Bell
549 lines
19 KiB
Plaintext
549 lines
19 KiB
Plaintext
//+------------------------------------------------------------------+
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//| UpdateEngine.mqh — §1.4 CHoCH / Continue |
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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 frozen)
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{
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if(frozen)
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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 frozen)
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{
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if(frozen)
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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 bool ConfirmedSwingHighAt(const string sym, const ENUM_TIMEFRAMES tf,
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const int shift, const int range)
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{
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SwingPoint pt;
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CSwingEngine::FillSwingHigh(sym, tf, shift, pt);
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return CSwingEngine::IsConfirmedSwingHigh(sym, tf, pt, range);
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}
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static bool ConfirmedSwingLowAt(const string sym, const ENUM_TIMEFRAMES tf,
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const int shift, const int range)
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{
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SwingPoint pt;
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CSwingEngine::FillSwingLow(sym, tf, shift, pt);
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return CSwingEngine::IsConfirmedSwingLow(sym, tf, pt, range);
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}
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// P2 bull CHoCH: đáy confirm (swing low) HOẶC đã hồi lên có swing high sau đáy
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static bool TryConfirmBullChochNewL0(const string sym, const ENUM_TIMEFRAMES tf,
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const SwingPoint &newL0, const int range)
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{
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if(!newL0.Valid())
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return false;
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if(CSwingEngine::IsConfirmedSwingLow(sym, tf, newL0, range))
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return true;
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for(int sh = 1; sh < newL0.shift; sh++)
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{
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if(iLow(sym, tf, sh) <= newL0.price + _Point)
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continue;
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if(ConfirmedSwingHighAt(sym, tf, sh, range))
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return true;
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}
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return false;
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}
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// Đỉnh hồi cao nhất (đã confirm) sau đáy newL0 — dùng seed newH0 case2
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static bool FindRetraceHighAfterLow(const string sym, const ENUM_TIMEFRAMES tf,
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const SwingPoint &low, const int range,
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SwingPoint &outHigh)
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{
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outHigh.Clear();
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if(!low.Valid())
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return false;
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for(int sh = 1; sh < low.shift; sh++)
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{
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if(iLow(sym, tf, sh) <= low.price + _Point)
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continue;
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if(!ConfirmedSwingHighAt(sym, tf, sh, range))
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continue;
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const double h = iHigh(sym, tf, sh);
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if(!outHigh.Valid() || h > outHigh.price)
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CSwingEngine::FillSwingHigh(sym, tf, sh, outHigh);
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}
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return outHigh.Valid();
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}
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static bool FindRetraceLowAfterHigh(const string sym, const ENUM_TIMEFRAMES tf,
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const SwingPoint &high, const int range,
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SwingPoint &outLow)
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{
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outLow.Clear();
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if(!high.Valid())
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return false;
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for(int sh = 1; sh < high.shift; sh++)
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{
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if(iHigh(sym, tf, sh) >= high.price - _Point)
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continue;
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if(!ConfirmedSwingLowAt(sym, tf, sh, range))
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continue;
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const double l = iLow(sym, tf, sh);
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if(!outLow.Valid() || l < outLow.price)
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CSwingEngine::FillSwingLow(sym, tf, sh, outLow);
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}
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return outLow.Valid();
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}
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// P2 bear CHoCH: đỉnh confirm hoặc hồi xuống có swing low sau đỉnh
