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

refactor(indicators): Added Squeeze Momentum output & input

Browse Source
This commit is contained in:
Toh4iem9
2026-02-11 17:08:28 +01:00
parent 783a060ba4
commit f380b399b9
1 changed files with 23 additions and 19 deletions
Download Patch File Download Diff File Expand all files Collapse all files
Scripts/MyScripts/Market_Scanner_Pro.mq5
+23 -19
View File
@@ -1,12 +1,12 @@
//+------------------------------------------------------------------+
//| Market_Scanner_Pro.mq5 |
//| QuantScan 8.1 - Optimization |
//| QuantScan 8.2 - Squeeze Momentum |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "8.10" // Cost moved to M5, Squeeze Engine integrated
#property version "8.20" // Added Squeeze Momentum output & input
#property description "Exports 'QuantScan 8.0' dataset for LLM Analysis."
#property description "Features mixed Live/Closed logic and numeric TSI data."
#property description "Now includes Squeeze Momentum direction/value."
#property script_show_inputs
//--- Include Custom Calculators
@@ -65,6 +65,7 @@ input group "Squeeze Settings"
input int InpSqueezeLength = 20;
input double InpBBMult = 2.0;
input double InpKCMult = 1.5;
input int InpSqueezeMom = 12; // NEW: Squeeze Momentum Period
//--- Struct for QuantScan Data
struct QuantData
@@ -90,6 +91,7 @@ struct QuantData
double m15_momentum;
double m15_vol_qual;
string m15_squeeze;
double m15_sqz_mom; // NEW: Squeeze Momentum Value
double m15_vwap_slope;
double m15_z_score;
double m15_vola_regime;
@@ -260,9 +262,9 @@ void OnStart()
header += StringFormat("TREND_SC_%s;TREND_QUAL_%s;TREND_SLOPE_%s;ZONE_%s;REL_STR_%s;BETA_%s;ALPHA_%s;TSI_VAL_%s;TSI_HIST_%s;",
str_slow, str_slow, str_slow, str_slow, str_slow, str_slow, str_slow, str_slow, str_slow);
// M15 Header (Removed COST_ATR)
header += StringFormat("DIST_PDH_%s;DIST_PDL_%s;MOM_%s;RVOL_%s;SQZ_%s;VWAP_SLOPE_%s;Z_SCORE_%s;VOL_REGIME_%s;TSI_VAL_%s;TSI_HIST_%s;",
str_mid, str_mid, str_mid, str_mid, str_mid, str_mid, str_mid, str_mid, str_mid, str_mid);
// M15 Header (Insert SQZ_MOM column next to SQZ)
header += StringFormat("DIST_PDH_%s;DIST_PDL_%s;MOM_%s;RVOL_%s;SQZ_%s;SQZ_MOM_%s;VWAP_SLOPE_%s;Z_SCORE_%s;VOL_REGIME_%s;TSI_VAL_%s;TSI_HIST_%s;",
str_mid, str_mid, str_mid, str_mid, str_mid, str_mid, str_mid, str_mid, str_mid, str_mid, str_mid);
// M5 Header (Added COST_ATR)
header += StringFormat("MOM_%s;RVOL_%s;TSI_VAL_%s;TSI_HIST_%s;VEL_%s;COST_ATR_%s;", str_fast, str_fast, str_fast, str_fast, str_fast, str_fast);
@@ -303,6 +305,7 @@ void OnStart()
DoubleToString(data.m15_momentum, 2),
DoubleToString(data.m15_vol_qual, 2),
data.m15_squeeze,
DoubleToString(data.m15_sqz_mom, 2), // NEW
DoubleToString(data.m15_vwap_slope, 2),
DoubleToString(data.m15_z_score, 2),
DoubleToString(data.m15_vola_regime, 2),
@@ -443,7 +446,7 @@ bool RunQuantAnalysis(string sym, double bench_change, QuantData &data)
data.m15_momentum = Calc_LaguerreRSI(mid_o, mid_h, mid_l, mid_c, idx_live_mid);
data.m15_vol_qual = Calc_RVOL(mid_v, InpRVOLPeriod, idx_live_mid);
data.m15_squeeze = Calc_Squeeze(sym, InpTFMiddle, mid_o, mid_h, mid_l, mid_c, idx_live_mid);
Calc_Squeeze_Full(sym, InpTFMiddle, mid_o, mid_h, mid_l, mid_c, idx_live_mid, data.m15_squeeze, data.m15_sqz_mom);
data.m15_z_score = Calc_ZScore(mid_o, mid_h, mid_l, mid_c, InpZScorePeriod, idx_live_mid);
double vwap_series[];
@@ -629,31 +632,32 @@ double Calc_RVOL(const long &vol[], int p, int idx)
}
//+------------------------------------------------------------------+
//| WRAPPER UPDATE: Calc_Squeeze using Engine |
//| WRAPPER UPDATE: Calc_Squeeze_Full |
//+------------------------------------------------------------------+
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;
// Init with Inputs: Period, BB Mult, KC Mult, Mom Period(dummy 12)
if(!sqz.Init(InpSqueezeLength, InpBBMult, InpKCMult, 12))
return "ERR";
// Use new input InpSqueezeMom
if(!sqz.Init(InpSqueezeLength, InpBBMult, InpKCMult, InpSqueezeMom))
{
state="ERR";
mom_val=0;
return;
}
double mom[], val[], col[];
ArrayResize(mom, total);
ArrayResize(val, total);
ArrayResize(col, total);
// Wrapper expects Calc call.
sqz.Calculate(total, 0, PRICE_CLOSE, o, h, l, c, mom, val, col);
// Check color index at idx.
// CSqueezeCalculator logic: out_sqz_color[i] = is_squeeze ? 1.0 : 0.0;
// 1.0 = Red (ON), 0.0 = Green (OFF)
if(idx < total)
return (col[idx] == 1.0) ? "ON" : "OFF";
return "N/A";
{
state = (col[idx] == 1.0) ? "ON" : "OFF";
mom_val = mom[idx]; // The momentum hist value
}
}
//+------------------------------------------------------------------+