MQLArticles/Utils/Fibonacci.mqh

//+------------------------------------------------------------------+
//|                                                    Fibonacci.mqh |
//|                                  Copyright 2025, Niquel Mendoza. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, Niquel Mendoza."
#property link      "https://www.mql5.com"
#property strict

#ifndef MQLARTICLES_UTILS_FIBONACCI_MQH
#define MQLARTICLES_UTILS_FIBONACCI_MQH

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
#include "..\\Utils\\GraphicObjects.mqh"
#include "FA\\Sort.mqh"
#include <TSN\\GCol\\HashMap.mqh>
#include <TSN\\GCol\\GenericHashes.mqh>

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
namespace TSN 
{
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
struct pack(8) FibboLevel
 {
  double             level_price;
  double             level_value;
  color              level_color;

  FibboLevel()
    :                level_color(clrBlack), level_price(0.00), level_value(0.00)
   {

   }
  FibboLevel(const FibboLevel& other)
   {
    this = other;
   }

//---
  static __forceinline bool MayorLevel(const FibboLevel& f1, const FibboLevel& f2)
   {
    return f1.level_value > f2.level_value;
   }
 };

enum ENUM_MODE_NEAREST_LEVEL_FIBBO
 {
  FIBBO_LEVEL_MAYOR_A_TARGE_PRICE = 0,
  FIBBO_LEVEL_MENOR_A_TARGE_PRICE,
 };



//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
class CFibbo : public CLoggerBase
 {
private:
  //--- Caracteristicas principales
  long               m_chart_id;
  int                m_subwin;
  bool               m_create; //Indica si el fibbo ha sido creado

  //--- Caracteristicas del fibbo
  string             m_obj_name;
  double             m_price_2;
  double             m_price_1;
  datetime           m_init_fibbo;

  //---
                     CHashMapFastP(double, int, _fibbo) m_hash_level_to_index;

  //---
  int                m_total_fibbo_s;
  int                m_total_fibbo_r;
  FibboLevel         m_fibbo_levels[];


  //--- Add
  bool               AddLevel(const FibboLevel &new_level);

  //---
  void               CalculatePriceLevelsFibbo();

public:
                     CFibbo();
                    ~CFibbo(void);
  //--- Creacion
  bool               Create(const long            chart_ID,
                            const string          name,
                            const int             sub_window,
                            const color           clr,
                            const ENUM_LINE_STYLE style,
                            const int             width,
                            const string      tooltip,
                            const bool            back = false,
                            const bool            selection = false,
                            const long            z_order = 0);


  //--- Seteo - Modifiacion de nivel-niveeles
  bool               SetLevels(const string& vals, const string& clrs, ENUM_LINE_STYLE styles, int widths, ushort separator_str);
  __forceinline uint8_t  ModifyLevel(double level, color new_color = clrNONE, ENUM_LINE_STYLE new_style  = WRONG_VALUE, int new_widt = -1);
  uint8_t            ModifyLevel(int level_index, color new_color = clrNONE, ENUM_LINE_STYLE new_style  = WRONG_VALUE, int new_widt = -1);

  //--- Funciones para trabajar con el objeto grafico
  void               Move(datetime new_init, datetime new_end, double price1, double price2); // Momer el fibbo completamente
  __forceinline void UpdateTime2(datetime new_end); //Solo actulizar el fibbo a un nuevo time2
  bool               Hide() const { return HIDE_OBJECT(m_obj_name, m_chart_id); }
  bool               Show() const { return SHOW_OBJECT(m_obj_name, m_chart_id); }

  //--- Funciones para trabajar con niveles
  // Obtiene el precio de un nivel por su el valor del nivel
  __forceinline double GetLevelPrice(const double level_val);

  // Obtiene el precio de un nivel por su indice real
  __forceinline double GetLevelPrice(const int level_index) const { return m_fibbo_levels[level_index].level_price; }

  // Obtiene el indice en el array de un nivel
  __forceinline int    GetLevelIndex(const double level_val);

  // Obtiene los niveles del fibbo
  void               GetArrayLevel(double &levels[], bool contains_lebel_0_100 = false) const;
  double             GetNearestLevel(double target_price, ENUM_MODE_NEAREST_LEVEL_FIBBO mode) const;

  //--- Getters y Setters generales
  // Generales
  inline int         TotalFibboLevels()    const { return m_total_fibbo_s;     }
  inline double      Price1()              const { return m_price_1;         }
  inline double      Price2()              const { return m_price_2;         }
  inline datetime    InitTime()            const { return m_init_fibbo;      }
  inline long        ChartId()             const { return m_chart_id;        }
  inline int         Subwin()              const { return m_subwin;          }
  __forceinline int  FibboLevelLastIndex() const { return m_total_fibbo_s - 1; }

