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368 lines
14 KiB
Plaintext
368 lines
14 KiB
Plaintext
//+------------------------------------------------------------------+
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//| UpdateEngine.mqh |
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//| §1.4 CHoCH & Trend Continue — cập nhật incremental |
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//+------------------------------------------------------------------+
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//| ĐÃ GIẢI QUYẾT: |
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//| • Chỉ chạy khi nến HTF mới đóng; không quét lại full lookback |
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//| • Phá Key LV1 (body) → CHoCH | Phá Key LV2 → Continue |
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//| • §1.4a Bull Continue P1: track newH0 (nến xanh), newL0 (đáy) |
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//| • §1.4a P2: IsConfirmedSwingHigh(newH0) → roll, khóa newH0 |
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//| • §1.4b Bull CHoCH P1–2: track newL0 → swing low confirm → P3 |
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//| • §1.4b P3 case1: phá H0 → newH0 confirm → roll (L1 giữ) |
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//| • §1.4b P3 case2: phá newL0 → newH0+newL02 confirm → bear roll|
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//| • §1.4c/d Bear: đối xứng Continue & CHoCH |
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//| • Xác nhận đỉnh/đáy = InpSwingRange (KHÔNG dùng Fib ở đây) |
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//| CHƯA TỐI ƯU: gắn OB chính xác cho newL0 mỗi leg; edge case đa tín hiệu |
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//+------------------------------------------------------------------+
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#ifndef HYPERICT_UPDATEENGINE_MQH
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#define HYPERICT_UPDATEENGINE_MQH
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#include <HyperICT/Types.mqh>
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#include <HyperICT/Config.mqh>
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#include <HyperICT/SwingEngine.mqh>
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#include <HyperICT/KeyLevels.mqh>
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class CUpdateEngine
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{
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static void Dbg(const string msg)
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{
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if(InpDebug)
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Print("[HyperICT/Update] ", msg);
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}
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static void TrackNewHigh(const string sym, const ENUM_TIMEFRAMES tf,
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const int shift, SwingPoint &pt, const bool onlyIfLocked)
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{
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if(onlyIfLocked)
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return;
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const double h = iHigh(sym, tf, shift);
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if(!pt.Valid() || h > pt.price)
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CSwingEngine::FillSwingHigh(sym, tf, shift, pt);
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}
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static void TrackNewLow(const string sym, const ENUM_TIMEFRAMES tf,
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const int shift, SwingPoint &pt, const bool onlyIfLocked)
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{
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if(onlyIfLocked)
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return;
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const double l = iLow(sym, tf, shift);
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if(!pt.Valid() || l < pt.price)
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CSwingEngine::FillSwingLow(sym, tf, shift, pt);
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}
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static void FinalizePivotHigh(const string sym, const ENUM_TIMEFRAMES tf,
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SwingPoint &pt, const int range)
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{
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if(pt.Valid())
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CSwingEngine::FillSwingHigh(sym, tf, pt.shift, pt);
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}
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static void FinalizePivotLow(const string sym, const ENUM_TIMEFRAMES tf,
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SwingPoint &pt, const int range)
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{
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if(pt.Valid())
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CSwingEngine::FillSwingLow(sym, tf, pt.shift, pt);
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}
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static void FinishRoll(HtfContext &ctx)
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{
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ctx.update.Clear();
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ctx.structBias = CSwingEngine::ClassifyStructure(ctx.swings);
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Dbg(StringFormat("Roll xong — bias=%d", ctx.structBias));
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}
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public:
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static bool IsNewHtfBar(HtfContext &ctx)
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{
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const datetime t0 = iTime(ctx.symbol, ctx.htf, 0);
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return t0 != 0 && t0 != ctx.lastHtfBar;
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}
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//--- Phát hiện body phá Key LV1/L2 lần đầu → bật BUILD
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static void DetectBreakEvents(HtfContext &ctx)
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{
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if(ctx.update.phase != UPD_PHASE_IDLE)
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return;
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const int sh = 1;
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if(ctx.structBias == STRUCT_BULL)
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{
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if(CKeyLevels::BodyBreakBelow(ctx.symbol, ctx.htf, sh, ctx.keyLv1.price))
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{
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ctx.update.event = UPD_CHOCH;
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ctx.update.phase = UPD_PHASE_BUILD;
