| #property copyright "Lonely Wolf & AI"
|
| #property version "1.20"
|
| #property description "SMC Market Structure: FVG + OB + QML с автоматическим удалением после 3-го касания"
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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
|
|
|
| //--- Plot 0: Swing High marker
|
| #property indicator_label1 "Swing High"
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| #property indicator_type1 DRAW_ARROW
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| #property indicator_color1 clrDodgerBlue
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| #property indicator_width1 1
|
|
|
| //--- Plot 1: Swing Low marker
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| #property indicator_label2 "Swing Low"
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| #property indicator_type2 DRAW_ARROW
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| #property indicator_color2 clrLimeGreen
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| #property indicator_width2 1
|
|
|
| //============================== INPUTS ===============================
|
| input int InpSwingN = 5;
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| input bool InpBreakOnClose = true;
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| input int InpMaxBars = 1500;
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| input color InpBOSColor = clrLimeGreen;
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| input color InpCHoCHColor = clrRed;
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| input bool InpShowLines = true;
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| input bool InpShowLabels = true;
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| input bool InpShowFVG = true;
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| input color InpFVGColor = clrGoldenrod;
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| input bool InpShowOB = true;
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| input color InpOBBullColor = clrLimeGreen;
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| input color InpOBBearColor = clrRed;
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| input bool InpShowQML = true;
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| input color InpQMLColor = clrMagenta;
|
|
|
| //============================== BUFFERS ==============================
|
| double SwingHighBuf[];
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| double SwingLowBuf[];
|
|
|
| //============================== STATE ================================
|
| const string OBJ_PREFIX = "LWMS_";
|
| datetime g_lastBarTime = 0;
|
|
|
| //============================== INIT =================================
|
| int OnInit()
|
| {
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| SetIndexBuffer(0, SwingHighBuf, INDICATOR_DATA);
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| SetIndexBuffer(1, SwingLowBuf, INDICATOR_DATA);
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|
|
| PlotIndexSetInteger(0, PLOT_ARROW, 234);
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| PlotIndexSetInteger(1, PLOT_ARROW, 233);
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| PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0.0);
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| PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, 0.0);
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|
|
| ArraySetAsSeries(SwingHighBuf, false);
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| ArraySetAsSeries(SwingLowBuf, false);
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|
|
| IndicatorSetString(INDICATOR_SHORTNAME, "LW Market Structure (QML 3-Touch Filter)");
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| return INIT_SUCCEEDED;
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| }
|
|
|
| void OnDeinit(const int reason)
|
| {
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| ObjectsDeleteAll(0, OBJ_PREFIX);
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| }
|
|
|
| //============================== DRAW HELPERS =========================
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| void DrawBreak(const datetime &time[], int fromBar, int atBar, double level, bool bullish, bool isBOS)
|
| {
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| color clr = isBOS ? InpBOSColor : InpCHoCHColor;
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| string tag = isBOS ? "BOS" : "CHoCH";
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| string arr = bullish ? " ^" : " v";
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| string base = OBJ_PREFIX + (string)atBar;
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|
|
| if(InpShowLines)
|
| {
|
| string ln = base + "_ln";
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| ObjectCreate(0, ln, OBJ_TREND, 0, time[fromBar], level, time[atBar], level);
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| ObjectSetInteger(0, ln, OBJPROP_COLOR, clr);
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| ObjectSetInteger(0, ln, OBJPROP_STYLE, isBOS ? STYLE_SOLID : STYLE_DASH);
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| ObjectSetInteger(0, ln, OBJPROP_WIDTH, 1);
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| ObjectSetInteger(0, ln, OBJPROP_RAY_RIGHT, false);
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| ObjectSetInteger(0, ln, OBJPROP_BACK, true);
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| ObjectSetInteger(0, ln, OBJPROP_SELECTABLE, false);
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| }
|
| if(InpShowLabels)
|
| {
|
| string tx = base + "_tx";
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| ObjectCreate(0, tx, OBJ_TEXT, 0, time[atBar], level);
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| ObjectSetString(0, tx, OBJPROP_TEXT, tag + arr);
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| ObjectSetInteger(0, tx, OBJPROP_COLOR, clr);
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| ObjectSetInteger(0, tx, OBJPROP_FONTSIZE, 9);
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| ObjectSetInteger(0, tx, OBJPROP_ANCHOR, bullish ? ANCHOR_LOWER : ANCHOR_UPPER);
