MQLArticles/PosMgmt/ConditionalPartial/Conds/Ict/SwingSweep.mqh

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                                                   SwingSweep.mqh |
//|                                  Copyright 2025, Niquel Mendoza. |
//|                     https://www.mql5.com/es/users/nique_372/news |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, Niquel Mendoza."
#property link      "https://www.mql5.com/es/users/nique_372/news"
#property strict

#ifndef MQLARTICLES_POSMGMT_CONDPART_COND_ICT_SWINGSWEEP_MQH
#define MQLARTICLES_POSMGMT_CONDPART_COND_ICT_SWINGSWEEP_MQH

//+------------------------------------------------------------------+
//| Include                                                          |
//+------------------------------------------------------------------+
#include "..\\..\\Base\\Defines.mqh"
#include "..\\..\\..\\..\\Utils\\GraphicObjects.mqh"

//+------------------------------------------------------------------+
//| Defines                                                          |
//+------------------------------------------------------------------+
#define CONDITIONAL_PARTIAL_SWING_SWEEP_ARR_RESERVE 10
#define CONDITIONAL_PARTIAL_SWING_SWEEP_BUY 1
#define CONDITIONAL_PARTIAL_SWING_SWEEP_SELL 2


//+------------------------------------------------------------------+
//| Structures                                                       |
//+------------------------------------------------------------------+
//--- Structure for the initial configuration of parameters for swing detection in Init(..) of the CConditionalPartialsSwingSweep class
struct ConditionalPartialSwingSweepConfig
 {
  string             swing_font;
  color              swing_high_color;
  color              swing_low_color;
  ENUM_TIMEFRAMES    swing_timeframe;
  int                swing_font_size;
  int                swing_bars_left;
  int                swing_bars_right;
  bool               draw_swings;
  bool               swing_considerate_equals;
  int                mitigation_obj_delete_delay;


  //--- Constructor (default values are initialized)
                     ConditionalPartialSwingSweepConfig()
    :                swing_timeframe(Period()), swing_font("Arial"), swing_font_size(10), swing_high_color(clrBlue), swing_low_color(clrRed), draw_swings(true),
                     swing_considerate_equals(false), swing_bars_left(4), swing_bars_right(4), mitigation_obj_delete_delay((PeriodSeconds() * 30))
   {
   }

  //--- Validates if the configurations are valid
  bool               IsValid(string& error) const
   {
    //---
    if(draw_swings)
     {
      if(swing_font_size <= 0)
       {
        error = "Invalid font size";
        return false;
       }
     }

    //---
    if(swing_bars_right <= 0)
     {
      error = "Invalid bars right for the swing detection";
      return false;
     }

    //---
    if(swing_bars_left <= 0)
     {
      error = "Invalid bars left for the swing detection";
      return false;
     }

    return true;
   }


 };

//+------------------------------------------------------------------+
//| Class that implements a conditional partial closure based on     |
//| swing manipulation (sweep).                                      |
//| The buy partial closure occurs when a swing high higher than     |
//| the previous one is manipulated, and the sell partial closure    |
//| occurs when a swing low lower than the previous one is           |
//| manipulated.                                                     |
//| (This resets each time a new "cycle" of partial closures         |
//|  is initiated)                                                   |
//+------------------------------------------------------------------+
class CConditionalPartialsSwingSweep : public IConditionPartial
 {
private:
  //--- Structure to store a swing
  struct Swing
   {
    string           name;       // Swing name
    datetime         time;       // Swing time
    double           price;      // Swing price

                     Swing(): name(NULL), time(0), price(0.00) {}
   };

  //--- General variables
  double             m_next_price_buy;    // Next (min) price to closure buy position
  double             m_next_price_sell;   // Next (min) price to closure sell position
  uint8_t            m_partial_closure;   // Flag indicating the type of "position" to close (0=none, 1=buy, 2=sell)
  CGraphicObjEliminations* m_obj_eliminations;      // Pointer of type CGraphicObjEliminations, for scheduled deletion of graphic objects
  int                m_mitigation_obj_delete_delay; // Seconds of "delay" to remove graphic objects (texts from mitigated swings)


