Huthayfa
73 lines
2.8 KiB
Plaintext
73 lines
2.8 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Logic/MacroAudit.mqh |
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//+------------------------------------------------------------------+
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#ifndef __MACRO_AUDIT_MQH__
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#define __MACRO_AUDIT_MQH__
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#include "../Core/Config.mqh"
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#include "../Core/State.mqh"
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#include "../Core/Logger.mqh"
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#include "../Data/VWAP_Engine.mqh"
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#include "../Data/PriceEngine.mqh"
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extern CLogger g_logger;
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extern CPriceEngine g_priceEngine;
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class CMacroAudit
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{
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private:
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ENUM_TIMEFRAMES m_htf;
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CVWAPEngine *m_vwap;
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public:
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bool Init(ENUM_TIMEFRAMES htf, CVWAPEngine &vwap)
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{
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m_htf = htf; m_vwap = GetPointer(vwap);
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Print("[MacroAudit] HTF analysis initialized on ", EnumToString(htf));
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return true;
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}
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void Release() {}
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void Analyze(EAState &state)
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{
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if(!state.vwapState.isValid) { state.currentBias = BIAS_NEUTRAL; return; }
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MqlRates currentBar;
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if(!g_priceEngine.GetClosedBar(m_htf, 1, currentBar)) { state.currentBias = BIAS_NEUTRAL; return; }
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double price = currentBar.close;
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double vwap = state.vwapState.vwapValue;
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double slope = state.vwapState.vwapSlope;
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bool aboveVWAP = (price > vwap * 1.005);
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bool belowVWAP = (price < vwap * 0.995);
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bool risingVWAP = (slope > 0);
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bool fallingVWAP = (slope < 0);
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int highestIdx = iHighest(_Symbol, m_htf, MODE_HIGH, SWING_LOOKBACK, 1);
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int lowestIdx = iLowest(_Symbol, m_htf, MODE_LOW, SWING_LOOKBACK, 1);
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if(highestIdx < 0 || lowestIdx < 0) { state.currentBias = BIAS_NEUTRAL; return; }
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double swingHigh = iHigh(_Symbol, m_htf, highestIdx);
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double swingLow = iLow(_Symbol, m_htf, lowestIdx);
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state.swingHigh = swingHigh; state.swingLow = swingLow;
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bool bullBOS = (currentBar.close > swingHigh);
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bool bearBOS = (currentBar.close < swingLow);
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bool volConfirmed = false;
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int volHandle = iMA(_Symbol, m_htf, 20, 0, MODE_SMA, VOLUME_TICK);
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if(volHandle != INVALID_HANDLE)
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{
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double volMABuf[]; ArraySetAsSeries(volMABuf, true);
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if(CopyBuffer(volHandle, 0, 1, 1, volMABuf) > 0)
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{
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double avgVol = volMABuf[0];
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if(avgVol > 0) volConfirmed = (currentBar.tick_volume >= avgVol * VOLUME_CONFIRM);
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}
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IndicatorRelease(volHandle);
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}
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state.bosBullish = bullBOS && volConfirmed;
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state.bosBearish = bearBOS && volConfirmed;
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if(aboveVWAP && risingVWAP && state.bosBullish) state.currentBias = BIAS_BULL;
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else if(belowVWAP && fallingVWAP && state.bosBearish) state.currentBias = BIAS_BEAR;
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else if((aboveVWAP && risingVWAP) || state.bosBullish) state.currentBias = BIAS_BULL;
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else if((belowVWAP && fallingVWAP) || state.bosBearish) state.currentBias = BIAS_BEAR;
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else state.currentBias = BIAS_NEUTRAL;
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}
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};
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#endif // __MACRO_AUDIT_MQH__
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