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ctx.update.newL0.Clear();
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ctx.update.newH0Locked = false;
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ctx.update.newLLocked = false;
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Dbg("Bull CHoCH — body break L0");
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}
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else if(CKeyLevels::BodyBreakAbove(ctx.symbol, ctx.htf, sh, ctx.keyLv2.price))
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{
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ctx.update.event = UPD_CONTINUE;
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ctx.update.phase = UPD_PHASE_BUILD;
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ctx.update.newH0.Clear();
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ctx.update.newL0.Clear();
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ctx.update.newH0Locked = false;
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TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, false);
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Dbg("Bull Continue — body break H0");
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}
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}
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else if(ctx.structBias == STRUCT_BEAR)
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{
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if(CKeyLevels::BodyBreakAbove(ctx.symbol, ctx.htf, sh, ctx.keyLv1.price))
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{
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ctx.update.event = UPD_CHOCH;
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ctx.update.phase = UPD_PHASE_BUILD;
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ctx.update.newH0.Clear();
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ctx.update.newH0Locked = false;
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ctx.update.newLLocked = false;
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Dbg("Bear CHoCH — body break H0");
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}
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else if(CKeyLevels::BodyBreakBelow(ctx.symbol, ctx.htf, sh, ctx.keyLv2.price))
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{
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ctx.update.event = UPD_CONTINUE;
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ctx.update.phase = UPD_PHASE_BUILD;
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ctx.update.newH0.Clear();
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ctx.update.newL0.Clear();
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ctx.update.newLLocked = false;
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TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, false);
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Dbg("Bear Continue — body break L0");
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}
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}
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}
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//--- §1.4a Bull Continue — P1 track + P2 swing high confirm → roll
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static void ProcessBullContinueBuild(HtfContext &ctx, const int sh)
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{
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if(CKeyLevels::IsBullCandle(ctx.symbol, ctx.htf, sh))
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TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, ctx.update.newH0Locked);
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TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, false);
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if(ctx.update.newH0Locked)
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return;
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if(!CSwingEngine::IsConfirmedSwingHigh(ctx.symbol, ctx.htf,
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ctx.update.newH0, InpSwingRange))
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return;
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FinalizePivotHigh(ctx.symbol, ctx.htf, ctx.update.newH0, InpSwingRange);
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ctx.update.newH0Locked = true;
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FinalizePivotLow(ctx.symbol, ctx.htf, ctx.update.newL0, InpSwingRange);
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CSwingEngine::RollBullContinue(ctx.swings, ctx.update.newH0, ctx.update.newL0);
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FinishRoll(ctx);
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Dbg("Bull Continue — swing high confirmed, rolled");
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}
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static void ProcessBearContinueBuild(HtfContext &ctx, const int sh)
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{
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if(CKeyLevels::IsBearCandle(ctx.symbol, ctx.htf, sh))
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TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, ctx.update.newLLocked);
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TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, false);
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if(ctx.update.newLLocked)
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return;
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if(!CSwingEngine::IsConfirmedSwingLow(ctx.symbol, ctx.htf,
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ctx.update.newL0, InpSwingRange))
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return;
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FinalizePivotLow(ctx.symbol, ctx.htf, ctx.update.newL0, InpSwingRange);
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ctx.update.newLLocked = true;
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FinalizePivotHigh(ctx.symbol, ctx.htf, ctx.update.newH0, InpSwingRange);
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CSwingEngine::RollBearContinue(ctx.swings, ctx.update.newH0, ctx.update.newL0);
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FinishRoll(ctx);
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Dbg("Bear Continue — swing low confirmed, rolled");
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}
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//--- §1.4b Bull CHoCH — P1 track newL0, P2 swing low confirm → CHOCH_RESOLVE
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static void ProcessBullChochBuild(HtfContext &ctx, const int sh)
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{
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TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, ctx.update.newLLocked);
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if(ctx.update.newLLocked)
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return;
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if(!CSwingEngine::IsConfirmedSwingLow(ctx.symbol, ctx.htf,
