Initialize project in MT5 Experts directory

Data/FibonacciEngine.mqh

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+//+------------------------------------------------------------------+
+//| Data/FibonacciEngine.mqh                                         |
+//| Fibonacci Retracement & Extension Analysis                       |
+//| Identifies key S/R levels: 0.236, 0.382, 0.5, 0.618, 0.786      |
+//| Uses swing highs/lows for accurate level placement              |
+//+------------------------------------------------------------------+
+#ifndef __FIBONACCI_ENGINE_MQH__
+#define __FIBONACCI_ENGINE_MQH__
+
+#include "../Core/Config.mqh"
+#include "../Core/State.mqh"
+#include "../Data/PriceEngine.mqh"
+
+class CFibonacciEngine
+{
+private:
+   ENUM_TIMEFRAMES m_tf;
+   double m_levels[7];     // 0.0, 0.236, 0.382, 0.5, 0.618, 0.786, 1.0
+   double m_levelValues[7];
+   bool m_levelsValid;
+   double m_swingHigh;
+   double m_swingLow;
+   datetime m_swingHighTime;
+   datetime m_swingLowTime;
+
+public:
+   CFibonacciEngine() : m_levelsValid(false), m_swingHigh(0), m_swingLow(0) {}
+
+   bool Init(ENUM_TIMEFRAMES tf)
+   {
+      m_tf = tf;
+      m_levels[0] = 0.0;
+      m_levels[1] = 0.236;
+      m_levels[2] = 0.382;
+      m_levels[3] = 0.500;
+      m_levels[4] = 0.618;
+      m_levels[5] = 0.786;
+      m_levels[6] = 1.0;
+      Print("[FibonacciEngine] Initialized on ", EnumToString(tf));
+      return true;
+   }
+
+   void Calculate()
+   {
+      // Find significant swing high and low
+      FindSwingPoints();
+
+      if(m_swingHigh <= m_swingLow || m_swingHigh == 0 || m_swingLow == 0)
+      {
+         m_levelsValid = false;
+         return;
+      }
+
+      double range = m_swingHigh - m_swingLow;
+      for(int i = 0; i < 7; i++)
+      {
+         m_levelValues[i] = m_swingHigh - (range * m_levels[i]);
+      }
+      m_levelsValid = true;
+   }
+
+   // Check if price is near a key fibonacci level (for entries)
+   bool IsNearFibLevel(double price, double tolerance, int &nearestLevel)
+   {
+      if(!m_levelsValid) return false;
+
+      nearestLevel = -1;
+      double minDist = DBL_MAX;
+
+      // Most important levels for entries: 0.382, 0.5, 0.618, 0.786
+      int keyLevels[] = {2, 3, 4, 5};
+
+      for(int i = 0; i < ArraySize(keyLevels); i++)
+      {
+         int idx = keyLevels[i];
+         double dist = MathAbs(price - m_levelValues[idx]);
+         if(dist < minDist)
+         {
+            minDist = dist;
+            nearestLevel = idx;
+         }
+      }
+
+      double atr = iATR(_Symbol, m_tf, 14);
+      if(atr == 0) atr = _Point * 50;
+
+      return (minDist <= tolerance * atr);
+   }
+
+   // Get the strongest level (0.618 golden ratio)
+   double GetGoldenRatioLevel() const
+   {
+      if(!m_levelsValid) return 0;
+      return m_levelValues[4]; // 0.618
+   }
+
+   // Get 0.786 level (deep retracement - final support/resistance)
+   double GetDeepLevel() const
+   {
+      if(!m_levelsValid) return 0;
+      return m_levelValues[5]; // 0.786
+   }
+
+   // Check if price broke a fib level (trend continuation signal)
+   bool DidBreakLevel(double prevClose, double currClose, int levelIdx)
+   {
+      if(!m_levelsValid || levelIdx < 0 || levelIdx >= 7) return false;
+
+      double level = m_levelValues[levelIdx];
+      return ((prevClose < level && currClose > level) || 
+              (prevClose > level && currClose < level));
+   }
+
+   // Get fibonacci extension for TP calculation
+   double GetExtension(double multiplier)
+   {
+      if(!m_levelsValid) return 0;
+      double range = m_swingHigh - m_swingLow;
+      return m_swingHigh + (range * multiplier);
+   }
+
+   string GetLevelName(int idx) const
+   {
+      if(idx < 0 || idx >= 7) return "Invalid";
+      string names[] = {"0.0", "0.236", "0.382", "0.5", "0.618", "0.786", "1.0"};
+      return names[idx];
+   }
+
+   bool IsValid() const { return m_levelsValid; }
+   double GetSwingHigh() const { return m_swingHigh; }
+   double GetSwingLow() const { return m_swingLow; }
+
+private:
+   void FindSwingPoints()
+   {
+      MqlRates rates[];
+      ArraySetAsSeries(rates, true);
+      int copied = CopyRates(_Symbol, m_tf, 0, 100, rates);
+      if(copied < 20) { m_levelsValid = false; return; }
+
+      // Find swing high (highest high in last 50 bars)
+      m_swingHigh = 0;
+      m_swingHighTime = 0;
+      int highIdx = iHighest(_Symbol, m_tf, MODE_HIGH, 50, 1);
+      if(highIdx >= 0)
+      {
+         m_swingHigh = iHigh(_Symbol, m_tf, highIdx);
+         m_swingHighTime = iTime(_Symbol, m_tf, highIdx);
+      }
+
+      // Find swing low (lowest low in last 50 bars)
+      m_swingLow = DBL_MAX;
+      m_swingLowTime = 0;
+      int lowIdx = iLowest(_Symbol, m_tf, MODE_LOW, 50, 1);
+      if(lowIdx >= 0)
+      {
+         m_swingLow = iLow(_Symbol, m_tf, lowIdx);
+         m_swingLowTime = iTime(_Symbol, m_tf, lowIdx);
+      }
+   }
+};
+
+#endif // __FIBONACCI_ENGINE_MQH__