Ind_Aleks_ICT_Entry_V2_TS_Indie/CEquilibrium.mqh

//+------------------------------------------------------------------+
//|                                                CEquilibrium.mqh  |
//|           Модуль расчёта Premium/Discount зон (Equilibrium)       |
//|           для ICT Entry индикатора                                |
//+------------------------------------------------------------------+
#ifndef CEQUILIBRIUM_MQH
#define CEQUILIBRIUM_MQH

//--- Требует SStructureSwingState из CSwingDetector.mqh
//--- Подключать ПОСЛЕ CSwingDetector.mqh

//+------------------------------------------------------------------+
//| Класс CEquilibrium — расчёт Premium/Discount зон                  |
//+------------------------------------------------------------------+
class CEquilibrium
{
public:
                     CEquilibrium();
                    ~CEquilibrium();

   //--- Инициализация
   bool              Init(int pre_dis, int pre_dis2, bool eq_con);

   //--- Расчёт на каждом баре (вызывается из цикла CSwingDetector)
   void              Calculate(int bar, const SStructureSwingState &state,
                               double price_high, double price_low,
                               double &buf_equilibrium[],
                               double &buf_premium2[],
                               double &buf_discount2[],
                               int rates_total);

   //--- Полный сброс при prev_calculated == 0
   void              FullReset(double &buf_equilibrium[],
                               double &buf_premium2[],
                               double &buf_discount2[],
                               int rates_total);

   //--- Корректировка AS_SERIES индекса при появлении нового бара
   void              AdjustShift(int shift) { if(m_bar_eq_prev >= 0) m_bar_eq_prev += shift; if(m_break_bar >= 0) m_break_bar += shift; }

   //--- Геттеры для Entry условий
   double            GetPremium()   const { return m_premium; }
   double            GetDiscount()  const { return m_discount; }
   double            GetPremium2()  const { return m_premium2; }
   double            GetDiscount2() const { return m_discount2; }

   //--- Фильтры для Entry условий
   bool              IsInDiscountZone(double ifvg_bottom) const;
   bool              IsInPremiumZone(double ifvg_top) const;

private:
   //--- Параметры
   int               m_pre_dis;          // % для первого уровня (default 50)
   int               m_pre_dis2;         // % для второго уровня (default 80)
   bool              m_eq_con;           // Включить фильтрацию по зонам

   //--- Состояние Premium/Discount (динамические значения для геттеров)
   double            m_premium;
   double            m_discount;
   double            m_premium2;
   double            m_discount2;
   int               m_bar_eq_prev;      // Предыдущий bar_eq для контроля backfill
   double            m_fixed_eq;         // Зафиксированный уровень для буфера Equilibrium
   double            m_fixed_prem2;      // Зафиксированный уровень для буфера Premium2
   double            m_fixed_disc2;      // Зафиксированный уровень для буфера Discount2

   //--- Динамический режим после пробоя BOS/MSS
   bool              m_dynamic_mode;     // Активен ли динамический режим
   int               m_break_dir;        // Направление пробоя: 1=вверх, -1=вниз
   double            m_track_high;       // Running max(high) с момента пробоя
   double            m_track_low;        // Running min(low) с момента пробоя
   int               m_break_bar;        // AS_SERIES индекс бара начала трекинга

};

//+------------------------------------------------------------------+
//| Конструктор                                                       |
//+------------------------------------------------------------------+
CEquilibrium::CEquilibrium()
{
   m_pre_dis  = 50;
   m_pre_dis2 = 80;
   m_eq_con   = false;
   m_premium  = EMPTY_VALUE;
   m_discount = EMPTY_VALUE;
   m_premium2 = EMPTY_VALUE;
   m_discount2 = EMPTY_VALUE;
   m_bar_eq_prev = -1;
   m_fixed_eq     = EMPTY_VALUE;
   m_fixed_prem2  = EMPTY_VALUE;
   m_fixed_disc2  = EMPTY_VALUE;
   m_dynamic_mode = false;
   m_break_dir    = 0;
   m_track_high   = EMPTY_VALUE;
   m_track_low    = EMPTY_VALUE;
   m_break_bar    = -1;
}

//+------------------------------------------------------------------+
//| Деструктор                                                        |
//+------------------------------------------------------------------+
CEquilibrium::~CEquilibrium()
{
}