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static bool TryConfirmBearChochNewH0(const string sym, const ENUM_TIMEFRAMES tf,
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const SwingPoint &newH0, const int range)
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{
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if(!newH0.Valid())
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return false;
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if(CSwingEngine::IsConfirmedSwingHigh(sym, tf, newH0, range))
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return true;
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for(int sh = 1; sh < newH0.shift; sh++)
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{
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if(iHigh(sym, tf, sh) >= newH0.price - _Point)
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continue;
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if(ConfirmedSwingLowAt(sym, tf, sh, range))
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return true;
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}
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return false;
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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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static void LockBullChochNewL0(HtfContext &ctx)
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{
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CSwingEngine::FillSwingLow(ctx.symbol, ctx.htf, ctx.update.newL0.shift, ctx.update.newL0);
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ctx.update.newLLocked = true;
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ctx.update.phase = UPD_PHASE_CHOCH_RESOLVE;
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ctx.update.case2Active = false;
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ctx.update.newH0Case2Locked = false;
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ctx.update.newL02.Clear();
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SwingPoint retrace;
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if(FindRetraceHighAfterLow(ctx.symbol, ctx.htf, ctx.update.newL0, InpSwingRange, retrace))
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{
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ctx.update.newH0 = retrace;
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Dbg(StringFormat("Bull CHoCH P2 — seed newH0 @ %.5f (hồi sau đáy)", retrace.price));
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}
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else
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ctx.update.newH0.Clear();
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Dbg(StringFormat("Bull CHoCH P2 — newL0 khóa @ %.5f sh=%d",
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ctx.update.newL0.price, ctx.update.newL0.shift));
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}
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static void LockBearChochNewH0(HtfContext &ctx)
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{
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CSwingEngine::FillSwingHigh(ctx.symbol, ctx.htf, ctx.update.newH0.shift, ctx.update.newH0);
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ctx.update.newH0Locked = true;
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ctx.update.phase = UPD_PHASE_CHOCH_RESOLVE;
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ctx.update.case2Active = false;
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ctx.update.newH0Case2Locked = false;
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ctx.update.newL02.Clear();
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SwingPoint retrace;
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if(FindRetraceLowAfterHigh(ctx.symbol, ctx.htf, ctx.update.newH0, InpSwingRange, retrace))
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{
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ctx.update.newL0 = retrace;
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Dbg(StringFormat("Bear CHoCH P2 — seed newL0 @ %.5f (hồi sau đỉnh)", retrace.price));
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}
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else
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ctx.update.newL0.Clear();
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Dbg(StringFormat("Bear CHoCH P2 — newH0 khóa @ %.5f sh=%d",
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ctx.update.newH0.price, ctx.update.newH0.shift));
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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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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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ctx.update.case2Active = false;
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ctx.update.newH0Case2Locked = false;
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ctx.update.case1TrackingH0 = false;
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Dbg("Bull CHoCH P1 — 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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ctx.update.case2Active = false;
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ctx.update.newH0Case2Locked = false;
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ctx.update.case1TrackingH0 = false;
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Dbg("Bear CHoCH P1 — 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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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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CSwingEngine::FillSwingHigh(ctx.symbol, ctx.htf, ctx.update.newH0.shift, ctx.update.newH0);
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CSwingEngine::FillSwingLow(ctx.symbol, ctx.htf, ctx.update.newL0.shift, ctx.update.newL0);
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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 — roll");
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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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CSwingEngine::FillSwingLow(ctx.symbol, ctx.htf, ctx.update.newL0.shift, ctx.update.newL0);
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CSwingEngine::FillSwingHigh(ctx.symbol, ctx.htf, ctx.update.newH0.shift, ctx.update.newH0);
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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 — roll");
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}
