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https://github.com/A6-9V/MQL5-Google-Onedrive.git
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348 lines
12 KiB
MQL5
348 lines
12 KiB
MQL5
//+------------------------------------------------------------------+
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//| SMC_TrendBreakout_MTF.mq5 |
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//| Visual indicator: BOS/CHoCH + Donchian breakout + MTF filter |
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//+------------------------------------------------------------------+
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#property strict
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#property indicator_chart_window
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#property indicator_buffers 2
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#property indicator_plots 2
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// --- plot 0: buy arrows
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#property indicator_label1 "Long"
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#property indicator_type1 DRAW_ARROW
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#property indicator_color1 clrLimeGreen
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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// --- plot 1: sell arrows
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#property indicator_label2 "Short"
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#property indicator_type2 DRAW_ARROW
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#property indicator_color2 clrTomato
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 2
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input group "SMC (structure)"
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input bool UseSMC = true;
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input bool UseCHoCH = true; // label opposite break as CHoCH
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input group "Trend Breakout"
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input bool UseDonchianBreakout = true;
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input int DonchianLookback = 20; // bars (completed bars)
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input group "Lower timeframe confirmation"
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input bool RequireMTFConfirm = true;
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input ENUM_TIMEFRAMES LowerTF = PERIOD_M5;
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input int EMAFast = 20;
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input int EMASlow = 50;
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input group "Signals"
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input bool FireOnClose = true; // use last closed bar (recommended)
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input int ArrowCodeLong = 233; // wingdings: up arrow
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input int ArrowCodeShort = 234; // wingdings: down arrow
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input int ArrowOffsetPoints = 10; // vertical offset in points
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input group "Drawing"
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input bool DrawStructureLines = true;
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input bool DrawBreakoutLines = false;
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input int MaxObjects = 200; // prevent clutter
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input group "Notifications"
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input bool PopupAlerts = false;
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input bool PushNotifications = false;
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double gLongBuf[];
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double gShortBuf[];
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int gFractalsHandle = INVALID_HANDLE;
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int gEmaFastHandle = INVALID_HANDLE;
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int gEmaSlowHandle = INVALID_HANDLE;
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// Tracks last trend direction on main TF: 1 bullish, -1 bearish, 0 unknown
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int gTrendDir = 0;
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string gObjPrefix;
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datetime gLastBarTime = 0;
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static int ClampInt(const int value, const int lowerBound, const int upperBound) { return (value<lowerBound?lowerBound:(value>upperBound?upperBound:value)); }
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static bool IsNewBar(const datetime t0) { if(t0==gLastBarTime) return false; gLastBarTime=t0; return true; }
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static void Notify(const string msg)
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{
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if(PopupAlerts) Alert(msg);
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if(PushNotifications) SendNotification(msg);
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}
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static void SafeDeleteOldObjects()
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{
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// keep last MaxObjects objects with prefix, delete oldest (by time suffix)
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// OPTIMIZATION: Single-pass algorithm instead of double-loop
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int total = ObjectsTotal(0, 0, -1);
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int objectCount = 0;
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// Single pass: count and store object names
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string objectNames[];
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ArrayResize(objectNames, 0);
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for(int objectIndex=total-1;objectIndex>=0;objectIndex--)
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{
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string name = ObjectName(0, objectIndex, 0, -1);
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if(StringFind(name, gObjPrefix) == 0)
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{
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// OPTIMIZATION: Store size to avoid repeated ArraySize() calls
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int currentSize = ArraySize(objectNames);
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ArrayResize(objectNames, currentSize + 1);
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objectNames[currentSize] = name;
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objectCount++;
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}
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}
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// If within limit, no deletion needed
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if(objectCount <= MaxObjects) return;
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// Delete all objects with prefix (fast & safe for indicator)
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for(int i = 0; i < ArraySize(objectNames); i++)
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{
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ObjectDelete(0, objectNames[i]);
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}
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}
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static void DrawHLine(const string name, const double price, const color lineColor, const ENUM_LINE_STYLE lineStyle, const int lineWidth)
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{
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if(!DrawStructureLines && !DrawBreakoutLines) return;
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if(ObjectFind(0, name) >= 0) return;
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ObjectCreate(0, name, OBJ_HLINE, 0, 0, price);
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ObjectSetInteger(0, name, OBJPROP_COLOR, lineColor);
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ObjectSetInteger(0, name, OBJPROP_STYLE, lineStyle);
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ObjectSetInteger(0, name, OBJPROP_WIDTH, lineWidth);
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ObjectSetInteger(0, name, OBJPROP_BACK, true);
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}
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static void DrawText(const string name, const datetime timeValue, const double price, const string text, const color textColor)
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{
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if(ObjectFind(0, name) >= 0) return;
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ObjectCreate(0, name, OBJ_TEXT, 0, timeValue, price);
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ObjectSetString(0, name, OBJPROP_TEXT, text);
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ObjectSetInteger(0, name, OBJPROP_COLOR, textColor);
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ObjectSetInteger(0, name, OBJPROP_ANCHOR, ANCHOR_LEFT);
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ObjectSetInteger(0, name, OBJPROP_FONTSIZE, 9);
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ObjectSetInteger(0, name, OBJPROP_BACK, true);
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}
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static double HighestHigh(const double &high[], const int start, const int count)
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{
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int maxIndex = ArrayMaximum(high, start, count);
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if(maxIndex == -1) return -DBL_MAX;
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return high[maxIndex];
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}
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static double LowestLow(const double &low[], const int start, const int count)
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{
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int minIndex = ArrayMinimum(low, start, count);
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if(minIndex == -1) return DBL_MAX;
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return low[minIndex];
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}
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// --- Cached MTF direction (performance)
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static datetime g_mtfDir_lastCheckTime = 0;
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static int g_mtfDir_cachedValue = 0;
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static int GetMTFDir()
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{
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if(!RequireMTFConfirm) return 0;
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if(gEmaFastHandle==INVALID_HANDLE || gEmaSlowHandle==INVALID_HANDLE) return 0;
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// PERF: Only check for new MTF direction on a new bar of the LowerTF.