//+------------------------------------------------------------------+
//| Инициализация параметров                                          |
//+------------------------------------------------------------------+
bool CEquilibrium::Init(int pre_dis, int pre_dis2, bool eq_con)
{
   m_pre_dis  = pre_dis;
   m_pre_dis2 = pre_dis2;
   m_eq_con   = eq_con;

   m_premium   = EMPTY_VALUE;
   m_discount  = EMPTY_VALUE;
   m_premium2  = EMPTY_VALUE;
   m_discount2 = EMPTY_VALUE;
   m_bar_eq_prev = -1;
   m_fixed_eq     = EMPTY_VALUE;
   m_fixed_prem2  = EMPTY_VALUE;
   m_fixed_disc2  = EMPTY_VALUE;
   m_dynamic_mode = false;
   m_break_dir    = 0;
   m_track_high   = EMPTY_VALUE;
   m_track_low    = EMPTY_VALUE;
   m_break_bar    = -1;

   return true;
}

//+------------------------------------------------------------------+
//| Полный сброс — вызывать при prev_calculated == 0                   |
//+------------------------------------------------------------------+
void CEquilibrium::FullReset(double &buf_equilibrium[],
                             double &buf_premium2[],
                             double &buf_discount2[],
                             int rates_total)
{
   ArrayInitialize(buf_equilibrium, EMPTY_VALUE);
   ArrayInitialize(buf_premium2, EMPTY_VALUE);
   ArrayInitialize(buf_discount2, EMPTY_VALUE);
   m_premium   = EMPTY_VALUE;
   m_discount  = EMPTY_VALUE;
   m_premium2  = EMPTY_VALUE;
   m_discount2 = EMPTY_VALUE;
   m_bar_eq_prev = -1;
   m_fixed_eq     = EMPTY_VALUE;
   m_fixed_prem2  = EMPTY_VALUE;
   m_fixed_disc2  = EMPTY_VALUE;
   m_dynamic_mode = false;
   m_break_dir    = 0;
   m_track_high   = EMPTY_VALUE;
   m_track_low    = EMPTY_VALUE;
   m_break_bar    = -1;
}

//+------------------------------------------------------------------+
//| Проверка: iFVG в Discount зоне (для Buy Entry)                    |
//| Discount2 <= ifvg_bottom <= Discount                              |
//+------------------------------------------------------------------+
bool CEquilibrium::IsInDiscountZone(double ifvg_bottom) const
{
   if(!m_eq_con) return true;
   if(m_discount == EMPTY_VALUE || m_discount2 == EMPTY_VALUE) return false;
   return (ifvg_bottom <= m_discount && ifvg_bottom >= m_discount2);
}

//+------------------------------------------------------------------+
//| Проверка: iFVG в Premium зоне (для Sell Entry)                    |
//| Premium <= ifvg_top <= Premium2                                    |
//+------------------------------------------------------------------+
bool CEquilibrium::IsInPremiumZone(double ifvg_top) const
{
   if(!m_eq_con) return true;
   if(m_premium == EMPTY_VALUE || m_premium2 == EMPTY_VALUE) return false;
   return (ifvg_top >= m_premium && ifvg_top <= m_premium2);
}

//+------------------------------------------------------------------+
//| Расчёт Premium/Discount и заполнение буферов                      |
//| Три случая по ARCHITECTURE_SWINGS_BOS_MSS.md секция 7.4           |
//+------------------------------------------------------------------+
void CEquilibrium::Calculate(int bar, const SStructureSwingState &state,
                             double price_high, double price_low,
                             double &buf_equilibrium[],
                             double &buf_premium2[],
                             double &buf_discount2[],
                             int rates_total)
{
   double pre_dis_cal  = m_pre_dis / 100.0;
   double pre_dis_cal2 = m_pre_dis2 / 100.0;

