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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
662 lines
24 KiB
Plaintext
662 lines
24 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Market_Scanner_Pro.mq5 |
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//| QuantScan 5.1 - Multi-TF Global Sentiment |
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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 "5.10" // Global Sentiment on H1, M15, M5
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#property description "Exports 'QuantScan 5.0' for LLM Analysis."
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#property description "3-Layer Logic & Multi-TF Risk Sentiment."
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#property script_show_inputs
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//--- Include Custom Calculators
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#include <MyIncludes\DSMA_Calculator.mqh>
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#include <MyIncludes\VWAP_Calculator.mqh>
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#include <MyIncludes\Laguerre_RSI_Calculator.mqh>
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#include <MyIncludes\TSI_Calculator.mqh>
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#include <MyIncludes\MurreyMath_Calculator.mqh>
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#include <MyIncludes\ATR_Calculator.mqh>
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#include <MyIncludes\Bollinger_Bands_Calculator.mqh>
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#include <MyIncludes\KeltnerChannel_Calculator.mqh>
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#include <MyIncludes\MathStatistics_Calculator.mqh>
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#include <MyIncludes\ZScore_Calculator.mqh>
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#include <MyIncludes\EfficiencyRatio_Calculator.mqh>
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#include <MyIncludes\RelativeVolume_Calculator.mqh>
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//--- Input Parameters ---
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input group "Scanner Config"
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input bool InpUseMarketWatch = false;
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input string InpSymbolList = "EURUSD,USDJPY,GBPUSD,USDCHF,AUDUSD,XAUUSD,US500,DE40,XTIUSD,ETHUSD";
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input string InpBenchmark = "US500";
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input string InpForexBench = "DX";
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input string InpBrokerTimeZone = "EET (UTC+2)";
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input int InpScanHistory = 500;
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input group "Benchmark Settings"
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input int InpBetaLookback = 60;
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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input group "Timeframes (3-Layer Model)"
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input ENUM_TIMEFRAMES InpTFSlow = PERIOD_H1; // Layer 1: Context/Sentiment Base
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input ENUM_TIMEFRAMES InpTFMiddle = PERIOD_M15; // Layer 2: Flow/Session Sentiment
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input ENUM_TIMEFRAMES InpTFFast = PERIOD_M5; // Layer 3: Trigger/Shock Sentiment
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input group "Metric Settings"
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input int InpDSMAPeriod = 40;
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input double InpLaguerreGamma = 0.50;
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input int InpMurreyPeriod = 64;
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input int InpATRPeriod = 14;
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input int InpRSBars = 24;
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input int InpRVOLPeriod = 20;
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input int InpERPeriod = 10;
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input int InpZScorePeriod = 20;
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input group "TSI Settings"
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input int InpTSI_Slow = 25;
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input int InpTSI_Fast = 13;
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input int InpTSI_Signal = 13;
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input group "Squeeze Settings"
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input int InpSqueezeLength = 20;
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input double InpBBMult = 2.0;
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input double InpKCMult = 1.5;
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//--- Struct for QuantScan Data
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struct QuantData
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{
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string timestamp;
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string symbol;
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double price;
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// --- Layer 1: H1 Context ---
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double trend_score;
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double trend_qual;
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string zone;
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string rel_strength_str;
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string beta_str;
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string alpha_str;
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// --- Layer 2: M15 Flow ---
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double m15_momentum;
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double m15_vol_qual;
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string m15_squeeze;
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double m15_z_score;
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double m15_vola_regime;
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string m15_tsi_dir;
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// --- Layer 3: M5 Trigger ---
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double m5_momentum;
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double m5_vol_qual;
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string m5_tsi_dir;
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double m5_velocity;
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// --- Composites ---
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double rev_prob;
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string absorption;
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};
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//+------------------------------------------------------------------+
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//| Helper: Detect Asset Class |
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//+------------------------------------------------------------------+
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bool IsForexPair(string sym)
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{
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if(sym == InpBenchmark || sym == InpForexBench)
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return false;
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if(StringFind(sym, "USD") != -1 || StringFind(sym, "EUR") != -1 ||
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StringFind(sym, "JPY") != -1 || StringFind(sym, "CHF") != -1 ||
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StringFind(sym, "AUD") != -1 || StringFind(sym, "CAD") != -1 || StringFind(sym, "NZD") != -1)
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{
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if(StringFind(sym, "XAU")!=-1 || StringFind(sym, "XTI")!=-1 || StringFind(sym, "WTI")!=-1 || StringFind(sym, "BTC")!=-1 || StringFind(sym, "ETH")!=-1)
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return false;
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return true;
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}
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return false;
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}
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//+------------------------------------------------------------------+
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//| Helper: Get Sentiment String for TF |
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//+------------------------------------------------------------------+
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string GetSentimentForTF(ENUM_TIMEFRAMES tf)
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{
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// Uses Last Closed Bar change vs Prev
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double u_close[2], d_close[2];
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// Fetch 2 bars. Index 0=Oldest (Prev), Index 1=Newest (Last Closed)
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// Note: If using FetchData logic (ArraySetAsSeries false), copy from end.