  //--- Variables for swing detections
  // Bar controler detector
  CBarControlerFast* m_swing_bar_controler;

  // Arrays
  Swing              m_swing_highs[];
  Swing              m_swing_lows[];

  // Parameters
  ENUM_TIMEFRAMES    m_swing_timeframe;
  string             m_swing_font;
  int                m_swing_font_size;
  color              m_swing_high_color;
  color              m_swing_low_color;
  bool               m_draw_swings;
  bool               m_swing_considerate_equals;
  int                m_swing_bars_left;
  int                m_swing_bars_right;

  //--- Swings functions
  void               GetSwings(datetime current_time);
  void               ProccesSwingsWithDrawingEnable(datetime current_time);
  void               ProccesSwingsWithDrawingDisable(datetime current_time);
  bool               IsSwing(int index, bool find_swing_high, double&out_price);


public:
                     CConditionalPartialsSwingSweep(void);
                    ~CConditionalPartialsSwingSweep(void);

  //--- Initialize function
  bool               Init(); // Default values
  bool               Init(const ConditionalPartialSwingSweepConfig& config); // Custom values

  //--- General setters and getters
  // Swing high color
  color              SwingHighColor() const                 { return m_swing_high_color;              }
  void               SwingHighColor(color new_value)        { m_swing_high_color = new_value;         }

  // Swing low color
  color              SwingLowColor() const                  { return m_swing_low_color;               }
  void               SwingLowColor(color new_value)         { m_swing_low_color = new_value;          }

  // Swing considerate equals
  bool               SwingConsiderateEquals() const         {  return m_swing_considerate_equals;     }
  void               SwingConsiderateEquals(bool new_value) { m_swing_considerate_equals = new_value; }


  //--- General functions
  void               OnInitPartials(double initial_price) override final;
  void               OnNewWeek(const datetime curr_time) override final;
  void               Execute(const datetime current_time) override final;
  bool               CloseBuy()  override final { return m_partial_closure == CONDITIONAL_PARTIAL_SWING_SWEEP_BUY;   }
  bool               CloseSell() override final { return m_partial_closure == CONDITIONAL_PARTIAL_SWING_SWEEP_SELL;  }
  string             Name() const override final { return "ConditionalPartials by Swing Sweep"; }
 };

//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
CConditionalPartialsSwingSweep::CConditionalPartialsSwingSweep(void)
  : m_partial_closure(0)
 {
  ArrayResize(m_swing_highs, 0, CONDITIONAL_PARTIAL_SWING_SWEEP_ARR_RESERVE);
  ArrayResize(m_swing_lows, 0, CONDITIONAL_PARTIAL_SWING_SWEEP_ARR_RESERVE);
  m_obj_eliminations = new CGraphicObjEliminations();
 }

//+------------------------------------------------------------------+
//| Destructor                                                       |
//+------------------------------------------------------------------+
CConditionalPartialsSwingSweep::~CConditionalPartialsSwingSweep()
 {
  if(CheckPointer(m_swing_bar_controler) == POINTER_DYNAMIC)
    delete m_swing_bar_controler;
  if(CheckPointer(m_obj_eliminations)  == POINTER_DYNAMIC)
    delete m_obj_eliminations;
 }

//+------------------------------------------------------------------+
//| Initialization function, sets the swing parameters               |
//| Inputs:                                                          |
//| - const ConditionalPartialSwingSweepConfig & config: Reference   |
//| in which the swing configuration will be passed.                 |
//| Outputs:                                                         |
//| In case of success the function returns true, otherwise          |
//| false.                                                           |
//+------------------------------------------------------------------+
bool CConditionalPartialsSwingSweep::Init(const ConditionalPartialSwingSweepConfig & config)
 {
//---
  string err = "";
  if(!config.IsValid(err))
   {
    FastLog(FUNCION_ACTUAL, ERROR_TEXT, err);
    return false;
   }

