156 Zeilen
4,6 KiB
MQL5
//+------------------------------------------------------------------+
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//| MarketAnalysis.mqh - Market analysis utilities |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, OTC Escape EA"
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#property link "https://www.yoursite.com"
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#property version "1.00"
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#property strict
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#include <Indicators\Trend.mqh>
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#include <Indicators\Oscilators.mqh>
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#include <Arrays\ArrayObj.mqh>
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#include <Indicators\Indicators.mqh>
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// Include the header that contains the CMarketAnalysis class declaration
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#include "OTCTypes.mqh"
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//+------------------------------------------------------------------+
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//| CMarketAnalysis implementation |
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//+------------------------------------------------------------------+
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//--- Constructor
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CMarketAnalysis::CMarketAnalysis(int ma_fast_handle, int ma_slow_handle) :
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m_ma_fast_handle(ma_fast_handle),
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m_ma_slow_handle(ma_slow_handle)
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{
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// Constructor implementation - handles are managed by the EA
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}
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//--- Destructor
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CMarketAnalysis::~CMarketAnalysis()
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{
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// No need to release handles here as they are managed by the EA
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}
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//--- Get current market trend
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ENUM_MA_TREND_STATE CMarketAnalysis::GetTrendState() const
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{
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double local_ma_fast[3] = {0.0, 0.0, 0.0};
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double ma_slow[3] = {0.0, 0.0, 0.0};
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// Get MA values for the last 3 bars
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if(CopyBuffer(m_ma_fast_handle, 0, 0, 3, local_ma_fast) != 3 ||
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CopyBuffer(m_ma_slow_handle, 0, 0, 3, ma_slow) != 3)
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{
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return MA_TREND_NEUTRAL;
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}
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// Check for strong uptrend (both MAs rising and fast above slow)
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if(local_ma_fast[0] > ma_slow[0] && local_ma_fast[1] > ma_slow[1] &&
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local_ma_fast[0] > local_ma_fast[1] && ma_slow[0] > ma_slow[1])
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{
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return MA_TREND_UP;
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}
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// Check for strong downtrend (both MAs falling and fast below slow)
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if(local_ma_fast[0] < ma_slow[0] && local_ma_fast[1] < ma_slow[1] &&
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local_ma_fast[0] < local_ma_fast[1] && ma_slow[0] < ma_slow[1])
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{
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return MA_TREND_DOWN;
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}
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// Check for weak uptrend (fast above slow but not both rising)
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if(local_ma_fast[0] > ma_slow[0])
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return MA_TREND_UP; // Treat weak uptrend as regular uptrend
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// Check for weak downtrend (fast below slow but not both falling)
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if(local_ma_fast[0] < ma_slow[0])
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return MA_TREND_DOWN; // Treat weak downtrend as regular downtrend
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return MA_TREND_NEUTRAL;
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}
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//--- Get current market volatility (ATR based)
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double CMarketAnalysis::GetVolatility(int period, int timeframe) const
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{
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double atr[2] = {0.0, 0.0};
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int atr_handle = iATR(NULL, (ENUM_TIMEFRAMES)timeframe, period);
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if(atr_handle == INVALID_HANDLE)
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return 0.0;
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if(CopyBuffer(atr_handle, 0, 0, 2, atr) <= 0)
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{
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IndicatorRelease(atr_handle);
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return 0.0;
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}
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IndicatorRelease(atr_handle);
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return atr[0];
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}
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//--- Get trend strength (ADX based)
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double CMarketAnalysis::GetTrendStrength(int period, int timeframe) const
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{
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double adx[1] = {0.0};
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double plus_di[1] = {0.0};
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double minus_di[1] = {0.0};
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int adx_handle = iADX(NULL, (ENUM_TIMEFRAMES)timeframe, period);
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if(adx_handle == INVALID_HANDLE)
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return 0.0;
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if(CopyBuffer(adx_handle, 0, 0, 1, adx) != 1 ||
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CopyBuffer(adx_handle, 1, 0, 1, plus_di) != 1 ||
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CopyBuffer(adx_handle, 2, 0, 1, minus_di) != 1)
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{
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IndicatorRelease(adx_handle);
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return 0.0;
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}
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double strength = adx[0];
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double direction = plus_di[0] - minus_di[0];
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IndicatorRelease(adx_handle);
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return strength * (direction >= 0 ? 1 : -1);
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}
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//--- Validate trade setup based on current market conditions
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bool CMarketAnalysis::ValidateTradeSetup(ENUM_ORDER_TYPE order_type, double entry_price, double sl, double tp) const
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{
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if(sl <= 0 || tp <= 0)
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return false;
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double stop_distance = MathAbs(entry_price - sl);
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double take_distance = MathAbs(tp - entry_price);
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// Ensure stop loss and take profit are at reasonable distances
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if(stop_distance <= 0 || take_distance <= 0)
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return false;
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double ratio = take_distance / stop_distance;
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// Require at least 0.8:1 risk:reward ratio
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if(ratio < 0.8)
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return false;
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// Validate stop loss and take profit based on order type
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if(order_type == ORDER_TYPE_BUY)
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{
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if(sl >= entry_price || tp <= entry_price)
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return false;
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}
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else if(order_type == ORDER_TYPE_SELL)
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{
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if(sl <= entry_price || tp >= entry_price)
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return false;
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}
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else
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{
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// Invalid order type
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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