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// But CopyClose(..., 0, 2) returns: [0]=Bar 1 ago, [1]=Bar 0 (Current) ?
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// Docs: CopyClose(..., start_pos, count, buffer) -> start_pos relative to current.
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// start_pos=0 is current bar. start_pos=1 is closed bar.
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// Let's create array of 2 elements from start_pos=1 (last closed two candles).
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// So [0] = Bar 2, [1] = Bar 1.
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if(CopyClose(InpBenchmark, tf, 1, 2, u_close) != 2)
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return "N/A";
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if(CopyClose(InpForexBench, tf, 1, 2, d_close) != 2)
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return "N/A";
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double us500_chg = (u_close[1] - u_close[0]);
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double dxy_chg = (d_close[1] - d_close[0]);
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double us500_pct = (u_close[0]!=0) ? (us500_chg / u_close[0])*100 : 0;
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double dxy_pct = (d_close[0]!=0) ? (dxy_chg / d_close[0])*100 : 0;
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string state = "MIXED";
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if(dxy_chg < 0 && us500_chg > 0)
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state = "RISK-ON";
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else
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if(dxy_chg > 0 && us500_chg < 0)
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state = "RISK-OFF";
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else
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if(dxy_chg > 0 && us500_chg > 0)
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state = "STRESS";
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else
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if(dxy_chg < 0 && us500_chg < 0)
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state = "DEFLATION";
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// Format: "RISK-ON (S: +0.2% D: -0.1%)"
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string tf_name = EnumToString(tf);
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StringReplace(tf_name, "PERIOD_", "");
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return StringFormat("%s: %s (US:%.2f%% DX:%.2f%%)", tf_name, state, us500_pct, dxy_pct);
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}
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//+------------------------------------------------------------------+
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//| Script Start |
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//+------------------------------------------------------------------+
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void OnStart()
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{
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string symbols[];
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int total_symbols = 0;
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if(InpUseMarketWatch)
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{
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total_symbols = SymbolsTotal(true);
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ArrayResize(symbols, total_symbols);
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for(int i=0; i<total_symbols; i++)
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symbols[i] = SymbolName(i, true);
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}
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else
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{
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string sep = ",";
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ushort u_sep = StringGetCharacter(sep, 0);
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total_symbols = StringSplit(InpSymbolList, u_sep, symbols);
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}
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// --- Global Sentiment Analysis (Multi-TF) ---
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string sentiment_line = "### GLOBAL_SENTIMENT | ";
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bool has_us500 = SymbolSelect(InpBenchmark, 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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string s1 = GetSentimentForTF(InpTFSlow);
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string s2 = GetSentimentForTF(InpTFMiddle);
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string s3 = GetSentimentForTF(InpTFFast);
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sentiment_line += s1 + " | " + s2 + " | " + s3 + " ###";
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}
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else
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{
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sentiment_line += "Benchmarks Missing (Check High/Low settings) ###";
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}
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// --- Benchmark for RS (H1 Context) ---
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double bench_change_pct = 0.0;
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if(has_us500)
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{
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double b_close[], b_open[];
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// Using H1 for RS base
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if(CopyClose(InpBenchmark, InpTFSlow, 1, 1, b_close) > 0 && CopyOpen(InpBenchmark, InpTFSlow, InpRSBars, 1, b_open) > 0)
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if(b_open[0] != 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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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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int file_handle = FileOpen(filename, FILE_CSV|FILE_WRITE|FILE_ANSI, ";");
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if(file_handle == INVALID_HANDLE)
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return;
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// --- WRITE HEADER ---
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FileWrite(file_handle, sentiment_line);
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// --- DYNAMIC COLUMNS ---
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string str_slow = EnumToString(InpTFSlow);
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StringReplace(str_slow, "PERIOD_", "");
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string str_mid = EnumToString(InpTFMiddle);
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StringReplace(str_mid, "PERIOD_", "");
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string str_fast = EnumToString(InpTFFast);
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StringReplace(str_fast, "PERIOD_", "");
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string header = "";
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header += "TIME (" + InpBrokerTimeZone + ");";
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header += "SYMBOL;";