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ctx.update.newL0, InpSwingRange))
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return;
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FinalizePivotLow(ctx.symbol, ctx.htf, ctx.update.newL0, InpSwingRange);
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ctx.update.newLLocked = true;
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ctx.update.phase = UPD_PHASE_CHOCH_RESOLVE;
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Dbg("Bull CHoCH — newL0 swing confirmed → phase 3");
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}
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static void ProcessBearChochBuild(HtfContext &ctx, const int sh)
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{
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TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, ctx.update.newH0Locked);
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if(ctx.update.newH0Locked)
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return;
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if(!CSwingEngine::IsConfirmedSwingHigh(ctx.symbol, ctx.htf,
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ctx.update.newH0, InpSwingRange))
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return;
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FinalizePivotHigh(ctx.symbol, ctx.htf, ctx.update.newH0, InpSwingRange);
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ctx.update.newH0Locked = true;
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ctx.update.phase = UPD_PHASE_CHOCH_RESOLVE;
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Dbg("Bear CHoCH — newH0 swing confirmed → phase 3");
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}
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//--- §1.4b Bull CHoCH P3 — case1 về bull / case2 confirm bear
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static void ProcessBullChochResolve(HtfContext &ctx, const int sh)
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{
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if(CKeyLevels::BodyBreakAbove(ctx.symbol, ctx.htf, sh, ctx.swings.h0.price))
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{
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if(!ctx.update.case1TrackingH0)
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{
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ctx.update.case1TrackingH0 = true;
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ctx.update.newH0.Clear();
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ctx.update.newH0Locked = false;
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Dbg("Bull CHoCH case1 — break H0, track newH0");
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}
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if(CKeyLevels::IsBullCandle(ctx.symbol, ctx.htf, sh))
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TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, ctx.update.newH0Locked);
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if(ctx.update.case1TrackingH0 && !ctx.update.newH0Locked &&
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CSwingEngine::IsConfirmedSwingHigh(ctx.symbol, ctx.htf,
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ctx.update.newH0, InpSwingRange))
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{
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FinalizePivotHigh(ctx.symbol, ctx.htf, ctx.update.newH0, InpSwingRange);
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ctx.update.newH0Locked = true;
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CSwingEngine::RollBullChochCase1(ctx.swings, ctx.update.newH0, ctx.update.newL0);
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FinishRoll(ctx);
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Dbg("Bull CHoCH case1 — newH0 confirmed, rolled");
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}
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return;
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}
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if(ctx.update.newL0.Valid() &&
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CKeyLevels::BodyBreakBelow(ctx.symbol, ctx.htf, sh, ctx.update.newL0.price))
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{
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TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, false);
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TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL02, false);
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const bool hOk = CSwingEngine::IsConfirmedSwingHigh(ctx.symbol, ctx.htf,
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ctx.update.newH0, InpSwingRange);
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const bool lOk = CSwingEngine::IsConfirmedSwingLow(ctx.symbol, ctx.htf,
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ctx.update.newL02, InpSwingRange);
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if(hOk && lOk)
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{
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FinalizePivotHigh(ctx.symbol, ctx.htf, ctx.update.newH0, InpSwingRange);
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FinalizePivotLow(ctx.symbol, ctx.htf, ctx.update.newL02, InpSwingRange);
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CSwingEngine::RollBullChochCase2(ctx.swings,
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ctx.update.newH0, ctx.update.newL0, ctx.update.newL02);
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FinishRoll(ctx);
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Dbg("Bull CHoCH case2 — bear confirmed, rolled");
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}
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}
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}
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static void ProcessBearChochResolve(HtfContext &ctx, const int sh)
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{
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if(CKeyLevels::BodyBreakBelow(ctx.symbol, ctx.htf, sh, ctx.swings.l0.price))
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{
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if(!ctx.update.case1TrackingH0)
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{
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ctx.update.case1TrackingH0 = true;
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ctx.update.newL0.Clear();
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ctx.update.newLLocked = false;
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Dbg("Bear CHoCH case1 — break L0, track newL0");
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}
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if(CKeyLevels::IsBearCandle(ctx.symbol, ctx.htf, sh))
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TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, ctx.update.newLLocked);
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if(ctx.update.case1TrackingH0 && !ctx.update.newLLocked &&