//---
  m_draw_swings = config.draw_swings;
  m_swing_bars_left = config.swing_bars_left;
  m_swing_bars_right = config.swing_bars_right;
  m_swing_considerate_equals = config.swing_considerate_equals;
  m_swing_font = config.swing_font;
  m_swing_font_size = config.swing_font_size;
  m_swing_high_color = config.swing_high_color;
  m_swing_low_color = config.swing_low_color;
  m_swing_timeframe = config.swing_timeframe;
  m_mitigation_obj_delete_delay = config.mitigation_obj_delete_delay;

//---
  m_swing_bar_controler = new CBarControlerFast(m_swing_timeframe);

//---
  return true;
 }

//+------------------------------------------------------------------+
//| Initialize function with default values                          |
//+------------------------------------------------------------------+
bool CConditionalPartialsSwingSweep::Init(void)
 {
  ConditionalPartialSwingSweepConfig config;
  return Init(config); // Use default values
 }

//+------------------------------------------------------------------+
//| Function that executes each time the first trade has been        |
//| opened for partial closures                                      |
//+------------------------------------------------------------------+
void CConditionalPartialsSwingSweep::OnInitPartials(double initial_price)
 {
  m_next_price_buy = initial_price;
  m_next_price_sell = initial_price;
 }

//+------------------------------------------------------------------+
//| Main execution function                                          |
//+------------------------------------------------------------------+
void CConditionalPartialsSwingSweep::Execute(const datetime current_time)
 {
  m_partial_closure = 0;
  GetSwings(current_time);

//---
  if(m_draw_swings)
   {
    ProccesSwingsWithDrawingEnable(current_time);
    m_obj_eliminations.OnNewBar(current_time);
   }
  else
   {
    ProccesSwingsWithDrawingDisable(current_time);
   }
 }

//+------------------------------------------------------------------------------+
//| Function to get swings                                                       |
//+------------------------------------------------------------------------------+
void CConditionalPartialsSwingSweep::GetSwings(datetime current_time)
 {
//--- Find swings
  if(m_swing_bar_controler.IsNewBar(current_time))
   {
    //--- Swing detection
    const int index = m_swing_bars_right + 1;
    Swing new_swing;

    //---
    if(IsSwing(index, true, new_swing.price))
     {
      new_swing.time = iTime(_Symbol, m_swing_timeframe, index);
      new_swing.name = StringFormat("sh_cpsp_%s", TimeToString(new_swing.time));

      //--- Draw
      if(m_draw_swings)
        TextCreate(0, new_swing.name, 0, new_swing.time, new_swing.price, "H", m_swing_font, m_swing_font_size, m_swing_high_color, 0.0, ANCHOR_CENTER, true);

      //--- Add
      AddArrayNoVerification2(m_swing_highs, new_swing, CONDITIONAL_PARTIAL_SWING_SWEEP_ARR_RESERVE)
     }
    else
      if(IsSwing(index, false, new_swing.price))
       {
        new_swing.time = iTime(_Symbol, m_swing_timeframe, index);
        new_swing.name = StringFormat("sl_cpsp_%s", TimeToString(new_swing.time));

        //--- Draw
        if(m_draw_swings)
          TextCreate(0, new_swing.name, 0, new_swing.time, new_swing.price, "L", m_swing_font, m_swing_font_size, m_swing_low_color, 0.0, ANCHOR_CENTER, true);

        //--- Add
        AddArrayNoVerification2(m_swing_lows, new_swing, CONDITIONAL_PARTIAL_SWING_SWEEP_ARR_RESERVE)
       }
   }
 }