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header += "PRICE;";
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// Layer 1
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header += StringFormat("TREND_SCORE_%s;", str_slow);
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header += StringFormat("TREND_QUAL_%s;", str_slow);
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header += StringFormat("ZONE_%s;", str_slow);
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header += StringFormat("REL_STRENGTH_%s;", str_slow);
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header += StringFormat("BETA_%s;", str_slow);
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header += StringFormat("ALPHA_%s;", str_slow);
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// Layer 2
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header += StringFormat("MOMENTUM_%s;", str_mid);
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header += StringFormat("VOL_QUAL_%s;", str_mid);
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header += StringFormat("SQUEEZE_%s;", str_mid);
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header += StringFormat("Z_SCORE_%s;", str_mid);
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header += StringFormat("VOL_REGIME_%s;", str_mid);
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header += StringFormat("TSI_DIR_%s;", str_mid);
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// Layer 3
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header += StringFormat("MOMENTUM_%s;", str_fast);
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header += StringFormat("VOL_QUAL_%s;", str_fast);
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header += StringFormat("TSI_DIR_%s;", str_fast);
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header += StringFormat("VELOCITY_%s;", str_fast);
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// Composites
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header += "REVERSION_PROB;";
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header += "ABSORPTION";
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FileWrite(file_handle, header);
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PrintFormat("Scanning %d symbols...", total_symbols);
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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 data;
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ZeroMemory(data);
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if(RunQuantAnalysis(sym, bench_change_pct, data))
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{
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FileWrite(file_handle,
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data.timestamp,
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data.symbol,
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DoubleToString(data.price, (int)SymbolInfoInteger(sym, SYMBOL_DIGITS)),
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// Layer 1
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DoubleToString(data.trend_score, 2),
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DoubleToString(data.trend_qual, 2),
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data.zone,
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data.rel_strength_str,
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data.beta_str,
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data.alpha_str,
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// Layer 2
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DoubleToString(data.m15_momentum, 2),
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DoubleToString(data.m15_vol_qual, 2),
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data.m15_squeeze,
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DoubleToString(data.m15_z_score, 2),
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DoubleToString(data.m15_vola_regime, 2),
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data.m15_tsi_dir,
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// Layer 3
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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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);
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}
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}
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FileClose(file_handle);
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Print("Done. File: ", filename);
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}
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//+------------------------------------------------------------------+
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//| Core Logic |
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//+------------------------------------------------------------------+
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bool RunQuantAnalysis(string sym, double bench_change, QuantData &data)
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{
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data.timestamp = TimeToString(TimeCurrent(), TIME_DATE|TIME_MINUTES);
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StringReplace(data.timestamp, ".", ".");
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data.symbol = sym;
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data.price = SymbolInfoDouble(sym, SYMBOL_BID);
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// =================================================================
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// LAYER 1: CONTEXT (H1)
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// =================================================================
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double slow_o[], slow_h[], slow_l[], slow_c[];
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long slow_v[];
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datetime slow_t[];
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if(!FetchData(sym, InpTFSlow, InpScanHistory, slow_t, slow_o, slow_h, slow_l, slow_c, slow_v))
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return false;
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double slow_atr = Calc_ATR(slow_o, slow_h, slow_l, slow_c, InpATRPeriod);
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if(slow_atr == 0)
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return false;
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data.trend_score = Calc_DSMA_Score(slow_o, slow_h, slow_l, slow_c, slow_atr);
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data.trend_qual = Calc_ER(slow_o, slow_h, slow_l, slow_c, InpERPeriod);
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data.zone = Calc_MurreyZone(sym, InpTFSlow);
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// Benchmark Stats (Beta/Alpha)
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bool is_benchmark = (sym == InpBenchmark || sym == InpForexBench);
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if(is_benchmark)
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{
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data.rel_strength_str="BENCH";
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data.beta_str="1.0";
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data.alpha_str="0.0";
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}
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else
