geforkt von MasoodIqbal/RSI-Stoch-MA-EA
227 Zeilen
Kein EOL
9,1 KiB
MQL5
227 Zeilen
Kein EOL
9,1 KiB
MQL5
//+------------------------------------------------------------------+
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//| MarketState.mqh |
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//| Market State Detection and Analysis |
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//+------------------------------------------------------------------+
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#property copyright "QuarterTheory x VIZION"
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#property strict
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#include "GlobalVariables.mqh"
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#include "InputParams.mqh"
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#include "Utilities.mqh"
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#include "Tradeexecution.mqh"
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void CloseOnFullReversal(); // Forward declaration
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//+------------------------------------------------------------------+
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//| Detect market family, bias, and strength |
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//+------------------------------------------------------------------+
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void DetectFamilyBiasStrength(MODE_FAMILY &family, TREND_BIAS &bias, TREND_STRENGTH &strength)
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{
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double current = MidPrice();
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bool mas_aligned_bull = (MA_Current[0] > MA_Current[1]) && (MA_Current[1] > MA_Current[2]) && (MA_Current[2] > MA_Current[3]);
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bool mas_aligned_bear = (MA_Current[0] < MA_Current[1]) && (MA_Current[1] < MA_Current[2]) && (MA_Current[2] < MA_Current[3]);
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double recent_high = iHigh(_Symbol, PERIOD_CURRENT, 0);
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double recent_low = iLow(_Symbol, PERIOD_CURRENT, 0);
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for(int i=1; i<20; i++)
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{
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recent_high = MathMax(recent_high, iHigh(_Symbol, PERIOD_CURRENT, i));
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recent_low = MathMin(recent_low, iLow(_Symbol, PERIOD_CURRENT, i));
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}
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double range_size = (recent_high - recent_low) / current;
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bool is_ranging = (range_size < Range_Price_Threshold);
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bool ma_clustered = false;
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if(Current_ATR > 0.0)
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ma_clustered = ((MathAbs(MA_Current[0] - MA_Current[3]) / Current_ATR) < Chop_ATR_Threshold);
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bool is_choppy = (ma_clustered || Current_ADX < 15);
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if(mas_aligned_bull && (MFIB_Bias == BIAS_BULL || !Use_MFIB_382_Bias))
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bias = BIAS_BULL;
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else if(mas_aligned_bear && (MFIB_Bias == BIAS_BEAR || !Use_MFIB_382_Bias))
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bias = BIAS_BEAR;
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else
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{
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if(MFIB_Bias == BIAS_BULL && MA_Current[0] > MA_Current[3])
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bias = BIAS_BULL;
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else if(MFIB_Bias == BIAS_BEAR && MA_Current[0] < MA_Current[3])
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bias = BIAS_BEAR;
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else if(MA_Current[0] > MA_Current[3])
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bias = BIAS_BULL;
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else if(MA_Current[0] < MA_Current[3])
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bias = BIAS_BEAR;
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else
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bias = BIAS_NEUTRAL;
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}
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if(is_choppy && !(mas_aligned_bull || mas_aligned_bear))
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family = FAMILY_CHOP;
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else if(is_ranging && !(mas_aligned_bull || mas_aligned_bear))
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family = FAMILY_RANGING;
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else if(bias != BIAS_NEUTRAL)
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family = FAMILY_TRENDING;
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else
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family = FAMILY_TRANSITIONAL;
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if(Current_ADX > 25 && (mas_aligned_bull || mas_aligned_bear))
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strength = STRENGTH_STRONG;
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else if(Current_ADX > 18 && (mas_aligned_bull || mas_aligned_bear))
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strength = STRENGTH_CONFIRMED;
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else
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strength = STRENGTH_WEAK;
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}
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//+------------------------------------------------------------------+
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//| Determine price state from current context |
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//+------------------------------------------------------------------+
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PRICE_STATE DetermineStateFromContext()
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{
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if(Current_Family == FAMILY_RANGING)
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{
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double current = MidPrice();
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double bufferPts = (double)MA_Touch_Buffer;
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bool near_low = NearLevel(current, PriceLevels[1], bufferPts) || NearLevel(current, PriceLevels[0], bufferPts);
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bool near_high = NearLevel(current, PriceLevels[5], bufferPts) || NearLevel(current, PriceLevels[6], bufferPts);
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if(near_low || near_high) return STATE_RANGE_EDGE_TEST;
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if(Stoch_Reject_Warning || Stoch_Extreme_Warning || Fib_Reject_Warning || MFIB_Reject_Warning) return STATE_RANGE_REJECTION;
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double close0 = iClose(_Symbol, PERIOD_CURRENT, 0);
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if(close0 > PriceLevels[6] || close0 < PriceLevels[0]) return STATE_RANGE_BREAK_CONFIRMED;
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if(NearLevel(current, PriceLevels[6], bufferPts) || NearLevel(current, PriceLevels[0], bufferPts)) return STATE_RANGE_BREAK_ATTEMPT;
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return STATE_RANGE_MID_DRIFT;
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}
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if(Current_Family == FAMILY_CHOP)
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{
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if(Current_ADX < 12 && !Stoch_Reject_Warning) return STATE_CHOP_NOISE;
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if(Current_ATR > 0)
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{
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double body = MathAbs(iClose(_Symbol, PERIOD_CURRENT, 0) - iOpen(_Symbol, PERIOD_CURRENT, 0));
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if((body / Current_ATR) > 1.2) return STATE_CHOP_VOL_SPIKE;
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double cluster = MathAbs(MA_Current[0] - MA_Current[3]) / Current_ATR;
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if(Current_ADX < 15 && cluster < 0.25) return STATE_CHOP_SQUEEZE;
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}
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if(Stoch_Reject_Warning) return STATE_CHOP_FAKEOUT_LOOP;
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return STATE_CHOP_NOISE;
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}