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| ObjectSetInteger(0, tx, OBJPROP_SELECTABLE, false);
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| }
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| }
|
|
|
| void DrawBox(string name, datetime t1, double p1, datetime t2, double p2, color clr, bool fill)
|
| {
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| ObjectCreate(0, name, OBJ_RECTANGLE, 0, t1, p1, t2, p2);
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| ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
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| ObjectSetInteger(0, name, OBJPROP_FILL, fill);
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| ObjectSetInteger(0, name, OBJPROP_BACK, true);
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| ObjectSetInteger(0, name, OBJPROP_WIDTH, 1);
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| ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
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| }
|
|
|
| // НОВАЯ ЛОГИКА QML: Считаем касания на истории и ограничиваем длину
|
| void DrawQMLWithTouchFilter(const datetime &time[], const double &high[], const double &low[],
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| int shoulderBar, int chochBar, double level, bool bullish, int rates_total)
|
| {
|
| int touchCount = 0;
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| int endBar = rates_total - 1; // По умолчанию тянем до самого последнего (текущего) бара
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|
|
| // Бежим по рынку от момента возникновения CHoCH до текущего момента
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| for(int k = chochBar; k < rates_total; k++)
|
| {
|
| // Проверяем, коснулась ли/пересекла ли свеча уровень левого плеча
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| if(low[k] <= level && high[k] >= level)
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| {
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| touchCount++; // Касание зафиксировано
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|
|
| if(touchCount >= 3) // Если это ТРЕТЬЕ касание
|
| {
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| endBar = k; // Обрезаем линию на этом баре
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| break; // Выходим из цикла, дальше линию не рисуем
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| }
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| }
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| }
|
|
|
| // 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;
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| string ln = base + "_ln";
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|
|
| ObjectCreate(0, ln, OBJ_TREND, 0, time[shoulderBar], level, time[endBar], level);
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| ObjectSetInteger(0, ln, OBJPROP_COLOR, InpQMLColor);
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| ObjectSetInteger(0, ln, OBJPROP_STYLE, STYLE_DOT);
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| ObjectSetInteger(0, ln, OBJPROP_WIDTH, 1);
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| ObjectSetInteger(0, ln, OBJPROP_RAY_RIGHT, false); // ОТКЛЮЧИЛИ БЕСКОНЕЧНЫЙ ЛУЧ
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| ObjectSetInteger(0, ln, OBJPROP_BACK, false);
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| ObjectSetInteger(0, ln, OBJPROP_SELECTABLE, false);
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|
|
| // 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";
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| ObjectCreate(0, tx, OBJ_TEXT, 0, time[endBar], level);
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| ObjectSetString(0, tx, OBJPROP_TEXT, bullish ? "QML (buy)" : "QML (sell)");
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| ObjectSetInteger(0, tx, OBJPROP_COLOR, InpQMLColor);
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| ObjectSetInteger(0, tx, OBJPROP_FONTSIZE, 9);
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| ObjectSetInteger(0, tx, OBJPROP_ANCHOR, bullish ? ANCHOR_UPPER : ANCHOR_LOWER);
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| ObjectSetInteger(0, tx, OBJPROP_SELECTABLE, false);
|
| }
|
| }
|
|
|
| //============================== ON CALCULATE =========================
|
| int OnCalculate(const int rates_total,
|
| 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[])
|
| {
|
| if(rates_total < InpSwingN * 2 + 5)
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| return rates_total;
|
|
|
| if(time[rates_total - 1] == g_lastBarTime && prev_calculated > 0)
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| return rates_total;
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| g_lastBarTime = time[rates_total - 1];
|
|
|
| ObjectsDeleteAll(0, OBJ_PREFIX);
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| for(int i = 0; i < rates_total; i++)
|
| {
|
| SwingHighBuf[i] = 0.0;
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| SwingLowBuf[i] = 0.0;
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| }
|
|
|
| int start = MathMax(InpSwingN, rates_total - InpMaxBars);
|
|
|
| //--- Pass 1: mark fractal swing highs / lows
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| for(int i = start; i < rates_total - InpSwingN; i++)
|
| {
|
| bool isHigh = true, isLow = true;
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| for(int k = 1; k <= InpSwingN; k++)
|
| {
|
| if(high[i] <= high[i - k] || high[i] <= high[i + k])
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| isHigh = false;
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| if(low[i] >= low[i - k] || low[i] >= low[i + k])
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| isLow = false;
|
| }
|
| if(isHigh)
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| SwingHighBuf[i] = high[i];
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| 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])
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| 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;
|
| } |