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CSwingEngine::IsConfirmedSwingLow(ctx.symbol, ctx.htf,
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ctx.update.newL0, InpSwingRange))
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{
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FinalizePivotLow(ctx.symbol, ctx.htf, ctx.update.newL0, InpSwingRange);
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ctx.update.newLLocked = true;
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CSwingEngine::RollBearChochCase1(ctx.swings, ctx.update.newH0, ctx.update.newL0);
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FinishRoll(ctx);
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Dbg("Bear CHoCH case1 — newL0 confirmed, rolled");
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}
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return;
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}
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if(ctx.update.newH0.Valid() &&
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CKeyLevels::BodyBreakAbove(ctx.symbol, ctx.htf, sh, ctx.update.newH0.price))
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{
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TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, false);
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TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newL02, false);
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const bool lOk = CSwingEngine::IsConfirmedSwingLow(ctx.symbol, ctx.htf,
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ctx.update.newL0, InpSwingRange);
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const bool hOk = CSwingEngine::IsConfirmedSwingHigh(ctx.symbol, ctx.htf,
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ctx.update.newL02, InpSwingRange);
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if(lOk && hOk)
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{
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FinalizePivotLow(ctx.symbol, ctx.htf, ctx.update.newL0, InpSwingRange);
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FinalizePivotHigh(ctx.symbol, ctx.htf, ctx.update.newL02, InpSwingRange);
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CSwingEngine::RollBearChochCase2(ctx.swings,
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ctx.update.newH0, ctx.update.newL0, ctx.update.newL02);
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FinishRoll(ctx);
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Dbg("Bear CHoCH case2 — bull confirmed, rolled");
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}
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}
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}
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static void OnHtfBarClose(HtfContext &ctx)
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{
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const int sh = 1;
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if(ctx.update.phase == UPD_PHASE_IDLE)
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{
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DetectBreakEvents(ctx);
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if(ctx.update.phase != UPD_PHASE_BUILD)
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return;
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if(ctx.update.event == UPD_CONTINUE)
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{
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if(ctx.structBias == STRUCT_BULL)
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{
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if(CKeyLevels::IsBullCandle(ctx.symbol, ctx.htf, sh))
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TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, false);
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TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, false);
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}
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else if(ctx.structBias == STRUCT_BEAR)
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{
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if(CKeyLevels::IsBearCandle(ctx.symbol, ctx.htf, sh))
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TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, false);
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TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, false);
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}
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}
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else if(ctx.update.event == UPD_CHOCH)
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{
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if(ctx.structBias == STRUCT_BULL)
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TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, false);
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else
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TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, false);
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}
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return;
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}
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if(ctx.update.phase == UPD_PHASE_BUILD)
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{
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if(ctx.update.event == UPD_CONTINUE && ctx.structBias == STRUCT_BULL)
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ProcessBullContinueBuild(ctx, sh);
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else if(ctx.update.event == UPD_CONTINUE && ctx.structBias == STRUCT_BEAR)
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ProcessBearContinueBuild(ctx, sh);
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else if(ctx.update.event == UPD_CHOCH && ctx.structBias == STRUCT_BULL)
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ProcessBullChochBuild(ctx, sh);
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else if(ctx.update.event == UPD_CHOCH && ctx.structBias == STRUCT_BEAR)
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ProcessBearChochBuild(ctx, sh);
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return;
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}
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if(ctx.update.phase == UPD_PHASE_CHOCH_RESOLVE)
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{
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if(ctx.structBias == STRUCT_BULL)
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ProcessBullChochResolve(ctx, sh);
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else if(ctx.structBias == STRUCT_BEAR)
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ProcessBearChochResolve(ctx, sh);
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}
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}
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};
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#endif // HYPERICT_UPDATEENGINE_MQH
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