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datetime mtf_time[1];
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if(CopyTime(_Symbol, LowerTF, 0, 1, mtf_time) != 1) return 0;
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if(mtf_time[0] == g_mtfDir_lastCheckTime) return g_mtfDir_cachedValue;
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g_mtfDir_lastCheckTime = mtf_time[0];
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double fast[2], slow[2];
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ArraySetAsSeries(fast, true);
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ArraySetAsSeries(slow, true);
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if(CopyBuffer(gEmaFastHandle, 0, 1, 1, fast) != 1) { g_mtfDir_cachedValue=0; return 0; }
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if(CopyBuffer(gEmaSlowHandle, 0, 1, 1, slow) != 1) { g_mtfDir_cachedValue=0; return 0; }
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if(fast[0] > slow[0]) g_mtfDir_cachedValue = 1;
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else if(fast[0] < slow[0]) g_mtfDir_cachedValue = -1;
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else g_mtfDir_cachedValue = 0;
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return g_mtfDir_cachedValue;
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}
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int OnInit()
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{
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SetIndexBuffer(0, gLongBuf, INDICATOR_DATA);
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SetIndexBuffer(1, gShortBuf, INDICATOR_DATA);
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ArraySetAsSeries(gLongBuf, true);
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ArraySetAsSeries(gShortBuf, true);
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PlotIndexSetInteger(0, PLOT_ARROW, ArrowCodeLong);
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PlotIndexSetInteger(1, PLOT_ARROW, ArrowCodeShort);
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gObjPrefix = StringFormat("SMC_TB_MTF_%I64u_", (long)ChartID());
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// fractals on main TF
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gFractalsHandle = iFractals(_Symbol, _Period);
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if(gFractalsHandle == INVALID_HANDLE) return INIT_FAILED;
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// EMA handles on lower TF (for confirmation)
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gEmaFastHandle = iMA(_Symbol, LowerTF, EMAFast, 0, MODE_EMA, PRICE_CLOSE);
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gEmaSlowHandle = iMA(_Symbol, LowerTF, EMASlow, 0, MODE_EMA, PRICE_CLOSE);
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return INIT_SUCCEEDED;
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}
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void OnDeinit(const int reason)
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{
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if(gFractalsHandle != INVALID_HANDLE) IndicatorRelease(gFractalsHandle);
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if(gEmaFastHandle != INVALID_HANDLE) IndicatorRelease(gEmaFastHandle);
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if(gEmaSlowHandle != INVALID_HANDLE) IndicatorRelease(gEmaSlowHandle);
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}
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int OnCalculate(
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const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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// OPTIMIZATION: Early exit if no new bars to calculate
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if(prev_calculated > 0 && prev_calculated == rates_total)
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return rates_total;
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if(rates_total < 100) return 0;
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int donLookback = (DonchianLookback < 2 ? 2 : DonchianLookback);
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ArraySetAsSeries(time, true);
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ArraySetAsSeries(open, true);
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ArraySetAsSeries(high, true);
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ArraySetAsSeries(low, true);
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ArraySetAsSeries(close, true);
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// Clear only newly calculated area; indicator buffers are series arrays (0 = current bar)
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int start = (prev_calculated==0 ? rates_total-1 : rates_total - prev_calculated);
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start = ClampInt(start, 0, rates_total-1);
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for(int i=start;i>=0;i--)
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{
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gLongBuf[i] = EMPTY_VALUE;
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gShortBuf[i] = EMPTY_VALUE;
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}
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// Only emit signals once per new bar (less spam); use bar 1 when FireOnClose.