  // Obtencion de un nivel
  // Por indice
  __forceinline FibboLevel GetLevelByIndex(const int idx)    const { return m_fibbo_levels[idx]; }

  // Por valor
  __forceinline FibboLevel GetLevelByValue(const double val) { return m_fibbo_levels[GetLevelIndex(val)]; }



  //--- Info
  void               Summary();
 };


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
CFibbo::~CFibbo()
 {
  ObjectDelete(m_chart_id, m_obj_name);
 }
//+------------------------------------------------------------------+
CFibbo::CFibbo()
  : m_init_fibbo(wrong_datetime), m_price_2(0.00), m_price_1(0.00), m_subwin(0), m_chart_id(0), m_total_fibbo_s(0), m_total_fibbo_r(4)
 {
  ArrayResize(m_fibbo_levels, m_total_fibbo_r, m_total_fibbo_r);
 }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
void CFibbo::Summary(void)
 {
  PrintFormat("------| Fibbo %s |------", m_obj_name);
  Print("Levels: ");
  ArrayPrint(m_fibbo_levels, 3, " | ", 0, m_total_fibbo_s);
 }

//+------------------------------------------------------------------+
bool CFibbo::AddLevel(const FibboLevel &new_level)
 {
//--- Verificar si esta dentro
//Considerar esto, de pormedio un fibbo level como maximo tiene 3 decimales
#define CFIBBO_MIN_VALUE 0.00040
  for(int i = 0; i < m_total_fibbo_s; i++)
   {
    if(fabs(m_fibbo_levels[i].level_value - new_level.level_value) <= CFIBBO_MIN_VALUE)
     {
      LogWarning(StringFormat("No se agregara el fibbo level %f dado que ya existe", new_level.level_value), FUNCION_ACTUAL);
      return false;
     }
   }

//--- Añadir
  if(m_total_fibbo_s >= m_total_fibbo_r)
   {
    m_total_fibbo_r <<= 1;
    ArrayResize(m_fibbo_levels, m_total_fibbo_r, m_total_fibbo_r);
   }
  m_fibbo_levels[m_total_fibbo_s++] = new_level;
  return true;
 }

//+------------------------------------------------------------------+
double CFibbo::GetNearestLevel(double target_price, ENUM_MODE_NEAREST_LEVEL_FIBBO mode) const
 {
//---
  if(m_total_fibbo_s == 0)
    return 0.00;

//---
  const bool precio_ascendente = (m_fibbo_levels[0].level_price < m_fibbo_levels[m_total_fibbo_s - 1].level_price);

//---
  if(mode == FIBBO_LEVEL_MAYOR_A_TARGE_PRICE)
   {
    if(precio_ascendente)
     {
      // Buscar de menor a mayor
      for(int i = 0; i < m_total_fibbo_s; i++)
        if(m_fibbo_levels[i].level_price > target_price)
          return m_fibbo_levels[i].level_price;
     }
    else
     {
      // Buscar de mayor a menor (invertido)
      for(int i = m_total_fibbo_s - 1; i >= 0; i--)
        if(m_fibbo_levels[i].level_price > target_price)
          return m_fibbo_levels[i].level_price;
     }
   }
  else
   {
    if(precio_ascendente)
     {
      // Buscar el último menor
      for(int i = m_total_fibbo_s - 1; i >= 0; i--)
        if(m_fibbo_levels[i].level_price < target_price)
          return m_fibbo_levels[i].level_price;
     }
    else
     {
      // Buscar el primero menor (en orden descendente)
      for(int i = 0; i < m_total_fibbo_s; i++)
        if(m_fibbo_levels[i].level_price < target_price)
          return m_fibbo_levels[i].level_price;
     }
   }

//---
  LogWarning(StringFormat("No se ha encontrado nivel cercano al target price = %.*f", 5, target_price), FUNCION_ACTUAL);
  return 0.00;
 }


//+------------------------------------------------------------------+
bool CFibbo::Create(const long            chart_ID,
                    const string          name,
                    const int             sub_window,
                    const color           clr,
                    const ENUM_LINE_STYLE style,
                    const int             width,
                    const string          tooltip,
                    const bool            back = false,
                    const bool            selection = false,
                    const long            z_order = 0)
 {

//---
  if(m_create)
   {
    LogWarning("Se esta volviendo a redibujar el objeto fibbo..", FUNCION_ACTUAL);
   }

//---
  m_chart_id = chart_ID;
  m_subwin = sub_window;
  const bool res = FiboLevelsCreate(chart_ID, name, sub_window, 0, 0, 0, 0, clr, style, width, back, selection, false, false, z_order);
  m_obj_name = name;

