mql5/Shared Projects/ERMT-ML/Modules-ML8x/TechnicalAnalysis_v71.mqh

//+------------------------------------------------------------------+
//|                   TechnicalAnalysis_v71.mqh                      |
//|           Enhanced Technical Analysis Module v7.1                |
//|      Market Structure, Correlations, Advanced Indicators         |
//+------------------------------------------------------------------+
#ifndef TECHNICAL_ANALYSIS_V71_MQH
#define TECHNICAL_ANALYSIS_V71_MQH

#include "DataTypes_v71.mqh"
#include <Math/Stat/Math.mqh>
#include <Indicators/Indicators.mqh>

//+------------------------------------------------------------------+
//| Market Structure                                                 |
//+------------------------------------------------------------------+
struct MarketStructure
{
   double            swing_highs[];
   double            swing_lows[];
   int               trend_direction;  // 1=up, -1=down, 0=neutral
   double            trend_strength;
   int               structure_breaks;
   datetime          last_break_time;
   bool              is_ranging;
   double            range_high;
   double            range_low;
};

//+------------------------------------------------------------------+
//| Support/Resistance Level                                         |
//+------------------------------------------------------------------+
struct SRLevel
{
   double            price;
   int               touches;
   double            strength;
   datetime          first_touch;
   datetime          last_touch;
   bool              is_broken;
   bool              is_support;
   double            volume_at_level;
};

//+------------------------------------------------------------------+
//| Fibonacci Level                                                  |
//+------------------------------------------------------------------+
struct FibLevel
{
   double            level;
   double            price;
   string            description;
   bool              is_touched;
   int               bounce_count;
};

//+------------------------------------------------------------------+
//| Technical Analysis Class - Enhanced                              |
//+------------------------------------------------------------------+
class CTechnicalAnalysisV71
{
private:
   //--- Indicator handles
   int               m_atr_handle;
   int               m_rsi_handle;
   int               m_macd_handle;
   int               m_bb_handle;
   int               m_ma_handles[];
   int               m_adx_handle;
   int               m_cci_handle;
   int               m_stoch_handle;
   int               m_ichimoku_handle;
   
   //--- Market structure
   MarketStructure   m_structure;
   SRLevel           m_sr_levels[];
   int               m_sr_count;
   
   //--- Correlation tracking
   CorrelationMatrix m_correlation_matrix;
   datetime          m_last_correlation_update;
   
   //--- Multi-timeframe data
   struct MTFData
   {
      ENUM_TIMEFRAMES timeframe;
      double          trend_direction;
      double          momentum;
      double          volatility;
   };
   MTFData           m_mtf_data[];
   
   //--- Pattern detection
   bool              m_pattern_double_top;
   bool              m_pattern_double_bottom;
   bool              m_pattern_head_shoulders;
   bool              m_pattern_triangle;
   
   //--- Helper methods
   void              DetectSwings(string symbol, int lookback);
   void              IdentifyStructure(string symbol);
   void              FindSRLevels(string symbol);
   bool              IsSwingHigh(double &highs[], int index, int lookback);
   bool              IsSwingLow(double &lows[], int index, int lookback);
   double            CalculateLevelStrength(SRLevel &level, string symbol);
   
public:
                     CTechnicalAnalysisV71();
                    ~CTechnicalAnalysisV71();
   
   //--- Initialization
   bool              Initialize();
   bool              InitializeEnhanced(int correlation_period);
   void              Deinitialize();
   
   //--- Market analysis
   MarketConditionsV71 AnalyzeMarket(string symbol);
   void              UpdateMarketStructure(string symbol);
   ENUM_MARKET_REGIME IdentifyRegime(string symbol);
   
   //--- Technical indicators
   double            GetATR(int period, int shift = 0);
   double            GetRSI(int shift = 0);
   double            GetMACD(int buffer, int shift = 0);
   double            GetBB(int buffer, int shift = 0);
   double            GetMA(int index, int shift = 0);
   double            GetADX(int shift = 0);
   double            GetSymbolATR(string symbol, int period);
   
   //--- Support/Resistance
   void              FindSupportResistance(string symbol, SRLevel &levels[], int &count);
   double            GetNearestSupport(string symbol, double price);
   double            GetNearestResistance(string symbol, double price);
   bool              IsPriceAtLevel(double price, double level, double tolerance);
   