//+------------------------------------------------------------------+
//| Function to process swings (search for sweeps) when              |
//| swing drawing is disabled.                                       |
//+------------------------------------------------------------------+
void CConditionalPartialsSwingSweep::ProccesSwingsWithDrawingDisable(datetime current_time)
 {
//--- Initial variables
  const double prev_high = iHigh(_Symbol, _Period, 1);
  const double prev_low  = iLow(_Symbol, _Period, 1);
  const double prev_close = iClose(_Symbol, _Period, 1);

//---
  int indexes_to_delete_swing_highs[];
  int indexes_to_delete_swing_lows[];

//--- Swing high
  for(int i = 0; i < ArraySize(m_swing_highs); i++)
   {
    //--- Cache the swing price
    const double swing_price = m_swing_highs[i].price; // Swing price

    //---
    if(prev_high > swing_price) // Swing "manipulated"
     {
      // Confirm the manipulation and verify that it is a higher swing
      if(swing_price > prev_close && swing_price > m_next_price_buy)
       {
        m_next_price_buy = swing_price;
        m_partial_closure = CONDITIONAL_PARTIAL_SWING_SWEEP_BUY;
       }

      //---
      indexes_to_delete_swing_highs.Push(i);
     }
   }

//--- Swing lows
  for(int i = 0; i < ArraySize(m_swing_lows); i++)
   {
    //--- Cache the swing price
    const double swing_price = m_swing_lows[i].price; // Swing price

    //---
    if(swing_price > prev_low)  // Swing "manipulated"
     {
      // Confirm the manipulation and verify that it is a lower swing
      if(prev_close > swing_price && swing_price < m_next_price_sell)
       {
        m_next_price_sell = swing_price;
        m_partial_closure = CONDITIONAL_PARTIAL_SWING_SWEEP_SELL;
       }

      //---
      indexes_to_delete_swing_lows.Push(i);
     }
   }

//--- Remove invalid swings high and lows
  RemoveMultipleIndexes(m_swing_lows, indexes_to_delete_swing_lows, CONDITIONAL_PARTIAL_SWING_SWEEP_ARR_RESERVE);
  RemoveMultipleIndexes(m_swing_highs, indexes_to_delete_swing_highs, CONDITIONAL_PARTIAL_SWING_SWEEP_ARR_RESERVE);
 }

//+------------------------------------------------------------------+
//| Function to process swings (search for sweeps) when              |
//| swing drawing is enabled.                                        |
//+------------------------------------------------------------------+
void CConditionalPartialsSwingSweep::ProccesSwingsWithDrawingEnable(datetime current_time)
 {
//--- Initial variables
  const double prev_high = iHigh(_Symbol, _Period, 1);
  const double prev_low  = iLow(_Symbol, _Period, 1);
  const double prev_close = iClose(_Symbol, _Period, 1);

//---
  bool array_of_eliminations_is_resized = false;
  int indexes_to_delete_swing_highs[];
  int indexes_to_delete_swing_lows[];

//--- Swing high
  for(int i = 0; i < ArraySize(m_swing_highs); i++)
   {
    //--- Cache the swing price
    const double swing_price = m_swing_highs[i].price; // Swing price

    //---
    if(prev_high > swing_price) // Swing "manipulated"
     {
      // Confirm the manipulation and verify that it is a higher swing
      if(swing_price > prev_close && swing_price > m_next_price_buy)
       {
        m_next_price_buy = swing_price;
        m_partial_closure = CONDITIONAL_PARTIAL_SWING_SWEEP_BUY;
       }

      //---
      if(!array_of_eliminations_is_resized)
       {
        m_obj_eliminations.InitAddElement(current_time + m_mitigation_obj_delete_delay);
        array_of_eliminations_is_resized = true;
       }
      //---
      m_obj_eliminations.AddElement(m_swing_highs[i].name);

      //---
      indexes_to_delete_swing_highs.Push(i);
     }
   }

//--- Swing lows
  for(int i = 0; i < ArraySize(m_swing_lows); i++)
   {
    //--- Cache the swing price
    const double swing_price = m_swing_lows[i].price; // Swing price

