From 862236e50ca714d992dbe16fc41e27af3e079621 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Mon, 15 Jun 2026 16:23:27 +0200 Subject: [PATCH] new files added --- .../MyIncludes/SpringUpthrust_Calculator.mqh | 170 ++++++++++++++++++ 1 file changed, 170 insertions(+) create mode 100644 Include/MyIncludes/SpringUpthrust_Calculator.mqh diff --git a/Include/MyIncludes/SpringUpthrust_Calculator.mqh b/Include/MyIncludes/SpringUpthrust_Calculator.mqh new file mode 100644 index 0000000..d7d7c2e --- /dev/null +++ b/Include/MyIncludes/SpringUpthrust_Calculator.mqh @@ -0,0 +1,170 @@ +//+------------------------------------------------------------------+ +//| SpringUpthrust_Calculator.mqh | +//| Engine for Wyckoff Springs & Upthrusts Detection (VSA). | +//| Strictly O(1) Incremental Optimized. | +//| Copyright 2026, xxxxxxxx | +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.10" // Added level age filters and close rejection thresholds + +#ifndef SPRINGUPTHRUST_CALCULATOR_MQH +#define SPRINGUPTHRUST_CALCULATOR_MQH + +//+==================================================================+ +//| CLASS: CSpringUpthrustCalculator | +//+==================================================================+ +class CSpringUpthrustCalculator + { +private: + int m_fractal_period; + int m_min_level_age; // FIXED: Minimum bars required to consider S/R level significant + + //--- Persistent States + double m_active_sup; + datetime m_sup_time; + int m_sup_idx; + + double m_active_res; + datetime m_res_time; + int m_res_idx; + +public: + CSpringUpthrustCalculator(); + ~CSpringUpthrustCalculator() {}; + + bool Init(int fractal_period, int min_level_age = 8); + void Calculate(int rates_total, int prev_calculated, + const datetime &time[], const double &high[], const double &low[], const double &close[], + const double &atr_buffer[], const double &rvol_buffer[], + double &out_spring[], double &out_upthrust[], + double &out_sup_level[], double &out_res_level[], + double &out_sup_time[], double &out_res_time[]); + }; + +//+------------------------------------------------------------------+ +//| Constructor | +//+------------------------------------------------------------------+ +CSpringUpthrustCalculator::CSpringUpthrustCalculator() : + m_fractal_period(5), m_min_level_age(8), + m_active_sup(0.0), m_sup_time(0), m_sup_idx(0), + m_active_res(0.0), m_res_time(0), m_res_idx(0) {} + +//+------------------------------------------------------------------+ +//| Init | +//+------------------------------------------------------------------+ +bool CSpringUpthrustCalculator::Init(int fractal_period, int min_level_age) + { + m_fractal_period = (fractal_period < 2) ? 2 : fractal_period; + m_min_level_age = (min_level_age < 1) ? 1 : min_level_age; + + m_active_sup = 0.0; + m_sup_time = 0; + m_sup_idx = 0; + m_active_res = 0.0; + m_res_time = 0; + m_res_idx = 0; + return true; + } + +//+------------------------------------------------------------------+ +//| Calculate | +//+------------------------------------------------------------------+ +void CSpringUpthrustCalculator::Calculate(int rates_total, int prev_calculated, + const datetime &time[], const double &high[], const double &low[], const double &close[], + const double &atr_buffer[], const double &rvol_buffer[], + double &out_spring[], double &out_upthrust[], + double &out_sup_level[], double &out_res_level[], + double &out_sup_time[], double &out_res_time[]) + { + if(rates_total < m_fractal_period + 10) + return; + + int start = (prev_calculated == 0) ? m_fractal_period + 4 : prev_calculated - 1; + if(start < m_fractal_period + 4) + start = m_fractal_period + 4; + + for(int i = start; i < rates_total; i++) + { + out_spring[i] = EMPTY_VALUE; + out_upthrust[i] = EMPTY_VALUE; + out_sup_level[i] = 0.0; + out_res_level[i] = 0.0; + out_sup_time[i] = 0.0; + out_res_time[i] = 0.0; + + //--- 1. Dynamic S/R Level Scan: Bill Williams 2-Bar Fractal at i-2 + if(high[i-2] > high[i-1] && high[i-2] > high[i] && high[i-2] > high[i-3] && high[i-2] > high[i-4]) + { + m_active_res = high[i-2]; + m_res_time = time[i-2]; + m_res_idx = i-2; + } + if(low[i-2] < low[i-1] && low[i-2] < low[i] && low[i-2] < low[i-3] && low[i-2] < low[i-4]) + { + m_active_sup = low[i-2]; + m_sup_time = time[i-2]; + m_sup_idx = i-2; + } + + double atr = atr_buffer[i]; + double rvol = rvol_buffer[i]; + double spread = high[i] - low[i]; + + if(atr <= 0 || spread <= 0) + continue; + + //--- 2. Wyckoff Spring Detection (with Age & Rejection close filters) + if(m_active_sup > 0.0 && low[i] < m_active_sup && close[i] > m_active_sup) + { + // Verify level is old enough to filter out consolidation noise + if(i - m_sup_idx >= m_min_level_age) + { + bool is_spring = false; + double close_ratio = (close[i] - low[i]) / spread; + + // VSA Type 1: Low-Volume Exhaustion (No Supply) + close must be in upper half + if(rvol < 1.0 && close_ratio >= 0.5) + is_spring = true; + // VSA Type 2: High-Volume Absorption (Effort vs Result) + strong bullish close + else + if(rvol > 1.8 && close_ratio >= 0.6) + is_spring = true; + + if(is_spring) + { + out_spring[i] = low[i] - atr * 0.3; + out_sup_level[i] = m_active_sup; + out_sup_time[i] = (double)m_sup_time; // Store level anchor time + } + } + } + + //--- 3. Wyckoff Upthrust Detection (with Age & Rejection close filters) + if(m_active_res > 0.0 && high[i] > m_active_res && close[i] < m_active_res) + { + if(i - m_res_idx >= m_min_level_age) + { + bool is_upthrust = false; + double close_ratio = (high[i] - close[i]) / spread; + + // VSA Type 1: Low-Volume Exhaustion (No Demand) + close must be in lower half + if(rvol < 1.0 && close_ratio >= 0.5) + is_upthrust = true; + // VSA Type 2: High-Volume Absorption (Effort vs Result) + strong bearish close + else + if(rvol > 1.8 && close_ratio >= 0.6) + is_upthrust = true; + + if(is_upthrust) + { + out_upthrust[i] = high[i] + atr * 0.3; + out_res_level[i] = m_active_res; + out_res_time[i] = (double)m_res_time; // Store level anchor time + } + } + } + } + } + +#endif // SPRINGUPTHRUST_CALCULATOR_MQH +//+------------------------------------------------------------------+