|
|
if(g_state == ICT_STATE_PULLBACK || g_state == ICT_STATE_WAITING_TRIGGER)
|
|
s += StringFormat(" | Bias %s", g_biasBuy ? "BUY" : "SELL");
|
|
if(g_zone.valid)
|
|
s += StringFormat("\n Eq=%.2f (%.0f%%) | %s",
|
|
g_zone.equilibrium, InpZoneEqPct,
|
|
g_biasBuy ? "Discount" : "Premium");
|
|
return s;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
void DrawPanel(const string body)
|
|
{
|
|
const long ch = ActChart();
|
|
const string name = OBJ_PFX + "PANEL";
|
|
|
|
if(ObjectFind(ch, name) < 0)
|
|
ObjectCreate(ch, name, OBJ_LABEL, 0, 0, 0);
|
|
|
|
ObjectSetInteger(ch, name, OBJPROP_CORNER, CORNER_LEFT_UPPER);
|
|
ObjectSetInteger(ch, name, OBJPROP_ANCHOR, ANCHOR_LEFT_UPPER);
|
|
ObjectSetInteger(ch, name, OBJPROP_XDISTANCE, InpPanelX);
|
|
ObjectSetInteger(ch, name, OBJPROP_YDISTANCE, InpPanelY);
|
|
ObjectSetInteger(ch, name, OBJPROP_FONTSIZE, MathMax(8, InpFontSize + 1));
|
|
ObjectSetString(ch, name, OBJPROP_FONT, "Consolas");
|
|
ObjectSetInteger(ch, name, OBJPROP_COLOR, StateColor(g_state));
|
|
ObjectSetInteger(ch, name, OBJPROP_SELECTABLE, false);
|
|
ObjectSetString(ch, name, OBJPROP_TEXT, body);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
void RedrawChart(const string sym, const ENUM_TIMEFRAMES tf)
|
|
{
|
|
DeleteObjectsByPrefix(OBJ_PFX);
|
|
|
|
string panel = StringFormat("MyICT | %s %s\n", sym, EnumToString(tf));
|
|
panel += StateBlock() + "\n";
|
|
panel += LayerBlock("BigTrend", InpBigSwingRange, g_big) + "\n";
|
|
panel += LayerBlock("SmallTrend", InpSmallSwingRange, g_small);
|
|
|
|
DrawPanel(panel);
|
|
DrawLayer("BIG", g_big, InpClrBigHigh, InpClrBigLow, 2);
|
|
DrawLayer("SML", g_small, InpClrSmallHigh, InpClrSmallLow, 1);
|
|
DrawZones(sym, tf);
|
|
ChartRedraw(ActChart());
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
void OnNewBar(const string sym)
|
|
{
|
|
const ENUM_TIMEFRAMES tf = ChartTf();
|
|
|
|
AnalyzeLayer(sym, tf, InpBigSwingRange, g_big);
|
|
AnalyzeLayer(sym, tf, InpSmallSwingRange, g_small);
|
|
|
|
if(g_big.hasH0 && g_big.hasL0)
|
|
CalcBigWaveZone();
|
|
|
|
UpdateStateMachine(sym, tf);
|
|
RedrawChart(sym, tf);
|
|
|
|
Comment(StringFormat("MyICT | %s\n%s\nBig: %s | Small: %s",
|
|
StateText(g_state),
|
|
g_biasBuy && (g_state == ICT_STATE_PULLBACK || g_state == ICT_STATE_WAITING_TRIGGER)
|
|
? "Bias BUY" : (!g_biasBuy && IsPullbackStructure() ? "Bias SELL" : ""),
|
|
TrendText(g_big.trend),
|
|
TrendText(g_small.trend)));
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
int OnInit()
|
|
{
|
|
g_lastBar = 0;
|
|
g_state = ICT_STATE_NO_TREND;
|
|
g_statePrev = ICT_STATE_NO_TREND;
|
|
g_trade.SetExpertMagicNumber(InpMagic);
|
|
SetTradeFilling();
|
|
OnNewBar(_Symbol);
|
|
Print("[MyICT] Init state=", StateText(g_state));
|
|
return INIT_SUCCEEDED;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
void OnDeinit(const int reason)
|
|
{
|
|
DeleteObjectsByPrefix(OBJ_PFX);
|
|
Comment("");
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
void OnTradeTransaction(const MqlTradeTransaction &trans,
|
|
const MqlTradeRequest &request,
|
|
const MqlTradeResult &result)
|
|
{
|
|
if(trans.type != TRADE_TRANSACTION_DEAL_ADD)
|
|
return;
|
|
|
|
const ulong deal = trans.deal;
|
|
if(deal == 0 || !HistoryDealSelect(deal))
|
|
return;
|
|
if(HistoryDealGetString(deal, DEAL_SYMBOL) != _Symbol)
|
|
return;
|
|
if((ulong)HistoryDealGetInteger(deal, DEAL_MAGIC) != InpMagic)
|
|
return;
|
|
|
|
const long entry = HistoryDealGetInteger(deal, DEAL_ENTRY);
|
|
if(entry != DEAL_ENTRY_OUT)
|
|
return;
|
|
|
|
g_state = ICT_STATE_NONE;
|
|
Dbg("OnTradeTransaction → NONE (đóng lệnh)");
|
|
RedrawChart(_Symbol, ChartTf());
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
void OnTick()
|
|
{
|
|
const string sym = _Symbol;
|
|
const ENUM_TIMEFRAMES tf = ChartTf();
|
|
const datetime t0 = iTime(sym, tf, 0);
|
|
if(t0 == 0 || t0 == g_lastBar)
|
|
return;
|
|
g_lastBar = t0;
|
|
OnNewBar(sym);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
ENUM_ICT_STATE GetIctState() { return g_state; }
|
|
ENUM_ICT_TREND GetBigTrend() { return g_big.trend; }
|
|
ENUM_ICT_TREND GetSmallTrend() { return g_small.trend; }
|