   //=== Динамические значения для геттеров (Entry сигналы) ===
   //--- Case 1: CF_In_low=true, CF_In_High=false (ждём пробой вверх)
   if(state.cf_in_low && !state.cf_in_high
      && state.in_low != EMPTY_VALUE && state.i_high != EMPTY_VALUE)
   {
      double range = state.i_high - state.in_low;
      if(range > 0.0)
      {
         m_discount = state.i_high - (pre_dis_cal * range);
         m_premium  = EMPTY_VALUE;
         if(m_eq_con)
         {
            m_discount2 = state.i_high - (pre_dis_cal2 * range);
            m_premium2  = EMPTY_VALUE;
         }
      }
   }
   //--- Case 2: CF_In_High=true, CF_In_low=false (ждём пробой вниз)
   else if(state.cf_in_high && !state.cf_in_low
           && state.in_high != EMPTY_VALUE && state.i_low != EMPTY_VALUE)
   {
      double range = state.in_high - state.i_low;
      if(range > 0.0)
      {
         m_premium  = state.i_low + (pre_dis_cal * range);
         m_discount = EMPTY_VALUE;
         if(m_eq_con)
         {
            m_premium2  = state.i_low + (pre_dis_cal2 * range);
            m_discount2 = EMPTY_VALUE;
         }
      }
   }
   //--- Case 3: Оба подтверждены
   else if(state.cf_in_high && state.cf_in_low
           && state.in_high != EMPTY_VALUE && state.in_low != EMPTY_VALUE)
   {
      double range = state.in_high - state.in_low;
      m_premium  = state.in_low + (pre_dis_cal * range);
      m_discount = state.in_high - (pre_dis_cal * range);
      if(m_eq_con)
      {
         m_premium2  = state.in_low + (pre_dis_cal2 * range);
         m_discount2 = state.in_high - (pre_dis_cal2 * range);
      }
   }

   //=== Динамический режим: трекинг после BOS/MSS ===
   bool is_bos_mss = state.bos_up || state.bos_down || state.mss_up || state.mss_down;

   if(is_bos_mss)
   {
      //--- Новый BOS/MSS → начать (или перезапустить) динамический режим
      m_dynamic_mode = true;
      m_break_bar = bar;

      if(state.bos_up || state.mss_up)
      {
         m_break_dir  = 1;
         m_track_high = price_high;
         m_track_low  = EMPTY_VALUE;
      }
      else
      {
         m_break_dir  = -1;
         m_track_low  = price_low;
         m_track_high = EMPTY_VALUE;
      }
   }
   else if(m_dynamic_mode)
   {
      //--- Обновление трекинга (без BOS/MSS на этом баре)
      if(m_break_dir == 1)
         m_track_high = MathMax(m_track_high, price_high);
      else
         m_track_low = MathMin(m_track_low, price_low);
   }

   //=== Динамический пересчёт геттеров в dynamic mode ===
   if(m_dynamic_mode)
   {
      if(m_break_dir == 1 && state.in_low != EMPTY_VALUE && m_track_high != EMPTY_VALUE)
      {
         double dyn_range = m_track_high - state.in_low;
         if(dyn_range > 0.0)
         {
            m_discount = m_track_high - (pre_dis_cal * dyn_range);
            m_premium  = EMPTY_VALUE;
            if(m_eq_con)
            {
               m_discount2 = m_track_high - (pre_dis_cal2 * dyn_range);
               m_premium2  = EMPTY_VALUE;
            }
         }
      }
      else if(m_break_dir == -1 && state.in_high != EMPTY_VALUE && m_track_low != EMPTY_VALUE)
      {
         double dyn_range = state.in_high - m_track_low;
         if(dyn_range > 0.0)
         {
            m_premium  = m_track_low + (pre_dis_cal * dyn_range);
            m_discount = EMPTY_VALUE;
            if(m_eq_con)
            {
               m_premium2  = m_track_low + (pre_dis_cal2 * dyn_range);
               m_discount2 = EMPTY_VALUE;
            }
         }
      }
   }

   //=== Стабильные значения для буферов (ТОЛЬКО подтверждённые in_high/in_low) ===
   double draw_eq    = EMPTY_VALUE;
   double draw_prem2 = EMPTY_VALUE;
   double draw_disc2 = EMPTY_VALUE;
   int    bar_eq     = -1;

   if(state.in_high != EMPTY_VALUE && state.in_low != EMPTY_VALUE
      && (state.cf_in_high || state.cf_in_low))
   {
      double range = state.in_high - state.in_low;
      if(range > 0.0)
      {
         double stable_premium  = state.in_low + (pre_dis_cal * range);
         double stable_discount = state.in_high - (pre_dis_cal * range);

         if(state.cf_in_low && !state.cf_in_high)
            draw_eq = stable_discount;
         else if(state.cf_in_high && !state.cf_in_low)
            draw_eq = stable_premium;
         else
            draw_eq = (state.in_dir_big == 1) ? stable_discount : stable_premium;