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{
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string bench_sym = InpBenchmark;
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if(IsForexPair(sym) && SymbolSelect(InpForexBench, true))
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bench_sym = InpForexBench;
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double bench_c[];
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if(CopyClose(bench_sym, InpTFSlow, 0, InpBetaLookback+2, bench_c) > InpBetaLookback)
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{
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CMathStatisticsCalculator stats;
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double asset_ret[], bench_ret[];
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int size = ArraySize(slow_c);
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double asset_sub[], bench_sub[];
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ArrayResize(asset_sub, InpBetaLookback);
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ArrayResize(bench_sub, InpBetaLookback);
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for(int k=0; k<InpBetaLookback; k++)
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{
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asset_sub[k] = slow_c[size - InpBetaLookback + k];
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bench_sub[k] = bench_c[ArraySize(bench_c) - InpBetaLookback + k];
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}
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stats.ComputeReturns(asset_sub, asset_ret);
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stats.ComputeReturns(bench_sub, bench_ret);
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double beta_val = stats.CalculateBeta(asset_ret, bench_ret);
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double a_tot = (asset_sub[InpBetaLookback-1] - asset_sub[0]) / asset_sub[0];
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double b_tot = (bench_sub[InpBetaLookback-1] - bench_sub[0]) / bench_sub[0];
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double alpha_val = stats.CalculateAlpha(a_tot, b_tot, beta_val);
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double rel_val = (a_tot - b_tot) * 100.0;
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data.rel_strength_str = DoubleToString(rel_val, 2) + "%";
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data.beta_str = DoubleToString(beta_val, 2);
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data.alpha_str = DoubleToString(alpha_val, 4);
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}
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else
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{
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data.rel_strength_str = "0%";
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data.beta_str = "0";
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data.alpha_str = "0";
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}
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}
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// =================================================================
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// LAYER 2: FLOW (M15 - Renamed from Trigger)
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// =================================================================
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double mid_o[], mid_h[], mid_l[], mid_c[];
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long mid_v[];
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datetime mid_t[];
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if(!FetchData(sym, InpTFMiddle, InpScanHistory, mid_t, mid_o, mid_h, mid_l, mid_c, mid_v))
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return false;
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double mid_atr = Calc_ATR(mid_o, mid_h, mid_l, mid_c, InpATRPeriod);
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data.m15_momentum = Calc_LaguerreRSI(mid_o, mid_h, mid_l, mid_c);
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data.m15_vol_qual = Calc_RVOL(mid_v, InpRVOLPeriod);
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data.m15_squeeze = Calc_Squeeze(sym, InpTFMiddle, mid_o, mid_h, mid_l, mid_c);
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data.m15_z_score = Calc_ZScore(mid_o, mid_h, mid_l, mid_c, InpZScorePeriod);
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double mid_atr_f = Calc_ATR(mid_o, mid_h, mid_l, mid_c, 5);
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double mid_atr_s = Calc_ATR(mid_o, mid_h, mid_l, mid_c, 50);
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data.m15_vola_regime = (mid_atr_s!=0) ? mid_atr_f/mid_atr_s : 1.0;
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Calc_TSI_Dir(mid_o, mid_h, mid_l, mid_c, data.m15_tsi_dir);
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// =================================================================
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// LAYER 3: TRIGGER (M5 - NEW)
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// =================================================================
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double fast_o[], fast_h[], fast_l[], fast_c[];
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long fast_v[];
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datetime fast_t[];
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if(!FetchData(sym, InpTFFast, 300, fast_t, fast_o, fast_h, fast_l, fast_c, fast_v))
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return false;
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double fast_atr = Calc_ATR(fast_o, fast_h, fast_l, fast_c, InpATRPeriod);
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data.m5_momentum = Calc_LaguerreRSI(fast_o, fast_h, fast_l, fast_c);
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data.m5_vol_qual = Calc_RVOL(fast_v, InpRVOLPeriod);
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Calc_TSI_Dir(fast_o, fast_h, fast_l, fast_c, data.m5_tsi_dir);
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data.m5_velocity = Calc_Velocity(fast_c, fast_atr, 3);
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// =================================================================
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// COMPOSITES
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// =================================================================
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// Rev Prob based on Flow (M15)
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double score = 0;
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if(MathAbs(data.m15_z_score) > 3.0)
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score += 40;
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else
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if(MathAbs(data.m15_z_score) > 2.0)
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score += 20;
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if(StringFind(data.zone, "Extreme") >= 0)
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score += 30;
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if(data.m15_momentum > 0.90 || data.m15_momentum < 0.10)
|
|
score += 30;
|
|
data.rev_prob = score;
|
|
|
|
// Absorption based on Flow (M15) or Trig (M5)? Standard is Flow due to volume significance.