   //--- Fibonacci analysis
   void              CalculateFibonacci(double high, double low, FibLevel &levels[]);
   double            GetNearestFibLevel(double price, FibLevel &levels[]);
   
   //--- Market structure
   int               GetTrendDirection() { return m_structure.trend_direction; }
   double            GetTrendStrength() { return m_structure.trend_strength; }
   bool              IsStructureBroken() { return m_structure.structure_breaks > 0; }
   bool              IsRanging() { return m_structure.is_ranging; }
   
   //--- Correlation analysis
   CorrelationMatrix CalculateCorrelationMatrix(string symbols[], int period);
   double            GetCorrelation(string symbol1, string symbol2, int period = 100);
   void              UpdateCorrelations(string symbols[]);
   
   //--- Multi-timeframe
   void              AnalyzeMTF(string symbol, ENUM_TIMEFRAMES timeframes[], int count);
   double            GetMTFScore(string symbol);
   bool              IsMTFAligned(string symbol);
   
   //--- Pattern recognition
   bool              DetectChartPatterns(string symbol);
   bool              IsDoubleTop() { return m_pattern_double_top; }
   bool              IsDoubleBottom() { return m_pattern_double_bottom; }
   bool              IsHeadShoulders() { return m_pattern_head_shoulders; }
   
   //--- Volatility analysis
   double            GetHistoricalVolatility(string symbol, int period);
   double            GetImpliedVolatility(string symbol); // Placeholder
   double            GetVolatilityRank(string symbol, int lookback);
   
   //--- Advanced metrics
   double            GetHurstExponent(string symbol, int period);
   double            GetMarketEfficiency(string symbol, int period);
   double            GetFractalDimension(string symbol, int period);
   
   //--- Pivot points
   void              GetPivotPoints(string symbol, double &pp, double &r1, double &r2, 
                                   double &r3, double &s1, double &s2, double &s3);
   void              GetCamarillaPivots(string symbol, double &levels[]);
};

//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
CTechnicalAnalysisV71::CTechnicalAnalysisV71()
{
   m_atr_handle = INVALID_HANDLE;
   m_rsi_handle = INVALID_HANDLE;
   m_macd_handle = INVALID_HANDLE;
   m_bb_handle = INVALID_HANDLE;
   m_adx_handle = INVALID_HANDLE;
   m_cci_handle = INVALID_HANDLE;
   m_stoch_handle = INVALID_HANDLE;
   m_ichimoku_handle = INVALID_HANDLE;
   m_sr_count = 0;
   m_last_correlation_update = 0;
   
   //--- Initialize patterns
   m_pattern_double_top = false;
   m_pattern_double_bottom = false;
   m_pattern_head_shoulders = false;
   m_pattern_triangle = false;
}

//+------------------------------------------------------------------+
//| Destructor                                                       |
//+------------------------------------------------------------------+
CTechnicalAnalysisV71::~CTechnicalAnalysisV71()
{
   Deinitialize();
}

//+------------------------------------------------------------------+
//| Initialize enhanced version                                      |
//+------------------------------------------------------------------+
bool CTechnicalAnalysisV71::InitializeEnhanced(int correlation_period)
{
   //--- Standard initialization
   if(!Initialize())
      return false;
   
   //--- Additional indicators
   m_cci_handle = iCCI(_Symbol, PERIOD_CURRENT, 14, PRICE_TYPICAL);
   m_stoch_handle = iStochastic(_Symbol, PERIOD_CURRENT, 14, 3, 3, MODE_SMA, STO_LOWHIGH);
   m_ichimoku_handle = iIchimoku(_Symbol, PERIOD_CURRENT, 9, 26, 52);
   
   //--- Multiple MAs for analysis
   ArrayResize(m_ma_handles, 5);
   m_ma_handles[0] = iMA(_Symbol, PERIOD_CURRENT, 10, 0, MODE_EMA, PRICE_CLOSE);
   m_ma_handles[1] = iMA(_Symbol, PERIOD_CURRENT, 20, 0, MODE_EMA, PRICE_CLOSE);
   m_ma_handles[2] = iMA(_Symbol, PERIOD_CURRENT, 50, 0, MODE_EMA, PRICE_CLOSE);
   m_ma_handles[3] = iMA(_Symbol, PERIOD_CURRENT, 100, 0, MODE_EMA, PRICE_CLOSE);
   m_ma_handles[4] = iMA(_Symbol, PERIOD_CURRENT, 200, 0, MODE_EMA, PRICE_CLOSE);
   
