116 lines
4.0 KiB
Plaintext
116 lines
4.0 KiB
Plaintext
#ifndef EA_ICT_CL__CONTEXTS_MQH
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#define EA_ICT_CL__CONTEXTS_MQH
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/** Updates TF trend context (swing + trend + MSS detection when on trigger TF). */
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inline void UpdateTFTrendContext(ENUM_TIMEFRAMES tf, int lookback, TFTrendContext &ctx)
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{
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datetime currentTfBarTime = iTime(_Symbol, tf, 0);
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if (currentTfBarTime == ctx.lastBarTime) return;
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ctx.lastBarTime = currentTfBarTime;
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double lastBarClose = iClose(_Symbol, tf, 1);
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datetime lastBarTime = iTime (_Symbol, tf, 1);
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if (tf == InpTriggerTF
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&& g_State == EA_WAIT_TRIGGER
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&& ctx.h0 > 0 && ctx.l0 > 0
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&& g_MiddleTrend.trend != DIR_NONE)
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{
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bool isMssTriggered = false;
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MarketDir mssBreakDirection = DIR_NONE;
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double entryLevel = 0;
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double slLevel = 0;
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if (g_MiddleTrend.trend == DIR_UP && lastBarClose > ctx.h0)
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{
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isMssTriggered = true;
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mssBreakDirection = DIR_UP;
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entryLevel = ctx.h0;
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slLevel = ctx.l0;
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}
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else if (g_MiddleTrend.trend == DIR_DOWN && lastBarClose < ctx.l0)
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{
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isMssTriggered = true;
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mssBreakDirection = DIR_DOWN;
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entryLevel = ctx.l0;
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slLevel = ctx.h0;
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}
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if (isMssTriggered && lastBarTime != ctx.lastMssTime)
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{
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double mssSwingDepthPoints = MathAbs(ctx.h0 - ctx.l0) / _Point;
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if (mssSwingDepthPoints < InpMSSMinDepthPts)
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{
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if (InpDebugLog)
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PrintFormat("[M5 MSS SKIP] depth=%.0f pts < %d | H0=%.5f L0=%.5f | %s",
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mssSwingDepthPoints, InpMSSMinDepthPts, ctx.h0, ctx.l0, TimeToString(lastBarTime));
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}
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else
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{
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ctx.lastMssTime = lastBarTime;
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ctx.lastMssLevel = entryLevel;
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ctx.lastMssBreak = mssBreakDirection;
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ctx.mssSLSwing = slLevel;
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if (InpDebugLog)
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PrintFormat("[M5 MSS] %s | entry=%.5f SL=%.5f depth=%.0fpts | close=%.5f | H0=%.5f L0=%.5f | %s",
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(mssBreakDirection == DIR_UP) ? "▲ Bull" : "▼ Bear",
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entryLevel, slLevel, mssSwingDepthPoints, lastBarClose,
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ctx.h0, ctx.l0, TimeToString(lastBarTime));
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}
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}
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}
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double h0, h1, l0, l1;
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int idxH0, idxH1, idxL0, idxL1;
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if (!ScanSwingStructure(tf, lookback, h0, h1, idxH0, idxH1, l0, l1, idxL0, idxL1))
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{ ctx.trend = DIR_NONE; return; }
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ctx.h0 = h0; ctx.idxH0 = idxH0;
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ctx.h1 = h1; ctx.idxH1 = idxH1;
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ctx.l0 = l0; ctx.idxL0 = idxL0;
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ctx.l1 = l1; ctx.idxL1 = idxL1;
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MarketDir prev = ctx.trend;
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ResolveTrendFromSwings(tf, h0, h1, l0, l1, ctx.trend, ctx.keyLevel);
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if (InpDebugLog && ctx.trend != prev)
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PrintFormat("[%s TREND] %s → %s | H0=%.5f H1=%.5f L0=%.5f L1=%.5f | KL=%.5f",
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EnumToString(tf), EnumToString(prev), EnumToString(ctx.trend),
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h0, h1, l0, l1, ctx.keyLevel);
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}
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/** Updates daily risk context (day start balance, current balance, limit-hit flag). */
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inline void UpdateDailyRiskContext()
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{
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datetime currentDayTime = iTime(_Symbol, PERIOD_D1, 0);
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if (currentDayTime != g_DailyRisk.dayStartTime)
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{
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g_DailyRisk.dayStartTime = currentDayTime;
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g_DailyRisk.startBalance = AccountInfoDouble(ACCOUNT_BALANCE);
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g_DailyRisk.limitHit = false;
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if (InpDebugLog) PrintFormat("[DAILY RISK] New day | start=%.2f", g_DailyRisk.startBalance);
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}
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if (g_DailyRisk.limitHit) return;
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g_DailyRisk.currentBalance = AccountInfoDouble(ACCOUNT_BALANCE);
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double lossPercentToday = (g_DailyRisk.startBalance - g_DailyRisk.currentBalance)
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/ g_DailyRisk.startBalance * 100.0;
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if (lossPercentToday >= InpMaxDailyLossPct)
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{
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g_DailyRisk.limitHit = true;
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PrintFormat("[DAILY RISK] ⛔ Limit hit | lost=%.2f%% | bal=%.2f",
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lossPercentToday, g_DailyRisk.currentBalance);
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}
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}
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/** Updates all contexts: daily risk, middle TF trend, trigger TF trend. */
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inline void UpdateAllContexts()
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{
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UpdateDailyRiskContext();
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UpdateTFTrendContext(InpMiddleTF, InpSwingLookback, g_MiddleTrend);
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UpdateTFTrendContext(InpTriggerTF, InpTriggerSwingLookback, g_TriggerTrend);
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}
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#endif
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