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refactor(indicators): Wyckoff Effort/Result

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This commit is contained in:
Toh4iem9
2026-02-18 10:38:51 +01:00
parent a4b57241ab
commit e15ae1ea13
1 changed files with 15 additions and 11 deletions
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Scripts/MyScripts/Market_Scanner_Pro.mq5
+15 -11
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@@ -573,7 +573,7 @@ bool RunQuantAnalysis(string sym, QuantData &data)
// ================================================================= // =================================================================
// ================================================================= // =================================================================
// ADVANCED ABSORPTION LOGIC v3 (Wyckoff + Velocity Confirmation) // ADVANCED ABSORPTION LOGIC (Wyckoff Effort/Result)
// ================================================================= // =================================================================
// Using Last Closed M15 Bar for pattern validation // Using Last Closed M15 Bar for pattern validation
int idx_cl_mid = idx_l2 - 1; int idx_cl_mid = idx_l2 - 1;
@@ -581,35 +581,39 @@ bool RunQuantAnalysis(string sym, QuantData &data)
if(idx_cl_mid >= 0 && mid_atr > 0) if(idx_cl_mid >= 0 && mid_atr > 0)
{ {
double body = MathAbs(mid_c[idx_cl_mid] - mid_o[idx_cl_mid]); double body = MathAbs(mid_c[idx_cl_mid] - mid_o[idx_cl_mid]);
// double total_range = mid_h[idx_cl_mid] - mid_l[idx_cl_mid]; // Kept if needed later double total_range = mid_h[idx_cl_mid] - mid_l[idx_cl_mid];
// Calculate specific bar RVOL using helper // Calculate specific bar RVOL using helper
// Note: We use a local calculator instance to be safe or reuse helper logic
CRelativeVolumeCalculator rv_calc; CRelativeVolumeCalculator rv_calc;
rv_calc.Init(InpRVOLPeriod); rv_calc.Init(InpRVOLPeriod);
double bar_rvol = rv_calc.CalculateSingle(ArraySize(mid_v), mid_v, idx_cl_mid); double bar_rvol = rv_calc.CalculateSingle(ArraySize(mid_v), mid_v, idx_cl_mid);
bool high_effort = (bar_rvol > 2.0); bool high_effort = (bar_rvol > 2.0);
bool low_result = (body < (0.35 * mid_atr)); bool low_result = (body < (0.35 * mid_atr)); // Stricter 35% ATR rule
data.absorption = "NO"; // Default data.absorption = "NO"; // Default
if(high_effort && low_result) if(high_effort && low_result)
{ {
// Logic Update: Use VELOCITY (Immediate Impulse) to determine direction // Analyze Close Position relative to High-Low Range
// Why? Because structural absorption (M15) confirmed by speed (M5) is a cleaner signal. // Position 0.0 (Low) to 1.0 (High)
double close_pos = 0.5;
if(total_range > 0)
close_pos = (mid_c[idx_cl_mid] - mid_l[idx_cl_mid]) / total_range;
if(data.velocity > 0) if(close_pos > 0.66)
data.absorption = "BULL_ABS"; // Volume halted price, now moving UP data.absorption = "BULL_ABS"; // Closing High = Demand absorbed Supply
else else
if(data.velocity < 0) if(close_pos < 0.33)
data.absorption = "BEAR_ABS"; // Volume halted price, now moving DOWN data.absorption = "BEAR_ABS"; // Closing Low = Supply absorbed Demand
else else
data.absorption = "NEUT_ABS"; // Volume halted price, and it stalled (0 velocity) data.absorption = "NEUT_ABS"; // Doji-like struggle
} }
else else
if(bar_rvol > 3.5 && body < (0.6 * mid_atr)) if(bar_rvol > 3.5 && body < (0.6 * mid_atr))
{ {
// Volume Climax: Extreme volume override // Volume Climax: Excessive volume with moderate move implies churn/exhaustion
data.absorption = "CLIMAX"; data.absorption = "CLIMAX";
} }
} }