   //--- Initialize MTF array
   ArrayResize(m_mtf_data, 4);
   m_mtf_data[0].timeframe = PERIOD_M5;
   m_mtf_data[1].timeframe = PERIOD_M15;
   m_mtf_data[2].timeframe = PERIOD_H1;
   m_mtf_data[3].timeframe = PERIOD_H4;
   
   //--- Initialize correlation matrix
   m_correlation_matrix.period = correlation_period;
   m_correlation_matrix.last_update = 0;
   
   Print("TechnicalAnalysisV71 initialized with enhanced features");
   return true;
}

//+------------------------------------------------------------------+
//| Standard initialization                                          |
//+------------------------------------------------------------------+
bool CTechnicalAnalysisV71::Initialize()
{
   //--- Initialize basic indicators
   m_atr_handle = iATR(_Symbol, PERIOD_CURRENT, 14);
   m_rsi_handle = iRSI(_Symbol, PERIOD_CURRENT, 14, PRICE_CLOSE);
   m_macd_handle = iMACD(_Symbol, PERIOD_CURRENT, 12, 26, 9, PRICE_CLOSE);
   m_bb_handle = iBands(_Symbol, PERIOD_CURRENT, 20, 0, 2.0, PRICE_CLOSE);
   m_adx_handle = iADX(_Symbol, PERIOD_CURRENT, 14);
   
   if(m_atr_handle == INVALID_HANDLE || m_rsi_handle == INVALID_HANDLE ||
      m_macd_handle == INVALID_HANDLE || m_bb_handle == INVALID_HANDLE ||
      m_adx_handle == INVALID_HANDLE)
   {
      Print("Failed to initialize technical indicators");
      return false;
   }
   
   //--- Initialize structure
   m_structure.trend_direction = 0;
   m_structure.trend_strength = 0;
   m_structure.structure_breaks = 0;
   m_structure.is_ranging = false;
   
   return true;
}

//+------------------------------------------------------------------+
//| Analyze market conditions                                        |
//+------------------------------------------------------------------+
MarketConditionsV71 CTechnicalAnalysisV71::AnalyzeMarket(string symbol)
{
   MarketConditionsV71 conditions;
   
   //--- Update market structure
   UpdateMarketStructure(symbol);
   
   //--- Identify regime
   conditions.regime = IdentifyRegime(symbol);
   
   //--- Get trend metrics
   conditions.trend_strength = m_structure.trend_strength;
   conditions.is_trending = (MathAbs(m_structure.trend_direction) > 0.7);
   
   //--- Get volatility
   double atr_buffer[1];
   if(CopyBuffer(m_atr_handle, 0, 0, 1, atr_buffer) > 0)
   {
      conditions.volatility = atr_buffer[0] / SymbolInfoDouble(symbol, SYMBOL_BID) * 100;
   }
   
   //--- Check if volatile
   double vol_rank = GetVolatilityRank(symbol, 100);
   conditions.is_volatile = (vol_rank > 70);
   
   //--- Get momentum
   double rsi_buffer[1];
   if(CopyBuffer(m_rsi_handle, 0, 0, 1, rsi_buffer) > 0)
   {
      conditions.momentum = (rsi_buffer[0] - 50) / 50; // Normalized -1 to 1
   }
   
   //--- Find S/R levels
   FindSRLevels(symbol);
   
   //--- Get nearest levels
   double current_price = SymbolInfoDouble(symbol, SYMBOL_BID);
   conditions.support_level = GetNearestSupport(symbol, current_price);
   conditions.resistance_level = GetNearestResistance(symbol, current_price);
   
   //--- Count trend bars
   conditions.trend_bars = 0;
   double ma_buffer[1];
   if(m_ma_handles[1] != INVALID_HANDLE && CopyBuffer(m_ma_handles[1], 0, 0, 1, ma_buffer) > 0)
   {
      for(int i = 0; i < 20; i++)
      {
         double close = iClose(symbol, PERIOD_CURRENT, i);
         if((m_structure.trend_direction > 0 && close > ma_buffer[0]) ||
            (m_structure.trend_direction < 0 && close < ma_buffer[0]))
         {
            conditions.trend_bars++;
         }
         else
            break;
      }
   }
   
