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refactor(scripts): BREADTH_SCORE, DIST_PDH/DIST_PDL

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Toh4iem9
2026-02-08 10:27:00 +01:00
parent 0dd8ebae1e
commit 9c4fcbb6f6
1 changed files with 101 additions and 84 deletions
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Scripts/MyScripts/Market_Scanner_Pro.mq5
+101 -84
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@@ -199,19 +199,11 @@ void OnStart()
total_symbols = StringSplit(InpSymbolList, u_sep, symbols);
}
// 2. Global Sentiment
string sentiment_line = "### GLOBAL_SENTIMENT | ";
// 2. Global Sentiment (Prices)
double bench_change_pct = 0.0;
bool has_us500 = SymbolSelect(InpBenchmark, true);
bool has_dxy = SymbolSelect(InpForexBench, true);
if(has_us500 && has_dxy)
{
sentiment_line += GetSentimentForTF(InpTFSlow) + " | " + GetSentimentForTF(InpTFMiddle) + " | " + GetSentimentForTF(InpTFFast) + " ###";
}
else
sentiment_line += "Benchmarks Missing ###";
double bench_change_pct = 0.0;
if(has_us500)
{
double b_close[], b_open[];
@@ -220,20 +212,74 @@ void OnStart()
bench_change_pct = ((b_close[0] - b_open[0]) / b_open[0]) * 100.0;
}
// 3. File Setup
string filename = "QuantScan_" + TimeToString(TimeCurrent(), TIME_DATE|TIME_MINUTES) + ".csv";
StringReplace(filename, ":", "");
StringReplace(filename, " ", "_");
int file_handle = FileOpen(filename, FILE_CSV|FILE_WRITE|FILE_ANSI, ";");
if(file_handle == INVALID_HANDLE)
{
Print("Error: CSV File.");
return;
// 3. SCAN & STORE (Phase 1)
PrintFormat("Scanning %d symbols...", total_symbols);
QuantData results[];
int success_count = 0;
for(int i=0; i<total_symbols; i++)
{
string sym = symbols[i];
StringTrimLeft(sym);
StringTrimRight(sym);
QuantData temp_data;
ZeroMemory(temp_data);
if(RunQuantAnalysis(sym, bench_change_pct, temp_data))
{
ArrayResize(results, success_count + 1);
results[success_count] = temp_data;
success_count++;
}
else
{
Print("Scan Failed: ", sym);
}
}
// 4. BREADTH CALCULATION (Phase 2)
int tsi_bull_count = 0;
int vel_pos_count = 0;
int mtf_full_count = 0;
for(int i=0; i<success_count; i++)
{
if(results[i].m15_tsi_dir == "BULL")
tsi_bull_count++;
if(results[i].m5_velocity > 0)
vel_pos_count++;
if(StringFind(results[i].mtf_align, "FULL_") != -1)
mtf_full_count++;
}
double breadth_tsi = (success_count>0) ? ((double)tsi_bull_count/success_count)*100.0 : 0;
double breadth_vel = (success_count>0) ? ((double)vel_pos_count/success_count)*100.0 : 0;
string sentiment_line = "### GLOBAL_SENTIMENT | ";
if(has_us500 && has_dxy)
{
sentiment_line += GetSentimentForTF(InpTFSlow) + " | " + GetSentimentForTF(InpTFMiddle) + " | " + GetSentimentForTF(InpTFFast);
}
else
sentiment_line += "Benchmarks Missing";
// Append Breadth Score to Header Line 1
sentiment_line += StringFormat(" ### BREADTH_SCORE | TSI_BULL: %d/%d (%.0f%%) | VEL_POS: %d/%d (%.0f%%) | MTF_ALIGN: %d ###",
tsi_bull_count, success_count, breadth_tsi, vel_pos_count, success_count, breadth_vel, mtf_full_count);
// 5. WRITE TO FILE (Phase 3)
FileWrite(file_handle, sentiment_line);
// Header Row
string str_slow = EnumToString(InpTFSlow);
StringReplace(str_slow, "PERIOD_", "");
string str_mid = EnumToString(InpTFMiddle);
@@ -241,82 +287,53 @@ void OnStart()
string str_fast = EnumToString(InpTFFast);
StringReplace(str_fast, "PERIOD_", "");
string header = "";
header += "TIME (" + InpBrokerTimeZone + ");";
header += "SYMBOL;";
header += "PRICE;";
string csv_header = "TIME (" + InpBrokerTimeZone + ");SYMBOL;PRICE;";
csv_header += StringFormat("TREND_SC_%s;TREND_QUAL_%s;TREND_SLOPE_%s;ZONE_%s;DIST_PDH_%s;DIST_PDL_%s;REL_STR_%s;BETA_%s;ALPHA_%s;",str_slow, str_slow, str_slow, str_slow, str_slow, str_slow, str_slow, str_slow, str_slow);
