//+------------------------------------------------------------------+ //| 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 //+------------------------------------------------------------------+