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bool ma7_above_14 = (MA_Current[0] > MA_Current[1]);
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bool ma7_above_21 = (MA_Current[0] > MA_Current[2]);
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bool ma7_above_50 = (MA_Current[0] > MA_Current[3]);
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bool ma14_above_50 = (MA_Current[1] > MA_Current[3]);
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bool ma21_above_50 = (MA_Current[2] > MA_Current[3]);
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bool ma7_below_14 = (MA_Current[0] < MA_Current[1]);
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bool ma7_below_21 = (MA_Current[0] < MA_Current[2]);
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bool ma7_below_50 = (MA_Current[0] < MA_Current[3]);
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bool ma14_below_50 = (MA_Current[1] < MA_Current[3]);
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bool ma21_below_50 = (MA_Current[2] < MA_Current[3]);
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bool structure_intact_bull = (ma14_above_50 && ma21_above_50);
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bool structure_intact_bear = (ma14_below_50 && ma21_below_50);
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bool pullbackSignal = (Pullback_Warning || MFIB_Reject_Warning || Fib_Reject_Warning ||
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Stoch_Reject_Warning || Band_Snap_Warning || Stoch_Level_Cross ||
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MFIB_Reclaim_Warning || Fib_Reclaim_Warning || MA_Reclaim_Warning);
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bool retraceSignal = (MA7_Cross_21_Warning || Retracement_Warning ||
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MA140_Warning || MA230_Warning || MA500_Warning);
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bool strongMA_pressure = (MA140_Warning || MA230_Warning || MA500_Warning || MA50_Warning);
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bool confluenceAligned = false;
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if(IsBullBias() && structure_intact_bull) confluenceAligned = Warning_Confluence_3Plus;
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if(IsBearBias() && structure_intact_bear) confluenceAligned = Warning_Confluence_3Plus;
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if(IsBullBias())
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{
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if(ma7_below_50 && !ma14_above_50 && !ma21_above_50) return STATE_REVERSAL_CONFIRMED;
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if(MA50_Break_Warning && (retraceSignal || strongMA_pressure || Stoch_Extreme_Warning || Stoch_Reject_Warning || Warning_Confluence_3Plus))
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return STATE_REVERSAL_ATTEMPT;
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if(MA7_Cross_21_Warning || strongMA_pressure || (!ma7_above_21 && (pullbackSignal || retraceSignal || confluenceAligned)))
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return STATE_DEEP_RETRACEMENT;
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if(MA7_Cross_14_Warning || (structure_intact_bull && (pullbackSignal || confluenceAligned)))
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return STATE_PULLBACK;
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return STATE_CONTINUATION;
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}
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if(IsBearBias())
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{
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if(ma7_above_50 && !ma14_below_50 && !ma21_below_50) return STATE_REVERSAL_CONFIRMED;
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if(MA50_Break_Warning && (retraceSignal || strongMA_pressure || Stoch_Extreme_Warning || Stoch_Reject_Warning || Warning_Confluence_3Plus))
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return STATE_REVERSAL_ATTEMPT;
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if(MA7_Cross_21_Warning || strongMA_pressure || (!ma7_below_21 && (pullbackSignal || retraceSignal || confluenceAligned)))
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return STATE_DEEP_RETRACEMENT;
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if(MA7_Cross_14_Warning || (structure_intact_bear && (pullbackSignal || confluenceAligned)))
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return STATE_PULLBACK;
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return STATE_CONTINUATION;
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}
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return STATE_UNKNOWN;
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}
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//+------------------------------------------------------------------+
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//| Update market mode and state |
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//+------------------------------------------------------------------+
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void UpdateModeAndState()
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{
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MODE_FAMILY detected_family;
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TREND_BIAS detected_bias;
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TREND_STRENGTH detected_strength;
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DetectFamilyBiasStrength(detected_family, detected_bias, detected_strength);
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Current_Family = detected_family;
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Current_Bias = detected_bias;
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Current_Strength = detected_strength;
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PRICE_STATE detected_state = DetermineStateFromContext();
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bool changed = (detected_family != Prev_Family) || (detected_bias != Prev_Bias) || (detected_strength != Prev_Strength);
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if(changed)
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{
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int required = Mode_Confirmation_Bars;
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if(detected_state == STATE_REVERSAL_CONFIRMED) required = 1;
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if(detected_family == Prev_Family && detected_bias == Prev_Bias && detected_strength == Prev_Strength)
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{
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Mode_Confirmation_Count++;
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if(Mode_Confirmation_Count >= required)
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{
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Prev_Family = detected_family;
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Prev_Bias = detected_bias;
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Prev_Strength = detected_strength;
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Current_Family = detected_family;
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Current_Bias = detected_bias;
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Current_Strength = detected_strength;
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Current_State = detected_state;
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Mode_Confirmation_Count = 0;
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Reversal_Confirm_Counter = 0;
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if(Current_State == STATE_REVERSAL_CONFIRMED) CloseOnFullReversal();
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}
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}
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else
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{
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Prev_Family = detected_family;
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Prev_Bias = detected_bias;
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Prev_Strength = detected_strength;
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Mode_Confirmation_Count = 1;
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}
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}
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else
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{
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Mode_Confirmation_Count = 0;
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Current_State = detected_state;
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}
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Is_Pullback_State = (Current_State == STATE_PULLBACK);
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Is_Retracement_State = (Current_State == STATE_DEEP_RETRACEMENT);
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} |