csv_header += StringFormat("MOM_%s;RVOL_%s;SQZ_%s;VWAP_SLOPE_%s;Z_SCORE_%s;VOL_REGIME_%s;COST_ATR_%s;TSI_DIR_%s;",str_mid, str_mid, str_mid, str_mid, str_mid, str_mid, str_mid, str_mid);
csv_header += StringFormat("MOM_%s;RVOL_%s;TSI_DIR_%s;VEL_%s;", str_fast, str_fast, str_fast, str_fast);
csv_header += "REV_PROB;ABSORPTION;MTF_ALIGN";
// Layer 1
header += StringFormat("TREND_SC_%s;TREND_QUAL_%s;TREND_SLOPE_%s;ZONE_%s;DIST_PDH_%s;DIST_PDL_%s;REL_STR_%s;BETA_%s;ALPHA_%s;",
str_slow, str_slow, str_slow, str_slow, str_slow, str_slow, str_slow, str_slow, str_slow);
FileWrite(file_handle, csv_header);
// Layer 2
header += StringFormat("MOM_%s;RVOL_%s;SQZ_%s;VWAP_SLOPE_%s;Z_SCORE_%s;VOL_REGIME_%s;COST_ATR_%s;TSI_DIR_%s;",
str_mid, str_mid, str_mid, str_mid, str_mid, str_mid, str_mid, str_mid);
// Layer 3
header += StringFormat("MOM_%s;RVOL_%s;TSI_DIR_%s;VEL_%s;", str_fast, str_fast, str_fast, str_fast);
// Composites
header += "REV_PROB;ABSORPTION;MTF_ALIGN";
FileWrite(file_handle, header);
PrintFormat("Scanning %d symbols...", total_symbols);
// 4. Main Loop
for(int i=0; i<total_symbols; i++)
for(int i=0; i<success_count; i++)
{
string sym = symbols[i];
StringTrimLeft(sym);
StringTrimRight(sym);
QuantData data;
ZeroMemory(data);
if(RunQuantAnalysis(sym, bench_change_pct, data))
{
FileWrite(file_handle,
data.timestamp,
data.symbol,
DoubleToString(data.price, (int)SymbolInfoInteger(sym, SYMBOL_DIGITS)),
// Layer 1
DoubleToString(data.trend_score, 2),
DoubleToString(data.trend_qual, 2),
DoubleToString(data.trend_slope, 2),
data.zone,
DoubleToString(data.dist_pdh, 2),
DoubleToString(data.dist_pdl, 2),
data.rel_strength_str,
data.beta_str,
data.alpha_str,
// Layer 2
DoubleToString(data.m15_momentum, 2),
DoubleToString(data.m15_vol_qual, 2),
data.m15_squeeze,
DoubleToString(data.m15_vwap_slope, 2),
DoubleToString(data.m15_z_score, 2),
DoubleToString(data.m15_vola_regime, 2),
DoubleToString(data.spread_cost, 2),
data.m15_tsi_dir,
// Layer 3
DoubleToString(data.m5_momentum, 2),
DoubleToString(data.m5_vol_qual, 2),
data.m5_tsi_dir,
DoubleToString(data.m5_velocity, 2),
// Composites
DoubleToString(data.rev_prob, 0) + "%",
data.absorption,
data.mtf_align
);
}
else
{
Print("Scan Failed: ", sym);
}
FileWrite(file_handle,
results[i].timestamp,
results[i].symbol,
DoubleToString(results[i].price, (int)SymbolInfoInteger(results[i].symbol, SYMBOL_DIGITS)),
// Layer 1
DoubleToString(results[i].trend_score, 2),
DoubleToString(results[i].trend_qual, 2),
DoubleToString(results[i].trend_slope, 2),
results[i].zone,
DoubleToString(results[i].dist_pdh, 2),
DoubleToString(results[i].dist_pdl, 2),
results[i].rel_strength_str,
results[i].beta_str,
results[i].alpha_str,
// Layer 2
DoubleToString(results[i].m15_momentum, 2),
DoubleToString(results[i].m15_vol_qual, 2),
results[i].m15_squeeze,
DoubleToString(results[i].m15_vwap_slope, 2),
DoubleToString(results[i].m15_z_score, 2),
DoubleToString(results[i].m15_vola_regime, 2),
DoubleToString(results[i].spread_cost, 2),
results[i].m15_tsi_dir,
// Layer 3
DoubleToString(results[i].m5_momentum, 2),
DoubleToString(results[i].m5_vol_qual, 2),
results[i].m5_tsi_dir,
DoubleToString(results[i].m5_velocity, 2),
// Composites
DoubleToString(results[i].rev_prob, 0) + "%",
results[i].absorption,
results[i].mtf_align
);
}
FileClose(file_handle);
Print("Done. File saved to MQL5/Files/", filename);
Print("Done. Analyzed ", success_count, " symbols. File saved to MQL5/Files/", filename);
}
//+------------------------------------------------------------------+