|
|
// Let's stick to M15 for Absorption to filter M5 noise.
|
|
int idx_cl = ArraySize(mid_c) - 2;
|
|
if(idx_cl >= 0 && mid_atr > 0)
|
|
{
|
|
double body = MathAbs(mid_c[idx_cl] - mid_o[idx_cl]);
|
|
CRelativeVolumeCalculator rv;
|
|
rv.Init(InpRVOLPeriod);
|
|
double bar_rvol = rv.CalculateSingle(ArraySize(mid_v), mid_v, idx_cl);
|
|
if(bar_rvol > 2.0 && body < (0.4 * mid_atr))
|
|
data.absorption = "YES";
|
|
else
|
|
data.absorption = "NO";
|
|
}
|
|
else
|
|
data.absorption = "-";
|
|
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Velocity Calculation |
|
|
//+------------------------------------------------------------------+
|
|
double Calc_Velocity(const double &close[], double atr, int period)
|
|
{
|
|
if(atr == 0)
|
|
return 0;
|
|
int total = ArraySize(close);
|
|
if(total <= period+2)
|
|
return 0;
|
|
|
|
double sum_move = 0;
|
|
for(int i=0; i<period; i++)
|
|
{
|
|
// [Total-2] is last closed.
|
|
sum_move += MathAbs(close[total-2-i] - close[total-3-i]);
|
|
}
|
|
double avg_move = sum_move / period;
|
|
|
|
return avg_move / atr;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| HELPERS / WRAPPERS |
|
|
//+------------------------------------------------------------------+
|
|
bool FetchData(string sym, ENUM_TIMEFRAMES tf, int count, datetime &t[], double &o[], double &h[], double &l[], double &c[], long &v[])
|
|
{
|
|
ArraySetAsSeries(t, false);
|
|
ArraySetAsSeries(o, false);
|
|
ArraySetAsSeries(h, false);
|
|
ArraySetAsSeries(l, false);
|
|
ArraySetAsSeries(c, false);
|
|
ArraySetAsSeries(v, false);
|
|
if(CopyTime(sym, tf, 0, count, t)!=count || CopyOpen(sym, tf, 0, count, o)!=count ||
|
|
CopyHigh(sym, tf, 0, count, h)!=count || CopyLow(sym, tf, 0, count, l)!=count ||
|
|
CopyClose(sym, tf, 0, count, c)!=count || CopyTickVolume(sym, tf, 0, count, v)!=count)
|
|
return false;
|
|
return true;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
double Calc_ER(const double &o[], const double &h[], const double &l[], const double &c[], int p)
|
|
{
|
|
CEfficiencyRatioCalculator calc;
|
|
if(!calc.Init(p))
|
|
return 0;
|
|
double buf[];
|
|
int total = ArraySize(c);
|
|
ArrayResize(buf, total);
|
|
calc.Calculate(total, 0, PRICE_CLOSE, o, h, l, c, buf);
|
|
return buf[total-2];
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
double Calc_ZScore(const double &o[], const double &h[], const double &l[], const double &c[], int p)
|
|
{
|
|
CZScoreCalculator calc;
|
|
if(!calc.Init(p))
|
|
return 0;
|
|
double buf[];
|
|
int total = ArraySize(c);
|
|
ArrayResize(buf, total);
|
|
calc.Calculate(total, 0, PRICE_CLOSE, o, h, l, c, buf);
|
|
return buf[total-2];
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
double Calc_RVOL(const long &vol[], int p)
|
|
{
|
|
CRelativeVolumeCalculator calc;
|
|
calc.Init(p);
|
|
return calc.CalculateSingle(ArraySize(vol), vol, ArraySize(vol)-2);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
double Calc_ATR(const double &o[], const double &h[], const double &l[], const double &c[], int p)
|
|
{
|
|
CATRCalculator calc;
|
|
if(!calc.Init(p, ATR_POINTS))
|
|
return 0;
|
|
double buf[];
|
|
int total=ArraySize(c);
|
|
calc.Calculate(total, 0, o, h, l, c, buf);
|
|
return buf[total-2];
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
