Visi
135 lines
4.7 KiB
Plaintext
135 lines
4.7 KiB
Plaintext
//+------------------------------------------------------------------+
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//| MadTurtle_MTF.mqh - Multi-Timeframe confirmation filters |
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//+------------------------------------------------------------------+
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#ifndef MADTURTLE_MTF
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#define MADTURTLE_MTF
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struct MadTurtleMTFState {
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double h4_sma_fast;
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double h4_sma_slow;
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double h4_rsi;
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double h4_macd;
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double h4_volume_ratio;
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ENUM_ORDER_TYPE h4_bias;
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double d1_sma_fast;
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double d1_sma_slow;
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double d1_rsi;
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double d1_volume_ratio;
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ENUM_ORDER_TYPE d1_bias;
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datetime h4_updated;
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datetime d1_updated;
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};
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//+------------------------------------------------------------------+
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//| Indicator value helpers (MQL5 handle + CopyBuffer) |
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//+------------------------------------------------------------------+
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double MadTurtle_GetMA(ENUM_TIMEFRAMES tf, int period, int shift)
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{
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int h = iMA(_Symbol, tf, period, 0, MODE_SMA, PRICE_CLOSE);
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if(h == INVALID_HANDLE) return 0;
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double buf[];
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if(CopyBuffer(h, 0, shift, 1, buf) != 1) { IndicatorRelease(h); return 0; }
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IndicatorRelease(h);
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return buf[0];
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}
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double MadTurtle_GetRSI(ENUM_TIMEFRAMES tf, int period, int shift)
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{
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int h = iRSI(_Symbol, tf, period, PRICE_CLOSE);
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if(h == INVALID_HANDLE) return 0;
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double buf[];
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if(CopyBuffer(h, 0, shift, 1, buf) != 1) { IndicatorRelease(h); return 0; }
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IndicatorRelease(h);
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return buf[0];
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}
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double MadTurtle_GetATR(ENUM_TIMEFRAMES tf, int period, int shift)
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{
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int h = iATR(_Symbol, tf, period);
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if(h == INVALID_HANDLE) return 0;
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double buf[];
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if(CopyBuffer(h, 0, shift, 1, buf) != 1) { IndicatorRelease(h); return 0; }
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IndicatorRelease(h);
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return buf[0];
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}
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double MadTurtle_GetMACD(ENUM_TIMEFRAMES tf, int fast, int slow, int signal, int shift)
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{
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int h = iMACD(_Symbol, tf, fast, slow, signal, PRICE_CLOSE);
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if(h == INVALID_HANDLE) return 0;
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double buf[];
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if(CopyBuffer(h, 0, shift, 1, buf) != 1) { IndicatorRelease(h); return 0; }
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IndicatorRelease(h);
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return buf[0];
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}
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double MadTurtle_GetVolume(ENUM_TIMEFRAMES tf, int shift)
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{
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long vol = iVolume(_Symbol, tf, shift);
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return (double)vol;
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}
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ENUM_ORDER_TYPE MadTurtle_MTF_BiasFromSMA(double sma_fast, double sma_slow)
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{
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if(sma_fast > sma_slow && sma_fast > 0 && sma_slow > 0) return ORDER_TYPE_BUY;
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if(sma_fast < sma_slow && sma_fast > 0 && sma_slow > 0) return ORDER_TYPE_SELL;
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return -1;
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}
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//+------------------------------------------------------------------+
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//| Update multi-timeframe state |
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//+------------------------------------------------------------------+
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void MadTurtle_UpdateMTFState(MadTurtleMTFState &state)
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{
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datetime now = TimeCurrent();
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if(now - state.h4_updated >= 60) {
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state.h4_sma_fast = MadTurtle_GetMA(PERIOD_H4, 10, 1);
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state.h4_sma_slow = MadTurtle_GetMA(PERIOD_H4, 50, 1);
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state.h4_rsi = MadTurtle_GetRSI(PERIOD_H4, 14, 1);
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state.h4_macd = MadTurtle_GetMACD(PERIOD_H4, 12, 26, 9, 1);
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state.h4_volume_ratio = MadTurtle_GetVolume(PERIOD_H4, 1);
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state.h4_bias = MadTurtle_MTF_BiasFromSMA(state.h4_sma_fast, state.h4_sma_slow);
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state.h4_updated = now;
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}
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if(now - state.d1_updated >= 60) {
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state.d1_sma_fast = MadTurtle_GetMA(PERIOD_D1, 10, 1);
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state.d1_sma_slow = MadTurtle_GetMA(PERIOD_D1, 50, 1);
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state.d1_rsi = MadTurtle_GetRSI(PERIOD_D1, 14, 1);
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state.d1_volume_ratio = MadTurtle_GetVolume(PERIOD_D1, 1);
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state.d1_bias = MadTurtle_MTF_BiasFromSMA(state.d1_sma_fast, state.d1_sma_slow);
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state.d1_updated = now;
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}
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}
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//+------------------------------------------------------------------+
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//| Check if MTF confirmation allows a BUY |
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//+------------------------------------------------------------------+
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bool MadTurtle_MTF_ConfirmBuy(const MadTurtleMTFState &state)
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{
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if(state.h4_bias != ORDER_TYPE_BUY) return false;
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if(state.d1_bias == ORDER_TYPE_SELL) return false;
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if(state.h4_rsi > 75.0) return false;
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if(state.d1_rsi > 75.0) return false;
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if(state.h4_macd < 0 && state.d1_sma_fast < state.d1_sma_slow) return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Check if MTF confirmation allows a SELL |
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//+------------------------------------------------------------------+
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bool MadTurtle_MTF_ConfirmSell(const MadTurtleMTFState &state)
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{
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if(state.h4_bias != ORDER_TYPE_SELL) return false;
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if(state.d1_bias == ORDER_TYPE_BUY) return false;
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if(state.h4_rsi < 25.0) return false;
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if(state.d1_rsi < 25.0) return false;
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if(state.h4_macd > 0 && state.d1_sma_fast > state.d1_sma_slow) return false;
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return true;
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}
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#endif // MADTURTLE_MTF
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