mql5/Indicators/SMC_исходник.mq5

#property copyright "Lonely Wolf & AI"
#property version   "1.20"
#property description "SMC Market Structure: FVG + OB + QML с автоматическим удалением после 3-го касания"
#property strict
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_plots   2

//--- Plot 0: Swing High marker
#property indicator_label1  "Swing High"
#property indicator_type1   DRAW_ARROW
#property indicator_color1  clrDodgerBlue
#property indicator_width1  1

//--- Plot 1: Swing Low marker
#property indicator_label2  "Swing Low"
#property indicator_type2   DRAW_ARROW
#property indicator_color2  clrLimeGreen
#property indicator_width2  1

//============================== INPUTS ===============================
input int    InpSwingN        = 5;            
input bool   InpBreakOnClose  = true;         
input int    InpMaxBars       = 1500;         
input color  InpBOSColor      = clrLimeGreen; 
input color  InpCHoCHColor    = clrRed;       
input bool   InpShowLines     = true;         
input bool   InpShowLabels    = true;         
input bool   InpShowFVG       = true;         
input color  InpFVGColor      = clrGoldenrod; 
input bool   InpShowOB        = true;         
input color  InpOBBullColor   = clrLimeGreen; 
input color  InpOBBearColor   = clrRed;       
input bool   InpShowQML        = true;         
input color  InpQMLColor       = clrMagenta;   

//============================== BUFFERS ==============================
double SwingHighBuf[];
double SwingLowBuf[];

//============================== STATE ================================
const string OBJ_PREFIX = "LWMS_";
datetime g_lastBarTime = 0;

//============================== INIT =================================
int OnInit()
  {
   SetIndexBuffer(0, SwingHighBuf, INDICATOR_DATA);
   SetIndexBuffer(1, SwingLowBuf,  INDICATOR_DATA);

   PlotIndexSetInteger(0, PLOT_ARROW, 234);   
   PlotIndexSetInteger(1, PLOT_ARROW, 233);   
   PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0.0);
   PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, 0.0);

   ArraySetAsSeries(SwingHighBuf, false);
   ArraySetAsSeries(SwingLowBuf,  false);

   IndicatorSetString(INDICATOR_SHORTNAME, "LW Market Structure (QML 3-Touch Filter)");
   return INIT_SUCCEEDED;
  }

void OnDeinit(const int reason)
  {
   ObjectsDeleteAll(0, OBJ_PREFIX);
  }

//============================== DRAW HELPERS =========================
void DrawBreak(const datetime &time[], int fromBar, int atBar, double level, bool bullish, bool isBOS)
  {
   color clr   = isBOS ? InpBOSColor : InpCHoCHColor;
   string tag  = isBOS ? "BOS" : "CHoCH";
   string arr  = bullish ? " ^" : " v";
   string base = OBJ_PREFIX + (string)atBar;

   if(InpShowLines)
     {
      string ln = base + "_ln";
      ObjectCreate(0, ln, OBJ_TREND, 0, time[fromBar], level, time[atBar], level);
      ObjectSetInteger(0, ln, OBJPROP_COLOR, clr);
      ObjectSetInteger(0, ln, OBJPROP_STYLE, isBOS ? STYLE_SOLID : STYLE_DASH);
      ObjectSetInteger(0, ln, OBJPROP_WIDTH, 1);
      ObjectSetInteger(0, ln, OBJPROP_RAY_RIGHT, false);
      ObjectSetInteger(0, ln, OBJPROP_BACK, true);
      ObjectSetInteger(0, ln, OBJPROP_SELECTABLE, false);
     }
   if(InpShowLabels)
     {
      string tx = base + "_tx";
      ObjectCreate(0, tx, OBJ_TEXT, 0, time[atBar], level);
      ObjectSetString(0, tx, OBJPROP_TEXT, tag + arr);
      ObjectSetInteger(0, tx, OBJPROP_COLOR, clr);
      ObjectSetInteger(0, tx, OBJPROP_FONTSIZE, 9);
      ObjectSetInteger(0, tx, OBJPROP_ANCHOR, bullish ? ANCHOR_LOWER : ANCHOR_UPPER);
      ObjectSetInteger(0, tx, OBJPROP_SELECTABLE, false);
     }
  }