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static void ProcessBullChochBuild(HtfContext &ctx, const int sh)
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{
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if(!ctx.update.newLLocked)
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TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, false);
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if(ctx.update.newLLocked)
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return;
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if(TryConfirmBullChochNewL0(ctx.symbol, ctx.htf, ctx.update.newL0, InpSwingRange))
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LockBullChochNewL0(ctx);
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}
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static void ProcessBearChochBuild(HtfContext &ctx, const int sh)
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{
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if(!ctx.update.newH0Locked)
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TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, false);
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if(ctx.update.newH0Locked)
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return;
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if(TryConfirmBearChochNewH0(ctx.symbol, ctx.htf, ctx.update.newH0, InpSwingRange))
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LockBearChochNewH0(ctx);
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}
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// P3 case2: newL0 khóa → hồi (newH0) → phá xuống (newL02) → roll bear
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static void ProcessBullChochCase2(HtfContext &ctx, const int sh)
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{
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if(!ctx.update.newLLocked || !ctx.update.newL0.Valid())
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return;
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if(!CKeyLevels::BodyBreakBelow(ctx.symbol, ctx.htf, sh, ctx.update.newL0.price))
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{
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if(!ctx.update.case2Active)
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return;
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}
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else if(!ctx.update.case2Active)
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{
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ctx.update.case2Active = true;
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ctx.update.newL02.Clear();
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ctx.update.case1TrackingH0 = false;
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if(ctx.update.newH0.Valid() &&
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CSwingEngine::IsConfirmedSwingHigh(ctx.symbol, ctx.htf,
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ctx.update.newH0, InpSwingRange))
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ctx.update.newH0Case2Locked = true;
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else
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ctx.update.newH0Case2Locked = false;
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Dbg("Bull CHoCH P3 case2 — bắt đầu (newL0 đã khóa, phá xuống)");
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}
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if(!ctx.update.case2Active)
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return;
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if(!ctx.update.newH0Case2Locked)
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{
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TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, false);
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if(CSwingEngine::IsConfirmedSwingHigh(ctx.symbol, ctx.htf,
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ctx.update.newH0, InpSwingRange))
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{
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CSwingEngine::FillSwingHigh(ctx.symbol, ctx.htf, ctx.update.newH0.shift, ctx.update.newH0);
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ctx.update.newH0Case2Locked = true;
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ctx.update.newL02.Clear();
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Dbg(StringFormat("Bull CHoCH case2 — newH0 confirm @ %.5f", ctx.update.newH0.price));
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}
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return;
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}
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TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL02, false);
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if(!CSwingEngine::IsConfirmedSwingLow(ctx.symbol, ctx.htf,
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ctx.update.newL02, InpSwingRange))
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return;
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CSwingEngine::FillSwingLow(ctx.symbol, ctx.htf, ctx.update.newL02.shift, ctx.update.newL02);
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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 — roll bear (H0→H1, newH0→H0, newL0→L1, newL02→L0)");
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}
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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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ctx.update.case2Active = false;
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ctx.update.newH0Case2Locked = false;
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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 — phá H0, track newH0");
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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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CSwingEngine::IsConfirmedSwingHigh(ctx.symbol, ctx.htf,
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ctx.update.newH0, InpSwingRange))
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{
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CSwingEngine::FillSwingHigh(ctx.symbol, ctx.htf, ctx.update.newH0.shift, ctx.update.newH0);
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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 — roll bull");
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}
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return;
