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474 lines
17 KiB
Plaintext
474 lines
17 KiB
Plaintext
//+------------------------------------------------------------------+
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//| RejectionBlock_Pro.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "2.30" // Enterprise Edition: Streamlined Architecture, Pure GDI Canvas & Native MTF Engine
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#property description "Institutional Rejection Block Indicator - Tracks swing rejection wicks and order flow."
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#property description "Features non-repainting truncation, MTF support, native EA signal buffers, and ChartID isolation."
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#property indicator_chart_window
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#property indicator_buffers 2
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#property indicator_plots 2
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//--- Plot 1: Bullish Rejection Signal Arrow
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#property indicator_label1 "Bull Rejection"
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#property indicator_type1 DRAW_ARROW
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#property indicator_color1 clrMediumSeaGreen
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#property indicator_width1 2
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//--- Plot 2: Bearish Rejection Signal Arrow
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#property indicator_label2 "Bear Rejection"
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#property indicator_type2 DRAW_ARROW
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#property indicator_color2 clrCrimson
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#property indicator_width2 2
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#include <MyIncludes\RejectionBlock_Calculator.mqh>
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#include <MyIncludes\DataSync_Tools.mqh>
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//--- Midline Style Options
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enum ENUM_MIDLINE_STYLE
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{
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STYLE_SOLID_LINE = 0, // Solid Line
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STYLE_DASH_LINE = 1, // Dashed Line
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STYLE_DOT_LINE = 2 // Dotted Line
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};
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//--- Input Parameters
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input group "=== Timeframe Settings ==="
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF)
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input group "=== Rejection Blocks Core ==="
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input int InpSwingLength = 10; // Swing Pivot Length (1-100)
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input double InpMinWickPct = 50.0; // Minimum Wick % of Total Range (0-100)
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input double InpWickAtrMult = 0.5; // Minimum Wick Size (x ATR)
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input int InpAtrLength = 14; // ATR Volatility Period
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input bool InpSweepFilter = false; // Require Liquidity Sweep (Turtle Soup)
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input int InpShowLast = 10; // Maximum Zones Rendered (Pool Cap)
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input group "=== Visual Styling ==="
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input bool InpShowArrows = false; // Show Signal Arrows on Chart
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input bool InpFillZones = true; // Fill Rectangle Zones (False = Hollow outline)
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input color InpBullColor = clrMediumSeaGreen; // Bullish Zone Color
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input color InpBearColor = clrCrimson; // Bearish Zone Color
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input bool InpShowMidline = true; // Display 50% Equilibrium Midline
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input ENUM_MIDLINE_STYLE InpMidlineStyle = STYLE_DOT_LINE; // Midline Style
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input bool InpShowInvalidated = true; // Display Breached Zones (Truncated)
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input color InpInvalidColor = clrSilver; // Breached Zone Color
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input group "=== Multi-Instance Settings ==="
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input int InpInstanceID = 1; // Unique Instance ID
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//--- Indicator Output Buffers (Accessible by EAs via iCustom!)