         if(m_eq_con)
         {
            double stable_premium2  = state.in_low + (pre_dis_cal2 * range);
            double stable_discount2 = state.in_high - (pre_dis_cal2 * range);

            if(state.cf_in_low && !state.cf_in_high)
               draw_disc2 = stable_discount2;
            else if(state.cf_in_high && !state.cf_in_low)
               draw_prem2 = stable_premium2;
            else
            {
               draw_prem2 = stable_premium2;
               draw_disc2 = stable_discount2;
            }
         }

         bar_eq = MathMax(state.bar_in_high, state.bar_in_low);
      }
   }

   //=== Отрисовка ===
   if(bar >= 0 && bar < rates_total)
   {
      bool structural_event = state.ch_in_h || state.ch_in_l;

      //--- При структурном событии — обновить уровень и backfill от нового свинга
      if(draw_eq != EMPTY_VALUE && structural_event)
      {
         m_fixed_eq    = draw_eq;
         m_fixed_prem2 = draw_prem2;
         m_fixed_disc2 = draw_disc2;

         //--- Backfill от изменённого свинга
         int fill_from = -1;
         if(state.ch_in_h && state.bar_in_high >= 0)
            fill_from = state.bar_in_high;
         if(state.ch_in_l && state.bar_in_low >= 0)
            fill_from = (fill_from >= 0) ? MathMax(fill_from, state.bar_in_low) : state.bar_in_low;

         if(fill_from >= 0)
         {
            for(int i = fill_from; i > bar && i < rates_total; i--)
               buf_equilibrium[i] = m_fixed_eq;
            if(m_fixed_prem2 != EMPTY_VALUE)
            {
               for(int i = fill_from; i > bar && i < rates_total; i--)
                  buf_premium2[i] = m_fixed_prem2;
            }
            if(m_fixed_disc2 != EMPTY_VALUE)
            {
               for(int i = fill_from; i > bar && i < rates_total; i--)
                  buf_discount2[i] = m_fixed_disc2;
            }
         }
      }
      else if(draw_eq == EMPTY_VALUE)
      {
         m_fixed_eq    = EMPTY_VALUE;
         m_fixed_prem2 = EMPTY_VALUE;
         m_fixed_disc2 = EMPTY_VALUE;
      }

      //--- Записать зафиксированный уровень в текущий бар
      buf_equilibrium[bar] = m_fixed_eq;
      buf_premium2[bar]    = m_fixed_prem2;
      buf_discount2[bar]   = m_fixed_disc2;

      //=== Динамическая отрисовка: перезаписать буфер, если dynamic mode активен ===
      if(m_dynamic_mode)
      {
         double dyn_eq    = EMPTY_VALUE;
         double dyn_prem2 = EMPTY_VALUE;
         double dyn_disc2 = EMPTY_VALUE;

         if(m_break_dir == 1 && state.in_low != EMPTY_VALUE && m_track_high != EMPTY_VALUE)
         {
            double dyn_range = m_track_high - state.in_low;
            if(dyn_range > 0.0)
            {
               dyn_eq = m_track_high - (pre_dis_cal * dyn_range);
               if(m_eq_con)
                  dyn_disc2 = m_track_high - (pre_dis_cal2 * dyn_range);
            }
         }
         else if(m_break_dir == -1 && state.in_high != EMPTY_VALUE && m_track_low != EMPTY_VALUE)
         {
            double dyn_range = state.in_high - m_track_low;
            if(dyn_range > 0.0)
            {
               dyn_eq = m_track_low + (pre_dis_cal * dyn_range);
               if(m_eq_con)
                  dyn_prem2 = m_track_low + (pre_dis_cal2 * dyn_range);
            }
         }

         //--- Backfill от бара пробоя до текущего
         if(dyn_eq != EMPTY_VALUE)
         {
            int fill_start = MathMin(m_break_bar, rates_total - 1);
            for(int i = fill_start; i >= bar && i >= 0; i--)
            {
               buf_equilibrium[i] = dyn_eq;
               //--- Всегда перезаписываем — чтобы очистить устаревшие стабильные уровни
               buf_premium2[i]    = dyn_prem2;
               buf_discount2[i]   = dyn_disc2;
            }
         }
      }
   }

   m_bar_eq_prev = bar_eq;
}


#endif // CEQUILIBRIUM_MQH