void DrawBox(string name, datetime t1, double p1, datetime t2, double p2, color clr, bool fill)
  {
   ObjectCreate(0, name, OBJ_RECTANGLE, 0, t1, p1, t2, p2);
   ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
   ObjectSetInteger(0, name, OBJPROP_FILL, fill);
   ObjectSetInteger(0, name, OBJPROP_BACK, true);
   ObjectSetInteger(0, name, OBJPROP_WIDTH, 1);
   ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
  }

// НОВАЯ ЛОГИКА QML: Считаем касания на истории и ограничиваем длину
void DrawQMLWithTouchFilter(const datetime &time[], const double &high[], const double &low[], 
                            int shoulderBar, int chochBar, double level, bool bullish, int rates_total)
  {
   int touchCount = 0;
   int endBar = rates_total - 1; // По умолчанию тянем до самого последнего (текущего) бара

   // Бежим по рынку от момента возникновения CHoCH до текущего момента
   for(int k = chochBar; k < rates_total; k++)
     {
      // Проверяем, коснулась ли/пересекла ли свеча уровень левого плеча
      if(low[k] <= level && high[k] >= level)
        {
         touchCount++; // Касание зафиксировано
         
         if(touchCount >= 3) // Если это ТРЕТЬЕ касание
           {
            endBar = k; // Обрезаем линию на этом баре
            break;      // Выходим из цикла, дальше линию не рисуем
           }
        }
     }

   // Если уровень QML простоял до текущего момента и не получил 3-х касаний — рисуем его до текущего бара
   string base = OBJ_PREFIX + "qml" + (string)chochBar;
   string ln   = base + "_ln";
   
   ObjectCreate(0, ln, OBJ_TREND, 0, time[shoulderBar], level, time[endBar], level);
   ObjectSetInteger(0, ln, OBJPROP_COLOR, InpQMLColor);
   ObjectSetInteger(0, ln, OBJPROP_STYLE, STYLE_DOT);
   ObjectSetInteger(0, ln, OBJPROP_WIDTH, 1);
   ObjectSetInteger(0, ln, OBJPROP_RAY_RIGHT, false); // ОТКЛЮЧИЛИ БЕСКОНЕЧНЫЙ ЛУЧ
   ObjectSetInteger(0, ln, OBJPROP_BACK, false);
   ObjectSetInteger(0, ln, OBJPROP_SELECTABLE, false);

   // Текстовую метку ставим в конце линии, но только если она еще не исчезла полностью
   if(touchCount < 3 || endBar == rates_total - 1)
     {
      string tx = base + "_tx";
      ObjectCreate(0, tx, OBJ_TEXT, 0, time[endBar], level);
      ObjectSetString(0, tx, OBJPROP_TEXT, bullish ? "QML (buy)" : "QML (sell)");
      ObjectSetInteger(0, tx, OBJPROP_COLOR, InpQMLColor);
      ObjectSetInteger(0, tx, OBJPROP_FONTSIZE, 9);
      ObjectSetInteger(0, tx, OBJPROP_ANCHOR, bullish ? ANCHOR_UPPER : ANCHOR_LOWER);
      ObjectSetInteger(0, tx, OBJPROP_SELECTABLE, false);
     }
  }

//============================== ON CALCULATE =========================
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
   if(rates_total < InpSwingN * 2 + 5)
      return rates_total;

   if(time[rates_total - 1] == g_lastBarTime && prev_calculated > 0)
      return rates_total;
   g_lastBarTime = time[rates_total - 1];

   ObjectsDeleteAll(0, OBJ_PREFIX);
   for(int i = 0; i < rates_total; i++)
     {
      SwingHighBuf[i] = 0.0;
      SwingLowBuf[i] = 0.0;
     }

   int start = MathMax(InpSwingN, rates_total - InpMaxBars);

