243 lines
8.4 KiB
Plaintext
243 lines
8.4 KiB
Plaintext
#ifndef EA_ICT_CL__SIGNALS_BOS_FVG_OB_MQH
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#define EA_ICT_CL__SIGNALS_BOS_FVG_OB_MQH
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// Module: Signals (FVG)
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// Extracted from EA_ICT_CL.mq5 (Sections 5, 6, 7, 8).
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// FVG helpers, scan/register, status update, best selector.
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// NOTE: Uses EA globals (g_*) and inputs. Include AFTER globals exist.
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//+------------------------------------------------------------------+
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//| SECTION 5 – FVG HELPERS |
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//+------------------------------------------------------------------+
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inline bool IsCandleStrong(ENUM_TIMEFRAMES tf, int i)
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{
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double h = iHigh(_Symbol, tf, i), l = iLow(_Symbol, tf, i);
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double o = iOpen(_Symbol, tf, i), c = iClose(_Symbol, tf, i);
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double range = h - l;
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if (range < _Point) return false;
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return (MathAbs(c - o) / range * 100.0) >= InpFVGMinBodyPct;
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}
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inline bool IsFVGInPool(datetime created)
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{
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for (int j = 0; j < g_FVGCount; j++)
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if (g_FVGPool[j].createdTime == created) return true;
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return false;
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}
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//+------------------------------------------------------------------+
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//| SECTION 6 – FVG POOL: SCAN & REGISTER |
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//+------------------------------------------------------------------+
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inline void ScanAndRegisterFVGs()
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{
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static datetime s_lastScan = 0;
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datetime t0 = iTime(_Symbol, InpMiddleTF, 0);
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if (t0 == s_lastScan) return;
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s_lastScan = t0;
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MarketDir dir = g_MiddleTrend.trend;
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if (dir == DIR_NONE) return;
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int maxBar = MathMin(InpFVGScanBars, Bars(_Symbol, InpMiddleTF) - 2);
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for (int i = 2; i <= maxBar; i++)
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{
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double leftH = iHigh (_Symbol, InpMiddleTF, i + 1);
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double leftL = iLow (_Symbol, InpMiddleTF, i + 1);
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double rightH = iHigh (_Symbol, InpMiddleTF, i - 1);
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double rightL = iLow (_Symbol, InpMiddleTF, i - 1);
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double midO = iOpen (_Symbol, InpMiddleTF, i);
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double midC = iClose(_Symbol, InpMiddleTF, i);
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double gH = 0, gL = 0;
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if (dir == DIR_UP)
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{
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if (leftH >= rightL) continue;
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if (midC <= midO) continue;
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if (!IsCandleStrong(InpMiddleTF, i)) continue;
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gL = leftH; gH = rightL;
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}
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else
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{
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if (leftL <= rightH) continue;
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if (midC >= midO) continue;
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if (!IsCandleStrong(InpMiddleTF, i)) continue;
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gH = leftL; gL = rightH;
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}
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datetime created = iTime(_Symbol, InpMiddleTF, i - 1);
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if (IsFVGInPool(created)) continue;
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if (g_FVGCount >= MAX_FVG_POOL)
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{
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int evict = -1; datetime oldest = TimeCurrent();
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for (int j = 0; j < g_FVGCount; j++)
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if (g_FVGPool[j].status == FVG_USED && g_FVGPool[j].createdTime < oldest)
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{ oldest = g_FVGPool[j].createdTime; evict = j; }
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if (evict < 0) { if (InpDebugLog) Print("[FVG POOL] Full"); break; }
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for (int j = evict; j < g_FVGCount - 1; j++) g_FVGPool[j] = g_FVGPool[j + 1];
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g_FVGCount--;
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if (g_ActiveFVGIdx > evict) g_ActiveFVGIdx--;
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else if (g_ActiveFVGIdx == evict) g_ActiveFVGIdx = -1;
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}
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FVGRecord rec;
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ZeroMemory(rec);
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rec.id = g_NextFVGId++; rec.direction = dir;
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rec.high = gH; rec.low = gL; rec.mid = (gH + gL) / 2.0;
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rec.createdTime = created;
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int rightBar = i - 1;
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bool c1Hit = false; datetime c1T = 0;
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for (int j = rightBar - 1; j >= 1; j--)
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{
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double cl = iClose(_Symbol, InpMiddleTF, j);
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if ((rec.direction == DIR_UP && cl < rec.low) ||
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(rec.direction == DIR_DOWN && cl > rec.high))
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{ c1Hit = true; c1T = iTime(_Symbol, InpMiddleTF, j); break; }
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}
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if (c1Hit) { rec.status = FVG_USED; rec.usedCase = 1; rec.usedTime = c1T; }
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else
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{
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bool tdHit = false; datetime tdT = 0;
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for (int j = rightBar - 1; j >= 1; j--)
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{
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bool inGap = (rec.direction == DIR_UP && iLow (_Symbol, InpMiddleTF, j) <= rec.high) ||
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(rec.direction == DIR_DOWN && iHigh(_Symbol, InpMiddleTF, j) >= rec.low);
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if (inGap) { tdHit = true; tdT = iTime(_Symbol, InpMiddleTF, j); break; }
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}
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if (tdHit) { rec.status = FVG_TOUCHED; rec.touchTime = tdT; rec.triggerTrendAtTouch = g_TriggerTrend.trend; }
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else
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{
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rec.status = FVG_PENDING;
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if ((int)(TimeCurrent() - rec.createdTime) > InpFVGMaxAliveMin * 60)
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{ rec.status = FVG_USED; rec.usedCase = 0; rec.usedTime = TimeCurrent(); }
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}
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}
