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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
549 lines
20 KiB
Plaintext
549 lines
20 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Market_Scanner_Pro.mq5 |
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//| QuantScan 4.2 - Benchmark Exclusions |
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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 "4.20" // Logic update: Exclude Benchmarks from Stats
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#property description "Exports 'QuantScan 4.0' for LLM Analysis."
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#property description "Includes Trend, Volatility, Stats + Beta/Alpha metrics."
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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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input group "Timeframes"
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input ENUM_TIMEFRAMES InpTFFast = PERIOD_M15;
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input ENUM_TIMEFRAMES InpTFSlow = PERIOD_H1;
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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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// --- H1 ---
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double trend_score;
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double trend_qual;
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string zone;
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// Strings for Stats to allow "BENCHMARK" text
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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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// --- M15 ---
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double momentum;
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double vol_qual;
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string squeeze;
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double z_score;
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double vola_regime;
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string tsi_dir;
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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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// Safety: If symbol IS one of the benchmarks, we don't classify it as generic forex pair here
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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, "GBP") != -1 || StringFind(sym, "JPY") != -1 ||
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StringFind(sym, "CHF") != -1 || StringFind(sym, "AUD") != -1 ||
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StringFind(sym, "CAD") != -1 || StringFind(sym, "NZD") != -1 ||
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StringFind(sym, "XAU") != -1 || StringFind(sym, "XAG") != -1)
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{
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if(StringFind(sym, "XTI") != -1)
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return false;
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if(StringFind(sym, "UKO") != -1)
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return false;
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if(StringFind(sym, "USO") != -1)
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return false;
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if(StringFind(sym, "BTC") != -1)
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return false;
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if(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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//| 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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double bench_change_pct = 0.0;
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bool bench_global_ready = SymbolSelect(InpBenchmark, true);
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bool bench_forex_ready = SymbolSelect(InpForexBench, true);
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if(!bench_global_ready)
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Print("Warning: Global Benchmark '", InpBenchmark, "' not found.");
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if(!bench_forex_ready)
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Print("Warning: Forex Benchmark '", InpForexBench, "' not found.");
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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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// --- DYNAMIC HEADER GENERATION ---
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string str_slow = EnumToString(InpTFSlow);
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string str_fast = EnumToString(InpTFFast);
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StringReplace(str_slow, "PERIOD_", "");
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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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// Context (Slow)
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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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// Trigger (Fast)
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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("SQUEEZE_%s;", str_fast);
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header += StringFormat("Z_SCORE_%s;", str_fast);
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header += StringFormat("VOL_REGIME_%s;", str_fast);
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header += StringFormat("TSI_DIR_%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, data))
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{
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// Note: Strings used for stats
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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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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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DoubleToString(data.momentum, 2),
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DoubleToString(data.vol_qual, 2),
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data.squeeze,
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DoubleToString(data.z_score, 2),
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DoubleToString(data.vola_regime, 2),
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data.tsi_dir,
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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, 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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// PHASE 1: H1 CONTEXT
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// =================================================================
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double h1_o[], h1_h[], h1_l[], h1_c[];
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long h1_v[];
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datetime h1_t[];
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if(!FetchData(sym, InpTFSlow, InpScanHistory, h1_t, h1_o, h1_h, h1_l, h1_c, h1_v))
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return false;
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double h1_atr = Calc_ATR(h1_o, h1_h, h1_l, h1_c, InpATRPeriod);
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if(h1_atr == 0)
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return false;
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data.trend_score = Calc_DSMA_Score(h1_o, h1_h, h1_l, h1_c, h1_atr);
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data.trend_qual = Calc_ER(h1_o, h1_h, h1_l, h1_c, InpERPeriod);
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data.zone = Calc_MurreyZone(sym, InpTFSlow);
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// --- BETA / ALPHA Calculation (With Exclusion Logic) ---
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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 = "BENCHMARK";
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data.beta_str = "1.00";
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data.alpha_str = "0.00";
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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 h1_size = ArraySize(h1_c);
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double asset_subset[];
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ArrayResize(asset_subset, InpBetaLookback);
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double bench_subset[];
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ArrayResize(bench_subset, InpBetaLookback);
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for(int k=0; k<InpBetaLookback; k++)
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{
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asset_subset[k] = h1_c[h1_size - InpBetaLookback + k];
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bench_subset[k] = bench_c[ArraySize(bench_c) - InpBetaLookback + k];
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}
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stats.ComputeReturns(asset_subset, asset_ret);
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stats.ComputeReturns(bench_subset, bench_ret);
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double beta_val = stats.CalculateBeta(asset_ret, bench_ret);
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double a_tot = (asset_subset[InpBetaLookback-1] - asset_subset[0]) / asset_subset[0];
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double b_tot = (bench_subset[InpBetaLookback-1] - bench_subset[0]) / bench_subset[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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// PHASE 2: M15 TRIGGER