//---
  if(!res)
   {
    LogError(StringFormat("No se pudo crear el fibbo[ %s ], ultimo error = %d", name, GetLastError()), FUNCION_ACTUAL);
   }
  else
   {
    ObjectSetString(chart_ID, name, OBJPROP_TOOLTIP, tooltip);
    m_create = true;
   }
  return res;
 }

//+------------------------------------------------------------------+
void CFibbo::GetArrayLevel(double &levels[], bool contains_lebel_0_100 = false) const
 {
  for(int i = 0; i < ArraySize(m_fibbo_levels) ; i++)
   {
    if(!contains_lebel_0_100 && (m_fibbo_levels[i].level_value == 0.00 || m_fibbo_levels[i].level_value == 1.00))
      continue;
    AddArrayNoVerification(levels, m_fibbo_levels[i].level_value, 0);
   }
 }

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
#define FIBBO_FLAG_LEVEL_MODIFY_COLOR_SUCCESS 1
#define FIBBO_FLAG_LEVEL_MODIFY_STYLE_SUCCESS 2
#define FIBBO_FLAG_LEVEL_MODIFY_WIDTH_SUCCESS 4

//+------------------------------------------------------------------+
__forceinline uint8_t CFibbo::ModifyLevel(double level, color new_color = clrNONE, ENUM_LINE_STYLE new_style = -1, int new_widt = -1)
 {
  int level_index;
  return m_hash_level_to_index.TryGet(level, level_index) ? ModifyLevel(level_index, new_color, new_style, new_widt) : 0;
 }
//+------------------------------------------------------------------+
uint8_t CFibbo::ModifyLevel(int level_index, color new_color = clrNONE, ENUM_LINE_STYLE new_style = -1, int new_widt = -1)
 {
//---
  uint8_t f = 0;

//---
  if(new_color != clrNONE && ObjectSetInteger(m_chart_id, m_obj_name, OBJPROP_LEVELCOLOR, level_index, new_color))
    f |= FIBBO_FLAG_LEVEL_MODIFY_COLOR_SUCCESS;

//---
  if(new_style != WRONG_VALUE &&   ObjectSetInteger(m_chart_id, m_obj_name, OBJPROP_LEVELSTYLE, level_index, new_style))
    f |= FIBBO_FLAG_LEVEL_MODIFY_STYLE_SUCCESS;

//---
  if(new_widt >= 1 &&    ObjectSetInteger(m_chart_id, m_obj_name, OBJPROP_LEVELWIDTH, level_index,  new_widt))
    f |= FIBBO_FLAG_LEVEL_MODIFY_WIDTH_SUCCESS;

  return f;
 }

//+------------------------------------------------------------------+
__forceinline void CFibbo::UpdateTime2(datetime new_end)
 {
  ObjectSetInteger(m_chart_id, m_obj_name, OBJPROP_TIME, 1, new_end);
 }

//+------------------------------------------------------------------+
__forceinline int CFibbo::GetLevelIndex(const double level_val)
 {
  int idx;
  m_hash_level_to_index.TryGet(level_val, idx);
  return idx;
 }

//+------------------------------------------------------------------+
__forceinline double CFibbo::GetLevelPrice(const double level_val)
 {
  int idx;
  m_hash_level_to_index.TryGet(level_val, idx);
  return m_fibbo_levels[idx].level_price;
 }

//+------------------------------------------------------------------+
void CFibbo::CalculatePriceLevelsFibbo(void)
 {
  if(m_price_1 > m_price_2)
   {
    /*
       p1 100


    p2        p2 0
    */
    const double diff = (m_price_1 - m_price_2);
    for(int i = 0; i < m_total_fibbo_s; i++)
      m_fibbo_levels[i].level_price = ((m_price_2 + ((m_fibbo_levels[i].level_value) * diff)));
   }
  else
    if(m_price_2 > m_price_1)
     {
      /*
      p2       p2 0

          p1  100
      */

      const double diff = (m_price_2 - m_price_1);
      for(int i = 0; i < m_total_fibbo_s; i++)
        m_fibbo_levels[i].level_price = ((m_price_2 - ((m_fibbo_levels[i].level_value) * diff)));
     }
    else
     {
      LogError("Ambos precios del fibbo, 1 y 2 son iguales", FUNCION_ACTUAL);
     }
 }