//--- Pass 1: mark fractal swing highs / lows
   for(int i = start; i < rates_total - InpSwingN; i++)
     {
      bool isHigh = true, isLow = true;
      for(int k = 1; k <= InpSwingN; k++)
        {
         if(high[i] <= high[i - k] || high[i] <= high[i + k])
            isHigh = false;
         if(low[i]  >= low[i - k]  || low[i]  >= low[i + k])
            isLow  = false;
        }
      if(isHigh)
         SwingHighBuf[i] = high[i];
      if(isLow)
         SwingLowBuf[i]  = low[i];
     }

//--- Pass 1b: Fair Value Gaps
   if(InpShowFVG)
     {
      for(int i = start + 1; i < rates_total - 1; i++)
        {
         if(low[i + 1] > high[i - 1])        
            DrawBox(OBJ_PREFIX + "fvg" + (string)i, time[i - 1], high[i - 1], time[i + 1], low[i + 1], InpFVGColor, true);
         else
            if(high[i + 1] < low[i - 1])   
               DrawBox(OBJ_PREFIX + "fvg" + (string)i, time[i - 1], low[i - 1], time[i + 1], high[i + 1], InpFVGColor, true);
        }
     }

//--- Pass 2: BOS / CHoCH state machine
   int    trend      = 0;      
   double refHigh    = 0.0;    
   double refLow     = 0.0;    
   int    refHighBar = -1, refLowBar = -1;
   bool   haveHigh   = false, haveLow = false;
   double prevHigh   = 0.0, prevLow = 0.0;
   int    prevHighBar= -1, prevLowBar = -1;

   for(int i = start + InpSwingN; i < rates_total; i++)
     {
      int j = i - InpSwingN;                    
      if(SwingHighBuf[j] > 0.0)
        {
         prevHigh = refHigh;
         prevHighBar = refHighBar;
         refHigh = high[j];
         refHighBar = j;
         haveHigh = true;
        }
      if(SwingLowBuf[j]  > 0.0)
        {
         prevLow  = refLow;
         prevLowBar  = refLowBar;
         refLow  = low[j];
         refLowBar  = j;
         haveLow  = true;
        }

      double upPx   = InpBreakOnClose ? close[i] : high[i];
      double downPx = InpBreakOnClose ? close[i] : low[i];

      // Bullish break
      if(haveHigh && upPx > refHigh)
        {
         bool isBOS = (trend != -1);           
         DrawBreak(time, refHighBar, i, refHigh, true, isBOS);
         if(InpShowOB)                          
            for(int b = i; b > refHighBar; b--)
               if(close[b] < open[b])
                 { DrawBox(OBJ_PREFIX+"ob"+(string)b, time[b], high[b], time[i], low[b], InpOBBullColor, true); break; }
         
         // ВЫЗОВ НОВОЙ ФУНКЦИИ ФИЛЬТРАЦИИ QML BUY
         if(InpShowQML && !isBOS && prevLowBar >= 0)
            DrawQMLWithTouchFilter(time, high, low, prevLowBar, i, prevLow, true, rates_total);
            
         trend    = 1;
         haveHigh = false;                      
        }
      // Bearish break
      else
         if(haveLow && downPx < refLow)
           {
            bool isBOS = (trend != 1);             
            DrawBreak(time, refLowBar, i, refLow, false, isBOS);
if(InpShowOB)
for(int b = i; b > refLowBar; b--)
if(close[b] > open[b])
{ DrawBox(OBJ_PREFIX+"ob"+(string)b, time[b], high[b], time[i], low[b], InpOBBearColor, true); break; }
// ВЫЗОВ НОВОЙ ФУНКЦИИ ФИЛЬТРАЦИИ QML SELL
if(InpShowQML && !isBOS && prevHighBar >= 0)
DrawQMLWithTouchFilter(time, high, low, prevHighBar, i, prevHigh, false, rates_total);
trend   = -1;
haveLow = false;
}
}
return rates_total;
}