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// =================================================================
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double m15_o[], m15_h[], m15_l[], m15_c[];
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long m15_v[];
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datetime m15_t[];
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if(!FetchData(sym, InpTFFast, InpScanHistory, m15_t, m15_o, m15_h, m15_l, m15_c, m15_v))
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return false;
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double m15_atr = Calc_ATR(m15_o, m15_h, m15_l, m15_c, InpATRPeriod);
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data.momentum = Calc_LaguerreRSI(m15_o, m15_h, m15_l, m15_c);
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data.vol_qual = Calc_RVOL(m15_v, InpRVOLPeriod);
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data.squeeze = Calc_Squeeze(sym, InpTFFast, m15_o, m15_h, m15_l, m15_c);
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data.z_score = Calc_ZScore(m15_o, m15_h, m15_l, m15_c, InpZScorePeriod);
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double atr_fast = Calc_ATR(m15_o, m15_h, m15_l, m15_c, 5);
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double atr_slow = Calc_ATR(m15_o, m15_h, m15_l, m15_c, 50);
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if(atr_slow != 0)
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data.vola_regime = atr_fast / atr_slow;
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else
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data.vola_regime = 1.0;
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Calc_TSI_Dir(m15_o, m15_h, m15_l, m15_c, data.tsi_dir);
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// =================================================================
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// PHASE 3: COMPOSITE METRICS
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// =================================================================
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double score = 0;
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if(MathAbs(data.z_score) > 3.0)
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score += 40;
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else
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if(MathAbs(data.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.momentum > 0.90 || data.momentum < 0.10)
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score += 30;
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data.rev_prob = score;
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int idx_cl = ArraySize(m15_c) - 2;
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if(idx_cl >= 0 && m15_atr > 0)
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{
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double body = MathAbs(m15_c[idx_cl] - m15_o[idx_cl]);
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CRelativeVolumeCalculator rv_calc;
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rv_calc.Init(InpRVOLPeriod);
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double bar_rvol = rv_calc.CalculateSingle(ArraySize(m15_v), m15_v, idx_cl);
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if(bar_rvol > 2.0 && body < (0.4 * m15_atr))
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data.absorption = "YES";
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else
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data.absorption = "NO";
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}
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else
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data.absorption = "-";
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return true;
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}
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//+------------------------------------------------------------------+
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//| HELPERS / WRAPPERS |
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//+------------------------------------------------------------------+
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bool FetchData(string sym, ENUM_TIMEFRAMES tf, int count, datetime &t[], double &o[], double &h[], double &l[], double &c[], long &v[])
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{
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ArraySetAsSeries(t, false);
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ArraySetAsSeries(o, false);
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ArraySetAsSeries(h, false);
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ArraySetAsSeries(l, false);
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ArraySetAsSeries(c, false);
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ArraySetAsSeries(v, false);
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if(CopyTime(sym, tf, 0, count, t)!=count || CopyOpen(sym, tf, 0, count, o)!=count ||
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CopyHigh(sym, tf, 0, count, h)!=count || CopyLow(sym, tf, 0, count, l)!=count ||
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CopyClose(sym, tf, 0, count, c)!=count || CopyTickVolume(sym, tf, 0, count, v)!=count)
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return false;
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return true;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double Calc_ER(const double &o[], const double &h[], const double &l[], const double &c[], int p)
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{
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CEfficiencyRatioCalculator calc;
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if(!calc.Init(p))
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return 0;
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double buf[];
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int total = ArraySize(c);
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ArrayResize(buf, total);
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calc.Calculate(total, 0, PRICE_CLOSE, o, h, l, c, buf);
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return buf[total-2];
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double Calc_ZScore(const double &o[], const double &h[], const double &l[], const double &c[], int p)
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{
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CZScoreCalculator calc;
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if(!calc.Init(p))
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return 0;
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double buf[];
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int total = ArraySize(c);
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ArrayResize(buf, total);
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calc.Calculate(total, 0, PRICE_CLOSE, o, h, l, c, buf);
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return buf[total-2];
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double Calc_RVOL(const long &vol[], int p)
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{
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CRelativeVolumeCalculator calc;
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calc.Init(p);
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return calc.CalculateSingle(ArraySize(vol), vol, ArraySize(vol)-2);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double Calc_ATR(const double &o[], const double &h[], const double &l[], const double &c[], int p)
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{
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CATRCalculator calc;
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if(!calc.Init(p, ATR_POINTS))
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return 0;
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double buf[];
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int total=ArraySize(c);
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calc.Calculate(total, 0, o, h, l, c, buf);
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return buf[total-2];
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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double Calc_DSMA_Score(const double &o[], const double &h[], const double &l[], const double &c[], double atr)
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{
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CDSMACalculator calc;
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if(!calc.Init(InpDSMAPeriod))
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return 0;
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double buf[];
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int total=ArraySize(c);
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ArrayResize(buf, total);
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calc.Calculate(total, 0, PRICE_CLOSE, o, h, l, c, buf);
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if(atr==0)
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return 0;
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return (c[total-2] - buf[total-2]) / atr;
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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string Calc_Squeeze(string sym, ENUM_TIMEFRAMES tf, const double &o[], const double &h[], const double &l[], const double &c[])
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{
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int total = ArraySize(c);
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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)";
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//+------------------------------------------------------------------+
|