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}
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ProcessBullChochCase2(ctx, sh);
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}
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static void ProcessBearChochCase2(HtfContext &ctx, const int sh)
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{
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if(!ctx.update.newH0Locked || !ctx.update.newH0.Valid())
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return;
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if(!CKeyLevels::BodyBreakAbove(ctx.symbol, ctx.htf, sh, ctx.update.newH0.price))
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{
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if(!ctx.update.case2Active)
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return;
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}
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else if(!ctx.update.case2Active)
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{
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ctx.update.case2Active = true;
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ctx.update.newL02.Clear();
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ctx.update.case1TrackingH0 = false;
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if(ctx.update.newL0.Valid() &&
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CSwingEngine::IsConfirmedSwingLow(ctx.symbol, ctx.htf,
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ctx.update.newL0, InpSwingRange))
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ctx.update.newH0Case2Locked = true;
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else
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ctx.update.newH0Case2Locked = false;
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Dbg("Bear CHoCH P3 case2 — bắt đầu");
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}
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if(!ctx.update.case2Active)
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return;
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if(!ctx.update.newH0Case2Locked)
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{
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TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, false);
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if(CSwingEngine::IsConfirmedSwingLow(ctx.symbol, ctx.htf,
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ctx.update.newL0, InpSwingRange))
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{
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CSwingEngine::FillSwingLow(ctx.symbol, ctx.htf, ctx.update.newL0.shift, ctx.update.newL0);
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ctx.update.newH0Case2Locked = true;
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ctx.update.newL02.Clear();
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Dbg(StringFormat("Bear CHoCH case2 — newL0 retrace confirm @ %.5f", ctx.update.newL0.price));
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}
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return;
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}
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TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newL02, false);
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if(!CSwingEngine::IsConfirmedSwingHigh(ctx.symbol, ctx.htf,
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ctx.update.newL02, InpSwingRange))
|
|
return;
|
|
|
|
CSwingEngine::FillSwingHigh(ctx.symbol, ctx.htf, ctx.update.newL02.shift, ctx.update.newL02);
|
|
CSwingEngine::RollBearChochCase2(ctx.swings,
|
|
ctx.update.newH0, ctx.update.newL0, ctx.update.newL02);
|
|
FinishRoll(ctx);
|
|
Dbg("Bear CHoCH case2 — roll bull");
|
|
}
|
|
|
|
static void ProcessBearChochResolve(HtfContext &ctx, const int sh)
|
|
{
|
|
if(CKeyLevels::BodyBreakBelow(ctx.symbol, ctx.htf, sh, ctx.swings.l0.price))
|
|
{
|
|
ctx.update.case2Active = false;
|
|
ctx.update.newH0Case2Locked = false;
|
|
|
|
if(!ctx.update.case1TrackingH0)
|
|
{
|
|
ctx.update.case1TrackingH0 = true;
|
|
ctx.update.newL0.Clear();
|
|
ctx.update.newLLocked = false;
|
|
Dbg("Bear CHoCH case1 — phá L0");
|
|
}
|
|
TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, ctx.update.newLLocked);
|
|
|
|
if(!ctx.update.newLLocked &&
|
|
CSwingEngine::IsConfirmedSwingLow(ctx.symbol, ctx.htf,
|
|
ctx.update.newL0, InpSwingRange))
|
|
{
|
|
CSwingEngine::FillSwingLow(ctx.symbol, ctx.htf, ctx.update.newL0.shift, ctx.update.newL0);
|
|
CSwingEngine::RollBearChochCase1(ctx.swings, ctx.update.newH0, ctx.update.newL0);
|
|
FinishRoll(ctx);
|
|
Dbg("Bear CHoCH case1 — roll bear");
|
|
}
|
|
return;
|
|
}
|
|
|
|
ProcessBearChochCase2(ctx, sh);
|
|
}
|
|
|
|
static void OnHtfBarClose(HtfContext &ctx)
|
|
{
|
|
const int sh = 1;
|
|
|
|
if(ctx.update.phase == UPD_PHASE_IDLE)
|
|
{
|
|
DetectBreakEvents(ctx);
|
|
if(ctx.update.phase != UPD_PHASE_BUILD)
|
|
return;
|
|
|
|
if(ctx.update.event == UPD_CONTINUE)
|
|
{
|
|
if(ctx.structBias == STRUCT_BULL)
|
|
{
|
|
if(CKeyLevels::IsBullCandle(ctx.symbol, ctx.htf, sh))
|
|
TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, false);
|
|
TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, false);
|
|
}
|
|
else if(ctx.structBias == STRUCT_BEAR)
|
|
{
|
|
if(CKeyLevels::IsBearCandle(ctx.symbol, ctx.htf, sh))
|
|
TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, false);
|
|
TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, false);
|
|
}
|
|
}
|
|
else if(ctx.update.event == UPD_CHOCH)
|
|
{
|
|
if(ctx.structBias == STRUCT_BULL)
|
|
TrackNewLow(ctx.symbol, ctx.htf, sh, ctx.update.newL0, false);
|
|
else
|
|
TrackNewHigh(ctx.symbol, ctx.htf, sh, ctx.update.newH0, false);
|
|
}
|
|
return;
|
|
}
|
|
|
|
if(ctx.update.phase == UPD_PHASE_BUILD)
|
|
{
|
|
if(ctx.update.event == UPD_CONTINUE && ctx.structBias == STRUCT_BULL)
|
|
ProcessBullContinueBuild(ctx, sh);
|
|
else if(ctx.update.event == UPD_CONTINUE && ctx.structBias == STRUCT_BEAR)
|
|
ProcessBearContinueBuild(ctx, sh);
|
|
else if(ctx.update.event == UPD_CHOCH && ctx.structBias == STRUCT_BULL)
|
|
ProcessBullChochBuild(ctx, sh);
|
|
else if(ctx.update.event == UPD_CHOCH && ctx.structBias == STRUCT_BEAR)
|
|
ProcessBearChochBuild(ctx, sh);
|
|
return;
|
|
}
|
|
|
|
if(ctx.update.phase == UPD_PHASE_CHOCH_RESOLVE)
|
|
{
|
|
if(ctx.structBias == STRUCT_BULL)
|
|
ProcessBullChochResolve(ctx, sh);
|
|
else if(ctx.structBias == STRUCT_BEAR)
|
|
ProcessBearChochResolve(ctx, sh);
|
|
}
|
|
}
|
|
};
|
|
|
|
#endif // HYPERICT_UPDATEENGINE_MQH
|