gavindiaz/mql5
1
0
Fork 0
mirror of https://github.com/softwaredevelop/mql5.git synced 2026-07-27 20:47:44 +00:00
Code Issues Packages Projects Releases Wiki Activity

feat(scripts): Squeeze Momentum Integration

Browse Source
This commit is contained in:
Toh4iem9
2026-02-16 13:51:16 +01:00
parent caebb51a2e
commit 6062fbb818
1 changed files with 24 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Scripts/MyScripts/Market_Scanner_Pro.mq5
+24 -11
View File
@@ -1,10 +1,10 @@
//+------------------------------------------------------------------+
//| Market_Scanner_Pro.mq5 |
//| QuantScan 9.0 - Next Gen Statistics |
//| QuantScan 9.1 - Next Gen Statistics |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "9.00" // VHF, R2, V-Score, AutoCorr Integration
#property version "9.10" // Squeeze Momentum Integration
#property description "Exports 'QuantScan 9.0' dataset for LLM Analysis."
#property description "Features Advanced Statistical Filters (VHF, R2, V-Score)."
#property script_show_inputs
@@ -86,6 +86,9 @@ struct QuantData
double autocorr; // Lag-1 Correlation
double vol_regime; // ATR(5)/ATR(50)
string sqz; // Squeeze State
double sqz_mom; // New
double m15_vhf; // New
double m15_r2; // New
double dist_pdh;
double dist_pdl;
@@ -280,7 +283,7 @@ void OnStart()
// Layer 1
header += StringFormat("ALPHA_%s;BETA_%s;VHF_%s;R2_%s;ZONE_%s;", str_slow, str_slow, str_slow, str_slow, str_slow);
// Layer 2
header += StringFormat("V_SCORE_%s;AUTOCORR_%s;VOL_REGIME_%s;SQZ_%s;DIST_PDH;DIST_PDL;", str_mid, str_mid, str_mid, str_mid);
header += StringFormat("V_SCORE_%s;AUTOCORR_%s;VOL_REGIME_%s;SQZ_%s;SQZ_MOM_%s;VHF_%s;R2_%s;DIST_PDH;DIST_PDL;", str_mid, str_mid, str_mid, str_mid, str_mid, str_mid, str_mid);
// Layer 3
header += StringFormat("VEL_%s;VOL_THRUST;COST_ATR_%s;", str_fast, str_fast);
// Composites
@@ -306,6 +309,9 @@ void OnStart()
DoubleToString(results[i].autocorr, 2),
DoubleToString(results[i].vol_regime, 2),
results[i].sqz,
DoubleToString(results[i].sqz_mom, 2),
DoubleToString(results[i].m15_vhf, 2),
DoubleToString(results[i].m15_r2, 2),
DoubleToString(results[i].dist_pdh, 2),
DoubleToString(results[i].dist_pdl, 2),
// L3
@@ -509,9 +515,13 @@ bool RunQuantAnalysis(string sym, QuantData &data)
data.vol_regime = (atr_s!=0) ? atr_f/atr_s : 1.0;
// 4. Squeeze
data.sqz = Calc_Squeeze(sym, InpTFMiddle, mid_o, mid_h, mid_l, mid_c, idx_l2);
Calc_Squeeze_Full(sym, InpTFMiddle, mid_o, mid_h, mid_l, mid_c, idx_l2, data.sqz, data.sqz_mom);
// 5. Dist PDH/PDL
// 5. VHF & R2 (Live)
data.m15_vhf = Calc_VHF(mid_o, mid_h, mid_l, mid_c, InpVHFPeriod, idx_l2);
data.m15_r2 = Calc_R2(mid_o, mid_h, mid_l, mid_c, InpR2Period, idx_l2);
// 6. Dist PDH/PDL
CSessionLevelsCalculator sess_calc;
if(sess_calc.Init(PERIOD_D1))
{
@@ -654,13 +664,16 @@ double Calc_Velocity(const double &close[], double atr, int period, int idx)
//+------------------------------------------------------------------+
//| WRAPPER: Squeeze |
//+------------------------------------------------------------------+
string Calc_Squeeze(string sym, ENUM_TIMEFRAMES tf, const double &o[], const double &h[], const double &l[], const double &c[], int idx)
void Calc_Squeeze_Full(string sym, ENUM_TIMEFRAMES tf, const double &o[], const double &h[], const double &l[], const double &c[], int idx, string &state, double &mom_val)
{
int total = ArraySize(c);
CSqueezeCalculator sqz;
if(!sqz.Init(InpSqueezeLength, InpBBMult, InpKCMult, InpSqueezeMom))
return "ERR";
if(!sqz.Init(InpSqueezeLength, InpBBMult, InpKCMult, 12))
{
state="ERR";
mom_val=0;
return;
}
double mom[], val[], col[];
ArrayResize(mom, total);
@@ -671,9 +684,9 @@ string Calc_Squeeze(string sym, ENUM_TIMEFRAMES tf, const double &o[], const dou
if(idx < total)
{
return (col[idx] == 1.0) ? "ON" : "OFF";
state = (col[idx] == 1.0) ? "ON" : "OFF";
mom_val = mom[idx];
}
return "N/A";
}
//+------------------------------------------------------------------+