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g_FVGPool[g_FVGCount] = rec;
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g_FVGCount++;
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if (InpDebugLog)
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PrintFormat("[FVG +] #%d %s [%.5f–%.5f] %s | %s",
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rec.id, EnumToString(rec.direction), rec.low, rec.high,
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EnumToString(rec.status), TimeToString(rec.createdTime));
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}
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}
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//+------------------------------------------------------------------+
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//| SECTION 7 – FVG POOL: UPDATE STATUSES (every tick) |
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//+------------------------------------------------------------------+
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inline void UpdateFVGStatuses()
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{
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double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
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double midC1 = iClose(_Symbol, InpMiddleTF, 1);
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datetime midT1 = iTime (_Symbol, InpMiddleTF, 1);
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for (int i = 0; i < g_FVGCount; i++)
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{
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if (g_FVGPool[i].status == FVG_USED) continue;
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bool c1 = (g_FVGPool[i].direction == DIR_UP && midC1 < g_FVGPool[i].low) ||
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(g_FVGPool[i].direction == DIR_DOWN && midC1 > g_FVGPool[i].high);
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if (c1)
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{
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g_FVGPool[i].status = FVG_USED;
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g_FVGPool[i].usedCase = 1;
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g_FVGPool[i].usedTime = midT1;
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if (InpDebugLog)
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PrintFormat("[FVG #%d] BROKEN | close=%.5f", g_FVGPool[i].id, midC1);
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continue;
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}
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if (g_FVGPool[i].status == FVG_PENDING)
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{
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int age = (int)(TimeCurrent() - g_FVGPool[i].createdTime);
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if (age > InpFVGMaxAliveMin * 60)
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{
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g_FVGPool[i].status = FVG_USED; g_FVGPool[i].usedCase = 0;
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g_FVGPool[i].usedTime = TimeCurrent();
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continue;
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}
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bool touched = (g_FVGPool[i].direction == DIR_UP && bid <= g_FVGPool[i].high) ||
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(g_FVGPool[i].direction == DIR_DOWN && bid >= g_FVGPool[i].low);
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if (touched)
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{
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g_FVGPool[i].status = FVG_TOUCHED;
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g_FVGPool[i].touchTime = TimeCurrent();
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g_FVGPool[i].triggerTrendAtTouch = g_TriggerTrend.trend;
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if (InpDebugLog)
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PrintFormat("[FVG #%d] TOUCHED | bid=%.5f [%.5f–%.5f]",
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g_FVGPool[i].id, bid, g_FVGPool[i].low, g_FVGPool[i].high);
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}
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}
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else if (g_FVGPool[i].status == FVG_TOUCHED)
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{
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bool hasMSS =
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g_TriggerTrend.lastMssTime > g_FVGPool[i].touchTime &&
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g_TriggerTrend.lastMssBreak == g_FVGPool[i].direction;
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if (hasMSS)
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{
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g_FVGPool[i].status = FVG_USED;
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g_FVGPool[i].usedCase = 2;
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g_FVGPool[i].usedTime = TimeCurrent();
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g_FVGPool[i].mssTime = g_TriggerTrend.lastMssTime;
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g_FVGPool[i].mssEntry = g_TriggerTrend.lastMssLevel;
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g_FVGPool[i].mssSL = g_TriggerTrend.mssSLSwing;
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if (InpDebugLog)
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PrintFormat("[FVG #%d] TRIGGERED | MSS %s entry=%.5f SL=%.5f @ %s",
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g_FVGPool[i].id,
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(g_TriggerTrend.lastMssBreak == DIR_UP) ? "▲" : "▼",
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g_FVGPool[i].mssEntry, g_FVGPool[i].mssSL,
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TimeToString(g_FVGPool[i].mssTime, TIME_MINUTES));
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continue;
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}
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int ageMin = (int)((TimeCurrent() - g_FVGPool[i].createdTime) / 60);
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if (ageMin > InpFVGMaxAliveMin)
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{
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g_FVGPool[i].status = FVG_USED;
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g_FVGPool[i].usedCase = 0;
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g_FVGPool[i].usedTime = TimeCurrent();
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if (g_ActiveFVGIdx >= 0
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&& g_FVGPool[g_ActiveFVGIdx].id == g_FVGPool[i].id)
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g_ActiveFVGIdx = -1;
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if (InpDebugLog)
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PrintFormat("[FVG #%d] TOUCHED EXPIRED (age=%dmin > %d) → USED",
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g_FVGPool[i].id, ageMin, InpFVGMaxAliveMin);
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}
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}
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}
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}
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//+------------------------------------------------------------------+
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//| SECTION 8 – BEST FVG SELECTOR |
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//+------------------------------------------------------------------+
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inline int GetBestActiveFVGIdx()
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{
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int bestIdx = -1; datetime bestTime = 0; bool foundTouch = false;
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for (int i = 0; i < g_FVGCount; i++)
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{
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if (g_FVGPool[i].status == FVG_USED) continue;
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if (g_FVGPool[i].status == FVG_TOUCHED)
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{
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if (!foundTouch || g_FVGPool[i].createdTime > bestTime)
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{ foundTouch = true; bestIdx = i; bestTime = g_FVGPool[i].createdTime; }
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}
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else if (!foundTouch && g_FVGPool[i].createdTime > bestTime)
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{ bestIdx = i; bestTime = g_FVGPool[i].createdTime; }
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}
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return bestIdx;
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}
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#endif // EA_ICT_CL__SIGNALS_BOS_FVG_OB_MQH
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