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double BufBullSig[];
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double BufBearSig[];
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//--- Internal HTF Data Caches (Chronological Arrays)
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double h_open[], h_high[], h_low[], h_close[];
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double h_res_bull[], h_res_bear[];
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datetime h_time[];
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//--- Global Engine Pointers & State Management
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CRejectionBlock_Calculator *g_engine = NULL;
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string g_prefix = "";
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bool g_is_mtf_mode = false;
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ENUM_TIMEFRAMES g_calc_timeframe;
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bool g_data_ready = false;
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bool g_data_synced = false;
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int g_htf_count = 0;
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datetime g_last_htf_time = 0;
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ulong g_last_render_ms = 0;
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//+------------------------------------------------------------------+
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//| Blend Color with Background (Subtle 85% Soft Watermark) |
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//+------------------------------------------------------------------+
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color BlendColor(const color fg, const color bg, const double alpha)
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{
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int r_fg = (int)(fg & 0xFF);
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int g_fg = (int)((fg >> 8) & 0xFF);
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int b_fg = (int)((fg >> 16) & 0xFF);
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int r_bg = (int)(bg & 0xFF);
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int g_bg = (int)((bg >> 8) & 0xFF);
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int b_bg = (int)((bg >> 16) & 0xFF);
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int r = (int)(r_fg * (1.0 - alpha) + r_bg * alpha);
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int g = (int)(g_fg * (1.0 - alpha) + g_bg * alpha);
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int b = (int)(b_fg * (1.0 - alpha) + b_bg * alpha);
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return (color)(r | (g << 8) | (b << 16));
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}
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//+------------------------------------------------------------------+
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//| Convert Midline Style |
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//+------------------------------------------------------------------+
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ENUM_LINE_STYLE GetMqlStyle(const ENUM_MIDLINE_STYLE style)
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{
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switch(style)
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{
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case STYLE_SOLID_LINE:
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return STYLE_SOLID;
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case STYLE_DASH_LINE:
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return STYLE_DASH;
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default:
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return STYLE_DOT;
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}
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}
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//+------------------------------------------------------------------+
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//| Clean Chart Objects with Isolated Deterministic Namespace |
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//+------------------------------------------------------------------+
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void CleanUp()
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{
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ObjectsDeleteAll(0, g_prefix);
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}
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//+------------------------------------------------------------------+
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//| Render Rejection Blocks & Midlines onto Chart Window |
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//+------------------------------------------------------------------+
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void RenderBlocks()
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{
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CleanUp();
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int total_blocks = g_engine.GetBlockCount();
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if(total_blocks <= 0)
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return;
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color chart_bg = (color)ChartGetInteger(0, CHART_COLOR_BACKGROUND);
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for(int b = 0; b < total_blocks; b++)
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{
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SRejectionBlock block;
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if(!g_engine.GetBlock(b, block))
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continue;
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if(block.invalidated && !InpShowInvalidated)
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continue;
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color base_color = block.invalidated ? InpInvalidColor : (block.is_bull ? InpBullColor : InpBearColor);
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// Subtle 85% Soft Watermark Colors
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color fill_color = BlendColor(base_color, chart_bg, 0.85);
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color border_color = BlendColor(base_color, chart_bg, 0.60);
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string box_name = StringFormat("%sBOX_%d", g_prefix, block.id);
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string line_name = StringFormat("%sMID_%d", g_prefix, block.id);
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// 1. Draw Bounding Zone Box
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ObjectCreate(0, box_name, OBJ_RECTANGLE, 0, block.time_start, block.top, block.time_end, block.bottom);
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ObjectSetInteger(0, box_name, OBJPROP_COLOR, border_color);
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ObjectSetInteger(0, box_name, OBJPROP_BGCOLOR, fill_color);
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ObjectSetInteger(0, box_name, OBJPROP_FILL, InpFillZones);
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ObjectSetInteger(0, box_name, OBJPROP_BACK, true); // Keep candles visible
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ObjectSetInteger(0, box_name, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(0, box_name, OBJPROP_SELECTED, false);
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ObjectSetInteger(0, box_name, OBJPROP_HIDDEN, true);
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// 2. Draw 50% Equilibrium Midline
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if(InpShowMidline)
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{
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ObjectCreate(0, line_name, OBJ_TREND, 0, block.time_start, block.mid, block.time_end, block.mid);
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ObjectSetInteger(0, line_name, OBJPROP_COLOR, BlendColor(base_color, chart_bg, 0.30));
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ObjectSetInteger(0, line_name, OBJPROP_STYLE, GetMqlStyle(InpMidlineStyle));
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ObjectSetInteger(0, line_name, OBJPROP_WIDTH, 1);
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ObjectSetInteger(0, line_name, OBJPROP_RAY_RIGHT, false);
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ObjectSetInteger(0, line_name, OBJPROP_BACK, false);
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ObjectSetInteger(0, line_name, OBJPROP_SELECTABLE, false);
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ObjectSetInteger(0, line_name, OBJPROP_SELECTED, false);
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ObjectSetInteger(0, line_name, OBJPROP_HIDDEN, true);
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Custom Indicator Initialization |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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// 1. Resolve Timeframe and validate direction