    //---
    if(swing_price > prev_low)  // Swing "manipulated"
     {
      // Confirm the manipulation and verify that it is a lower swing
      if(prev_close > swing_price && swing_price < m_next_price_sell)
       {
        m_next_price_sell = swing_price;
        m_partial_closure = CONDITIONAL_PARTIAL_SWING_SWEEP_SELL;
       }

      //---
      if(!array_of_eliminations_is_resized)
       {
        m_obj_eliminations.InitAddElement(current_time + m_mitigation_obj_delete_delay);
        array_of_eliminations_is_resized = true;
       }

      //---
      m_obj_eliminations.AddElement(m_swing_lows[i].name);

      //---
      indexes_to_delete_swing_lows.Push(i);
     }
   }

//--- Remove invalid swings high and lows
  RemoveMultipleIndexes(m_swing_lows, indexes_to_delete_swing_lows, CONDITIONAL_PARTIAL_SWING_SWEEP_ARR_RESERVE);
  RemoveMultipleIndexes(m_swing_highs, indexes_to_delete_swing_highs, CONDITIONAL_PARTIAL_SWING_SWEEP_ARR_RESERVE);
 }



//+------------------------------------------------------------------+
//| Function that verifies if a specific index is a swing high       |
//| or swing low.                                                    |
//| Inputs:                                                          |
//| - index: bar index to verify (0= current bar)                    |
//| - find_swing_high: true if searching for a swing high, for a     |
//|   swing low, false.                                              |
//| Outputs: Returns true if candle "index" is a swing.              |
//| - double & out_price: Swing price.                               |
//+------------------------------------------------------------------+
bool CConditionalPartialsSwingSweep::IsSwing(int index, bool find_swing_high, double & out_price)
 {
//---
  out_price = (find_swing_high) ?  iHigh(_Symbol, m_swing_timeframe, index) : iLow(_Symbol, m_swing_timeframe, index);

//---
  if(!m_swing_considerate_equals)
   {
    for(int i = index - m_swing_bars_right; i <= index + m_swing_bars_left; i++)
     {
      if(i == index)
        continue; // Skip the current candle

      if(find_swing_high)
       {
        if(out_price <= iHigh(_Symbol, m_swing_timeframe, i))
          return false;
       }
      else
       {
        if(out_price >= iLow(_Symbol, m_swing_timeframe, i))
          return false;
       }
     }
   }
  else
   {
    for(int i = index - m_swing_bars_right; i <= index + m_swing_bars_left; i++)
     {
      if(i == index)
        continue; // Skip the current candle

      if(find_swing_high)
       {
        if(out_price < iHigh(_Symbol, m_swing_timeframe, i))
          return false;
       }
      else
       {
        if(out_price > iLow(_Symbol, m_swing_timeframe, i))
          return false;
       }
     }
   }

//---
  return true; // Condition met
 }

//+------------------------------------------------------------------+
//| Function that executes each new day                              |
//+------------------------------------------------------------------+
void CConditionalPartialsSwingSweep::OnNewWeek(const datetime curr_time)
 {
  if(m_draw_swings)
   {
    //--- Delete objects
    for(int i = 0; i < ArraySize(m_swing_highs); i++)
      ObjectDelete(0, m_swing_highs[i].name);
    for(int i = 0; i < ArraySize(m_swing_lows); i++)
      ObjectDelete(0, m_swing_lows[i].name);

    //---
    m_obj_eliminations.DeleteAll();
   }

//--- Resize arrays
  ArrayResize(m_swing_highs, 0, CONDITIONAL_PARTIAL_SWING_SWEEP_ARR_RESERVE);
  ArrayResize(m_swing_lows, 0, CONDITIONAL_PARTIAL_SWING_SWEEP_ARR_RESERVE);
 }
//+------------------------------------------------------------------+
#endif // MQLARTICLES_POSMGMT_CONDPART_COND_ICT_SWINGSWEEP_MQH
//+------------------------------------------------------------------+