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if(!IsNewBar(time[0])) return rates_total;
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SafeDeleteOldObjects();
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const int sigBar = (FireOnClose ? 1 : 0);
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if(sigBar >= rates_total-1) return rates_total;
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// --- Pull fractal buffers for last ~500 bars for swing detection
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int need = MathMin(600, rates_total);
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double upFr[600], dnFr[600];
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ArraySetAsSeries(upFr, true);
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ArraySetAsSeries(dnFr, true);
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int gotUp = CopyBuffer(gFractalsHandle, 0, 0, need, upFr);
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int gotDn = CopyBuffer(gFractalsHandle, 1, 0, need, dnFr);
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if(gotUp <= 0 || gotDn <= 0) return rates_total;
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// Find most recent confirmed swing high/low (fractal appears 2 bars after formation)
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double lastSwingHigh = 0.0; datetime lastSwingHighT = 0;
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double lastSwingLow = 0.0; datetime lastSwingLowT = 0;
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for(int i=sigBar+2; i<need; i++)
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{
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if(lastSwingHighT==0 && upFr[i] != 0.0) { lastSwingHigh = upFr[i]; lastSwingHighT = time[i]; }
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if(lastSwingLowT==0 && dnFr[i] != 0.0) { lastSwingLow = dnFr[i]; lastSwingLowT = time[i]; }
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if(lastSwingHighT!=0 && lastSwingLowT!=0) break;
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}
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// --- Determine Donchian breakout bounds (exclude current forming bar and signal bar)
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int donStart = sigBar + 1;
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int donCount = donLookback;
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if(donStart + donCount >= rates_total) return rates_total;
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double donHigh = HighestHigh(high, donStart, donCount);
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double donLow = LowestLow(low, donStart, donCount);
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// --- Lower TF confirmation
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int mtfDir = GetMTFDir(); // 1 up, -1 down, 0 neutral/unknown
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bool mtfOkLong = (!RequireMTFConfirm) || (mtfDir == 1);
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bool mtfOkShort = (!RequireMTFConfirm) || (mtfDir == -1);
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// --- Signals
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bool smcLong=false, smcShort=false, donLong=false, donShort=false;
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if(UseSMC)
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{
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if(lastSwingHighT!=0 && close[sigBar] > lastSwingHigh) smcLong = true;
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if(lastSwingLowT!=0 && close[sigBar] < lastSwingLow) smcShort = true;
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}
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if(UseDonchianBreakout)
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{
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if(close[sigBar] > donHigh) donLong = true;
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if(close[sigBar] < donLow) donShort = true;
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}
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bool finalLong = (smcLong || donLong) && mtfOkLong;
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bool finalShort = (smcShort || donShort) && mtfOkShort;
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// --- Plot & draw
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double pointValue = _Point;
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if(finalLong)
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{
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gLongBuf[sigBar] = low[sigBar] - ArrowOffsetPoints * pointValue;
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color lineColor = clrLimeGreen;
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if(smcLong && lastSwingHighT!=0 && DrawStructureLines)
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{
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int breakDir = 1;
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bool choch = (UseCHoCH && gTrendDir!=0 && breakDir != gTrendDir);
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string kind = (choch ? "CHoCH↑" : "BOS↑");
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string structureObjectName = gObjPrefix + StringFormat("SMC_%s_%I64d", kind, (long)time[sigBar]);
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DrawHLine(structureObjectName+"_L", lastSwingHigh, lineColor, STYLE_DOT, 1);
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DrawText(structureObjectName+"_T", time[sigBar], lastSwingHigh, kind, lineColor);
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gTrendDir = breakDir;
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}
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if(donLong && DrawBreakoutLines)
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{
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string breakoutObjectName = gObjPrefix + StringFormat("DON_H_%I64d", (long)time[sigBar]);
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DrawHLine(breakoutObjectName, donHigh, clrDeepSkyBlue, STYLE_DASH, 1);
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}
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Notify(StringFormat("%s LONG | TF=%s | MTF=%s", _Symbol, EnumToString(_Period), EnumToString(LowerTF)));
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}
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if(finalShort)
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{
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gShortBuf[sigBar] = high[sigBar] + ArrowOffsetPoints * pointValue;
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color lineColor = clrTomato;
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if(smcShort && lastSwingLowT!=0 && DrawStructureLines)
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{
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int breakDir = -1;
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bool choch = (UseCHoCH && gTrendDir!=0 && breakDir != gTrendDir);
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string kind = (choch ? "CHoCH↓" : "BOS↓");
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string structureObjectName = gObjPrefix + StringFormat("SMC_%s_%I64d", kind, (long)time[sigBar]);
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DrawHLine(structureObjectName+"_L", lastSwingLow, lineColor, STYLE_DOT, 1);
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DrawText(structureObjectName+"_T", time[sigBar], lastSwingLow, kind, lineColor);
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gTrendDir = breakDir;
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}
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if(donShort && DrawBreakoutLines)
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{
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string breakoutObjectName = gObjPrefix + StringFormat("DON_L_%I64d", (long)time[sigBar]);
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DrawHLine(breakoutObjectName, donLow, clrDeepSkyBlue, STYLE_DASH, 1);
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}
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Notify(StringFormat("%s SHORT | TF=%s | MTF=%s", _Symbol, EnumToString(_Period), EnumToString(LowerTF)));
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}
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return rates_total;
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}
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