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