double Calc_DSMA_Score(const double &o[], const double &h[], const double &l[], const double &c[], double atr)
|
|
{
|
|
CDSMACalculator calc;
|
|
if(!calc.Init(InpDSMAPeriod))
|
|
return 0;
|
|
double buf[];
|
|
int total=ArraySize(c);
|
|
ArrayResize(buf, total);
|
|
calc.Calculate(total, 0, PRICE_CLOSE, o, h, l, c, buf);
|
|
if(atr==0)
|
|
return 0;
|
|
return (c[total-2] - buf[total-2]) / atr;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
string Calc_Squeeze(string sym, ENUM_TIMEFRAMES tf, const double &o[], const double &h[], const double &l[], const double &c[])
|
|
{
|
|
int total = ArraySize(c);
|
|
CBollingerBandsCalculator bb;
|
|
bb.Init(InpSqueezeLength, InpBBMult, SMA);
|
|
CKeltnerChannelCalculator kc;
|
|
kc.Init(InpSqueezeLength, SMA, InpSqueezeLength, InpKCMult, ATR_SOURCE_STANDARD);
|
|
double b_ma[], b_up[], b_lo[];
|
|
ArrayResize(b_ma, total);
|
|
ArrayResize(b_up, total);
|
|
ArrayResize(b_lo, total);
|
|
double k_ma[], k_up[], k_lo[];
|
|
ArrayResize(k_ma, total);
|
|
ArrayResize(k_up, total);
|
|
ArrayResize(k_lo, total);
|
|
bb.Calculate(total, 0, PRICE_CLOSE, o, h, l, c, b_ma, b_up, b_lo);
|
|
kc.Calculate(total, 0, o, h, l, c, PRICE_CLOSE, k_ma, k_up, k_lo);
|
|
int idx = total - 2;
|
|
return ((b_up[idx] < k_up[idx]) && (b_lo[idx] > k_lo[idx])) ? "ON" : "OFF";
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
double Calc_LaguerreRSI(const double &o[], const double &h[], const double &l[], const double &c[])
|
|
{
|
|
CLaguerreRSICalculator calc;
|
|
calc.Init(InpLaguerreGamma, 3, SMA);
|
|
double lrsi[], sig[];
|
|
int total=ArraySize(c);
|
|
ArrayResize(lrsi, total);
|
|
ArrayResize(sig, total);
|
|
calc.Calculate(total, 0, PRICE_CLOSE, o, h, l, c, lrsi, sig);
|
|
return lrsi[total-2] / 100.0;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
void Calc_TSI_Dir(const double &o[], const double &h[], const double &l[], const double &c[], string &dir)
|
|
{
|
|
CTSICalculator calc;
|
|
calc.Init(InpTSI_Slow, EMA, InpTSI_Fast, EMA, InpTSI_Signal, EMA);
|
|
double tsi[], sig[], osc[];
|
|
int total=ArraySize(c);
|
|
ArrayResize(tsi, total);
|
|
ArrayResize(sig, total);
|
|
ArrayResize(osc, total);
|
|
calc.Calculate(total, 0, PRICE_CLOSE, o, h, l, c, tsi, sig, osc);
|
|
if(tsi[total-2] > sig[total-2])
|
|
dir = "BULL";
|
|
else
|
|
dir = "BEAR";
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| |
|
|
//+------------------------------------------------------------------+
|
|
string Calc_MurreyZone(string symbol, ENUM_TIMEFRAMES tf)
|
|
{
|
|
CMurreyMathCalculator calc;
|
|
calc.Init(symbol, tf, InpMurreyPeriod, 0);
|
|
double levels[];
|
|
if(!calc.Calculate(levels))
|
|
return "N/A";
|
|
double price = iClose(symbol, tf, 1);
|
|
if(price < levels[2])
|
|
return "Extreme Low";
|
|
if(price > levels[10])
|
|
return "Extreme High";
|
|
if(price >= levels[2] && price < levels[3])
|
|
return "0/8-1/8 (Bottom)";
|
|
if(price >= levels[3] && price < levels[4])
|
|
return "1/8-2/8 (Weak)";
|
|
if(price >= levels[4] && price < levels[6])
|
|
return "2/8-4/8 (Lower)";
|
|
if(price >= levels[6] && price < levels[8])
|
|
return "4/8-6/8 (Upper)";
|
|
if(price >= levels[8] && price < levels[9])
|
|
return "6/8-7/8 (Weak)";
|
|
return "7/8-8/8 (Top)";
|
|
}
|
|
//+------------------------------------------------------------------+
|