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g_calc_timeframe = InpTimeframe;
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if(g_calc_timeframe == PERIOD_CURRENT)
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g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
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if(g_calc_timeframe < Period())
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{
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PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).",
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EnumToString(g_calc_timeframe), EnumToString(Period()));
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return INIT_PARAMETERS_INCORRECT;
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}
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g_is_mtf_mode = (g_calc_timeframe > Period());
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// 2. Build Fully Isolated Deterministic Instance Namespace
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g_prefix = StringFormat("RB_%I64d_%s_%d_%d_",
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ChartID(),
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EnumToString(g_calc_timeframe),
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InpSwingLength,
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InpInstanceID);
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CleanUp();
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g_data_ready = false;
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g_data_synced = false;
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g_htf_count = 0;
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g_last_htf_time = 0;
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g_last_render_ms = 0;
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// 3. Setup Buffers & Chronological Indexing
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SetIndexBuffer(0, BufBullSig, INDICATOR_DATA);
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SetIndexBuffer(1, BufBearSig, INDICATOR_DATA);
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ArraySetAsSeries(BufBullSig, false);
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ArraySetAsSeries(BufBearSig, false);
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ArrayInitialize(BufBullSig, EMPTY_VALUE);
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ArrayInitialize(BufBearSig, EMPTY_VALUE);
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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// Configure Signal Arrows Visibility
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if(!InpShowArrows)
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{
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PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_NONE);
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
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}
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else
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{
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PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_ARROW);
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_ARROW);
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PlotIndexSetInteger(0, PLOT_ARROW, 233); // Bullish Up Arrow
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PlotIndexSetInteger(1, PLOT_ARROW, 234); // Bearish Down Arrow
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}
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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// 4. Initialize Core Calculator Engine (Pure Price Action)
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g_engine = new CRejectionBlock_Calculator();
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if(CheckPointer(g_engine) == POINTER_INVALID ||
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!g_engine.Init(InpSwingLength, InpMinWickPct, InpWickAtrMult, InpAtrLength, InpSweepFilter, InpShowLast))
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{
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Print("Critical Error: Failed to initialize CRejectionBlock_Calculator.");
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return INIT_FAILED;
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}
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string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
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string inst_str = (InpInstanceID > 1) ? StringFormat(" #%d", InpInstanceID) : "";
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string name = StringFormat("Rejection Blocks%s(L%d, ATR%d)%s", tf_str, InpSwingLength, InpAtrLength, inst_str);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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// 5. Background Timer for MTF synchronization
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if(g_is_mtf_mode)
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EventSetTimer(1);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom Indicator Deinitialization |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(g_is_mtf_mode)
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EventKillTimer();
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CleanUp();
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if(CheckPointer(g_engine) != POINTER_INVALID)
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{
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delete g_engine;
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g_engine = NULL;
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}
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ChartRedraw(0);
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}
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//+------------------------------------------------------------------+
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//| Custom Indicator Calculation Loop |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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int min_bars = MathMax(InpSwingLength * 2 + 1, InpAtrLength + 5);
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if(rates_total < min_bars || !g_engine)
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return 0;
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// Force chronological indexing
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ArraySetAsSeries(time, false);
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ArraySetAsSeries(open, false);
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ArraySetAsSeries(high, false);
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ArraySetAsSeries(low, false);
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ArraySetAsSeries(close, false);
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//===================================================================
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// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1))
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//===================================================================
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if(!g_is_mtf_mode)
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{
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// 1. Calculate Engine
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g_engine.Calculate(rates_total, prev_calculated, time, open, high, low, close, BufBullSig, BufBearSig);
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// 2. Throttled GUI Rendering (Caps DirectX flushes on live ticks)
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ulong cur_ms = GetTickCount64();
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if(prev_calculated == 0 || (cur_ms - g_last_render_ms >= 250))
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{
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RenderBlocks();
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g_last_render_ms = cur_ms;
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ChartRedraw(0);
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}
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return rates_total;
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}
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//===================================================================
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// MODE 2: Multi-Timeframe Engine (High-Performance Fast-Path)
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//===================================================================
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int required_bars_mtf = min_bars + 10;
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if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars_mtf))
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{
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g_data_synced = false;
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return 0;
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}