//+------------------------------------------------------------------+
typedef bool (*CFibboFuncCompareLevelPrice)(const FibboLevel&, const FibboLevel&);
void CFibbo::Move(datetime new_init, datetime new_end, double price1, double price2)
 {
//---
  ResetLastError();
  if(!ObjectMove(m_chart_id, m_obj_name, 0, new_init, price1))
   {
    LogError(StringFormat("No se pudo movel el anclaje 0, new_init = %s >> price1 = %.5f, ultimo error = %d", TimeToString(new_init), price1, GetLastError()), FUNCION_ACTUAL);
   }

//---
  ResetLastError();
  if(!ObjectMove(m_chart_id, m_obj_name, 1, new_end, price2))
   {
    LogError(StringFormat("No se pudo movel el anclaje 1, time2 = %s >> price2 = %.5f, ultimo error = %d", TimeToString(new_end), price2, GetLastError()), FUNCION_ACTUAL);
   }

//---
  m_price_1 = price1;
  m_price_2 = price2;
  m_init_fibbo = new_init;
  CalculatePriceLevelsFibbo();
 }

//+------------------------------------------------------------------+
bool CFibbo::SetLevels(const string& vals, const string& clrs, ENUM_LINE_STYLE styles, int widths, ushort separator_str)
 {
//---
  string res_vals[];
  int num_vals;
  string res_clrs[];
  int num_clrs;

//---
  if((num_vals = StringSplit(vals, separator_str, res_vals)) == -1)
   {
    LogError(StringFormat("La cadena de valores %s no contiene el separador %s o esta vacia", vals, ShortToString(separator_str)), FUNCION_ACTUAL);
    Remover();
    return false;
   }

  if((num_clrs = StringSplit(clrs, separator_str, res_clrs)) == -1)
   {
    LogError(StringFormat("La cadena de colores %s no contiene el separador %s o esta vacia", vals, ShortToString(separator_str)), FUNCION_ACTUAL);
    Remover();
    return false;
   }

//---
  if(num_vals != num_clrs)
   {
    LogCriticalError(StringFormat("El tamaño del array de niveles %d y colores %d no son iguales", num_vals, num_clrs), FUNCION_ACTUAL);
    Remover();
    return(false);
   }

//---
  m_total_fibbo_s = 0;
  m_hash_level_to_index.Clear();

//---
  for(int i = 0; i < num_clrs; i++)
   {
    FibboLevel new_level;

    //--- para color trim, mql5 confunde con espacion asuem black
    StringTrimLeft(res_clrs[i]);
    StringTrimLeft(res_clrs[i]);

    //---
    new_level.level_color = StringToColor(res_clrs[i]);

    //--- para oduble si, si hay eopacions no importa
    new_level.level_value = StringToDouble(res_vals[i]);
    new_level.level_price = 0.00;
    AddLevel(new_level);
   }

//--- Ordenamos de menor a mayor
  CSimpleSort::SortAscendente(m_fibbo_levels, m_total_fibbo_s, (CFibboFuncCompareLevelPrice)FibboLevel::MayorLevel);

//--- Agregamos al hashmap
  for(int i = 0; i < m_total_fibbo_s; i++)
    m_hash_level_to_index.Add(m_fibbo_levels[i].level_value, i);

//--- Info
  if(IsInfoLogEnabled())
   {
    FastLog(FUNCION_ACTUAL, INFO_TEXT, "Niveles de fibbos listos: ");
    ArrayPrint(m_fibbo_levels, 3, " | ");
   }

//--- Establecemos el número de los niveles
  ObjectSetInteger(m_chart_id, m_obj_name, OBJPROP_LEVELS, m_total_fibbo_s);

//--- Establecemos las propiedades de los niveles en el ciclo
  for(int i = 0; i < m_total_fibbo_s; i++)
   {
    //--- valor del nivel
    ObjectSetDouble(m_chart_id, m_obj_name, OBJPROP_LEVELVALUE, i, m_fibbo_levels[i].level_value);
    //--- color del nivel
    ObjectSetInteger(m_chart_id, m_obj_name, OBJPROP_LEVELCOLOR, i, m_fibbo_levels[i].level_color);
    //--- estilo del nivel
    ObjectSetInteger(m_chart_id, m_obj_name, OBJPROP_LEVELSTYLE, i, styles);
    //--- grosor del nivel
    ObjectSetInteger(m_chart_id, m_obj_name, OBJPROP_LEVELWIDTH, i, widths);
    //--- descripción del nivel
    ObjectSetString(m_chart_id, m_obj_name, OBJPROP_LEVELTEXT, i, DoubleToString(100 * m_fibbo_levels[i].level_value, 1));
   }

//--- ejecución con éxito
  return(true);
 }
} 
//+------------------------------------------------------------------+
#endif // MQLARTICLES_UTILS_FIBONACCI_MQH
//+------------------------------------------------------------------+