Ind_Aleks_ICT_Entry_V2_TS_Indie/CLAUDE.md

CLAUDE.md

This file provides guidance to Claude Code (claude.ai/code) when working with code in this repository.

Project Overview

Ind_Aleks_ICT_Entry_V2_TS_Indie — MQL5 chart indicator implementing ICT (Inner Circle Trading) entry methodology. Renders 10 visual plots (ZigZag, arrows, horizontal lines) directly on the price chart.

OOP architecture: main .mq5 entry point + CSwingDetector class in a separate .mqh file.

Encoding: UTF-8 (no UTF-16 LE conversion needed).

Source Files

File	Purpose
Ind_Aleks_ICT_Entry_V2_TS_Indie.mq5	Entry point: OnInit(), OnCalculate(), buffer declarations, input parameters
CSwingDetector.mqh	Core logic: CSwingDetector class — swing detection, BOS/MSS, all drawing (1300+ lines)

Build & Compile

validate_mql_code(mq_file_path="<full_path>\Ind_Aleks_ICT_Entry_V2_TS_Indie.mq5")

Or MetaEditor (F7). The .mqproj file is UTF-16 LE binary — do not edit directly.

Note: VS Code shows false errors for MQL5 built-ins (EMPTY_VALUE, ArrayInitialize, MathMax). Always compile with validate_mql_code to check real errors.

Input Parameters

Parameter	Type	Default	Description
inp_len	int	5	Liquidity Swing strength (pivot lookback)
inp_len_in	int	10	Structure Swing strength (pivot lookback)
inp_valid_con	enum	Close	Pullback validation: "Close" or "High/Low"
inp_calc_bars	int	1000	Bars to calculate (0 = all history)

Architecture

CSwingDetector Class

Manages 7 of 10 drawing buffers + all 8 INDICATOR_CALCULATIONS buffers.

Key methods:

• Init() — bind external buffers, set AS_SERIES
• Calculate() — main per-bar loop, delegates to sub-processors
• ProcessLiquiditySwing() — Liquidity Swings (strength=5), ZigZag, state machine
• ProcessStructureSwing() — Structure Swings (strength=10), BOS/MSS detection, trend tracking
• PivotHigh() / PivotLow() — pivot detection with configurable strength

State structures: SLiquiditySwingState, SStructureSwingState — persisted between bars.

18 Buffers

10 INDICATOR_DATA (plots):

#	Buffer	Plot Style	Color	Description
0	BufferZigZag	Line	Red	ZigZag connecting Liquidity Swings
1	BufferLiquiditySwing	Arrows	Red	Diamond dots on Liquidity Swing points
2	BufferStructureSwing	Arrows	Blue	Diamond dots on Structure Swing points
3	BufferLiquidity_Up	Histogram	Green	Liquidity levels up (RESERVED)
4	BufferLiquidity_Dn	Histogram	Green	Liquidity levels down (RESERVED)
5	BufferBOS_Up	Histogram	Blue	Break of Structure upward
6	BufferBOS_Dn	Histogram	Coral	Break of Structure downward
7	BufferMSS_Up	Histogram	Blue	Market Structure Shift upward
8	BufferMSS_Dn	Histogram	Coral	Market Structure Shift downward
9	BufferEquilibrium	Histogram	Purple	VPD/Equilibrium zones (RESERVED)

8 INDICATOR_CALCULATIONS (internal lookback):

#	Buffer	Description
10	CalcSsHigh	Intermediate maximum (ss_high) for Liquidity Swings
11	CalcSsLow	Intermediate minimum (ss_low) for Liquidity Swings
12	CalcBswHigh	Bar index of intermediate maximum
13	CalcBswLow	Bar index of intermediate minimum
14	CalcSwHigh	Current Swing High value
15	CalcSwLow	Current Swing Low value
16	CalcBarSwHigh	Bar index of current Swing High
17	CalcBarSwLow	Bar index of current Swing Low

Buffer Initialization Pattern (Critical)

MQL5 initializes new AS_SERIES buffer elements to 0.0, but PLOT_EMPTY_VALUE = EMPTY_VALUE (DBL_MAX). Since 0.0 != EMPTY_VALUE, uninitialized elements draw as valid price at zero. Fix: set buf[0] = EMPTY_VALUE on every new bar for ALL INDICATOR_DATA buffers.

INDICATOR_CALCULATIONS Lookback Pattern

Access: calc_buf[bar + b_len] where b_len = lookback distance (AS_SERIES: higher index = older bar). Always bounds-check: lb_idx >= 0 && lb_idx < rates_total.

Implementation Status

Completed

• Liquidity Swings — pivot detection (strength=5), ZigZag line, diamond dots, full state machine
• Structure Swings — pivot detection (strength=10), Valid Pullback, Valid Pivot logic
• BOS/MSS — Break of Structure and Market Structure Shift detection with horizontal lines
• Current Structure Levels — Step 12 draws unbroken levels (BOS buffers show broken levels)
• Trend tracking — in_dir_big: 1=bullish, -1=bearish

Not Yet Implemented

• Liquidity Levels — BufferLiquidity_Up/Dn reserved but not drawn; sweep detection (break_dem/break_sup)
• FVG (Fair Value Gap) — 3-bar gap detection, dfvg_*/sfvg_* arrays
• iFVG (Inverted FVG) — candle close triggers inversion, dfvg_R2_*/sfvg_R2_* arrays
• Equilibrium/VPD — BufferEquilibrium reserved; premium/discount zones
• Entry Signals — buy_signal/sell_signal, pending_buy/pending_sell, all filtering

Entry Signal Flow (target)

1. Liquidity sweep detected → 2. Trend confirmed via structure swings → 3. iFVG verified → 4. Gap between iFVG and FVG validated → 5. Filters: Equilibrium zone, FVG size, iFVG size

Architecture Documentation (Russian)

File	Subsystem
ARCHITECTURE.md	Main spec — system overview, parameters, signal flow, lifecycle
ARCHITECTURE_FVG.md	FVG/iFVG — gap detection, data structures, mitigation logic
ARCHITECTURE_LIQUIDITY.md	Liquidity — swing detection, level management, sweep mechanics
ARCHITECTURE_SWINGS_BOS_MSS.md	Market structure — two swing types, BOS/MSS logic, validation
tz.md	Pine Script reference (Liquidity: 414-576, Structure+BOS/MSS: 658-806, Drawing: 809-828)

Key Technical Constraints

• All buffers use AS_SERIES = true (index 0 = current bar)
• Swings: two strengths — 5 (frequent, for liquidity) and 10 (less frequent, for structure)
• iFVG inversion rule: only candle close triggers inversion, not wicks
• BOS/MSS buffer mapping depends on trend direction (see MEMORY.md)
• BufferLiquidity_Up/Dn and BufferEquilibrium are reserved for future modules