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g_data_synced = true;
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datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0);
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bool htf_updated = (htf_time_current != g_last_htf_time);
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// A) HTF Bar Closure / Startup: Perform full history sync once
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if(htf_updated || prev_calculated == 0)
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{
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g_last_htf_time = htf_time_current;
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int htf_bars = iBars(_Symbol, g_calc_timeframe);
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if(htf_bars < required_bars_mtf)
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{
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g_data_ready = false;
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return 0;
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}
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g_htf_count = MathMin(htf_bars, 2000);
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if(ArraySize(h_time) != g_htf_count)
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{
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ArrayResize(h_time, g_htf_count);
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ArrayResize(h_open, g_htf_count);
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ArrayResize(h_high, g_htf_count);
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ArrayResize(h_low, g_htf_count);
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ArrayResize(h_close, g_htf_count);
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ArrayResize(h_res_bull, g_htf_count);
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ArrayResize(h_res_bear, g_htf_count);
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ArraySetAsSeries(h_time, false);
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ArraySetAsSeries(h_open, false);
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ArraySetAsSeries(h_high, false);
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ArraySetAsSeries(h_low, false);
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ArraySetAsSeries(h_close, false);
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ArraySetAsSeries(h_res_bull, false);
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ArraySetAsSeries(h_res_bear, false);
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}
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MqlRates htf_bulk_rates[];
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if(CopyRates(_Symbol, g_calc_timeframe, 0, g_htf_count, htf_bulk_rates) != g_htf_count)
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{
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g_data_ready = false;
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return 0;
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}
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for(int i = 0; i < g_htf_count; i++)
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{
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h_time[i] = htf_bulk_rates[i].time;
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h_open[i] = htf_bulk_rates[i].open;
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h_high[i] = htf_bulk_rates[i].high;
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h_low[i] = htf_bulk_rates[i].low;
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h_close[i] = htf_bulk_rates[i].close;
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}
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// Compute HTF Blocks on HTF Domain
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g_engine.Calculate(g_htf_count, 0, h_time, h_open, h_high, h_low, h_close, h_res_bull, h_res_bear);
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g_data_ready = true;
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// Project Native Signal Arrows via Two-Pointer Chronological Sweep
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int htf_ptr = 0;
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datetime oldest_htf = h_time[0];
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for(int i = 0; i < rates_total; i++)
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{
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datetime t = time[i];
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if(t < oldest_htf)
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{
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BufBullSig[i] = EMPTY_VALUE;
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BufBearSig[i] = EMPTY_VALUE;
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continue;
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}
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while(htf_ptr + 1 < g_htf_count && h_time[htf_ptr + 1] <= t)
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htf_ptr++;
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if(t == h_time[htf_ptr])
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{
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BufBullSig[i] = h_res_bull[htf_ptr];
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BufBearSig[i] = h_res_bear[htf_ptr];
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}
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else
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{
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BufBullSig[i] = EMPTY_VALUE;
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BufBearSig[i] = EMPTY_VALUE;
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}
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}
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RenderBlocks();
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ChartRedraw(0);
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return rates_total;
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}
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if(!g_data_ready)
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return 0;
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// B) LIVE TICK FAST-PATH: HTF bar did not close. Update forming candle in RAM!
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int live_idx = g_htf_count - 1;
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if(live_idx >= required_bars_mtf)
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{
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MqlRates htf_rate[1];
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if(CopyRates(_Symbol, g_calc_timeframe, 0, 1, htf_rate) == 1)
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{
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h_time[live_idx] = htf_rate[0].time;
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h_open[live_idx] = htf_rate[0].open;
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h_high[live_idx] = htf_rate[0].high;
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h_low[live_idx] = htf_rate[0].low;
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h_close[live_idx] = htf_rate[0].close;
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g_engine.Calculate(g_htf_count, g_htf_count, h_time, h_open, h_high, h_low, h_close, h_res_bull, h_res_bear);
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ulong cur_ms = GetTickCount64();
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if(cur_ms - g_last_render_ms >= 250)
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{
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RenderBlocks();
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g_last_render_ms = cur_ms;
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ChartRedraw(0);
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}
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}
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}
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return rates_total;
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}
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//+------------------------------------------------------------------+
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//| OnTimer Event Handler (Data Synchronization Daemon) |
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//+------------------------------------------------------------------+
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void OnTimer()
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{
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int min_bars = MathMax(InpSwingLength * 2 + 1, InpAtrLength + 5);
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int required_bars_mtf = min_bars + 15;
|
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CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars_mtf, g_data_synced);
|
|
}
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//+------------------------------------------------------------------+
|
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//+------------------------------------------------------------------+
|