   //--- Calculate average range
   double total_range = 0;
   for(int i = 0; i < 20; i++)
   {
      double high = iHigh(symbol, PERIOD_CURRENT, i);
      double low = iLow(symbol, PERIOD_CURRENT, i);
      total_range += (high - low);
   }
   conditions.avg_range = total_range / 20;
   
   //--- Market microstructure
   conditions.bid_ask_spread = SymbolInfoInteger(symbol, SYMBOL_SPREAD);
   conditions.vwap = 0; // Placeholder
   conditions.liquidity_depth = 1.0; // Placeholder
   
   conditions.last_update = TimeCurrent();
   
   return conditions;
}

//+------------------------------------------------------------------+
//| Update market structure                                          |
//+------------------------------------------------------------------+
void CTechnicalAnalysisV71::UpdateMarketStructure(string symbol)
{
   //--- Detect swing points
   DetectSwings(symbol, 10);
   
   //--- Identify structure
   IdentifyStructure(symbol);
   
   //--- Detect patterns
   DetectChartPatterns(symbol);
}

//+------------------------------------------------------------------+
//| Detect swing highs and lows                                      |
//+------------------------------------------------------------------+
void CTechnicalAnalysisV71::DetectSwings(string symbol, int lookback)
{
   //--- Arrays for price data
   double highs[], lows[];
   int bars = 100;
   
   ArraySetAsSeries(highs, true);
   ArraySetAsSeries(lows, true);
   
   if(CopyHigh(symbol, PERIOD_CURRENT, 0, bars, highs) <= 0 ||
      CopyLow(symbol, PERIOD_CURRENT, 0, bars, lows) <= 0)
      return;
   
   //--- Clear previous swings
   ArrayResize(m_structure.swing_highs, 0);
   ArrayResize(m_structure.swing_lows, 0);
   
   //--- Find swing points
   for(int i = lookback; i < bars - lookback; i++)
   {
      if(IsSwingHigh(highs, i, lookback))
      {
         int size = ArraySize(m_structure.swing_highs);
         ArrayResize(m_structure.swing_highs, size + 1);
         m_structure.swing_highs[size] = highs[i];
      }
      
      if(IsSwingLow(lows, i, lookback))
      {
         int size = ArraySize(m_structure.swing_lows);
         ArrayResize(m_structure.swing_lows, size + 1);
         m_structure.swing_lows[size] = lows[i];
      }
   }
}

//+------------------------------------------------------------------+
//| Check if point is swing high                                     |
//+------------------------------------------------------------------+
bool CTechnicalAnalysisV71::IsSwingHigh(double &highs[], int index, int lookback)
{
   double high = highs[index];
   
   //--- Check left side
   for(int i = index - lookback; i < index; i++)
   {
      if(i >= 0 && highs[i] >= high)
         return false;
   }
   
   //--- Check right side
   for(int i = index + 1; i <= index + lookback; i++)
   {
      if(i < ArraySize(highs) && highs[i] > high)
         return false;
   }
   
   return true;
}

//+------------------------------------------------------------------+
//| Check if point is swing low                                      |
//+------------------------------------------------------------------+
bool CTechnicalAnalysisV71::IsSwingLow(double &lows[], int index, int lookback)
{
   double low = lows[index];
   
   //--- Check left side
   for(int i = index - lookback; i < index; i++)
   {
      if(i >= 0 && lows[i] <= low)
         return false;
   }
   
   //--- Check right side
   for(int i = index + 1; i <= index + lookback; i++)
   {
      if(i < ArraySize(lows) && lows[i] < low)
         return false;
   }
   
   return true;
}

//+------------------------------------------------------------------+
//| Identify market structure                                        |
//+------------------------------------------------------------------+
void CTechnicalAnalysisV71::IdentifyStructure(string symbol)
{
   int high_count = ArraySize(m_structure.swing_highs);
   int low_count = ArraySize(m_structure.swing_lows);
   
   if(high_count < 2 || low_count < 2)
      return;
   
   //--- Check for higher highs and higher lows (uptrend)
   bool higher_highs = true;
   bool higher_lows = true;
   
   for(int i = 1; i < MathMin(3, high_count); i++)
   {
      if(m_structure.swing_highs[i] >= m_structure.swing_highs[i-1])
         higher_highs = false;
   }
   
   for(int i = 1; i < MathMin(3, low_count); i++)
   {
      if(m_structure.swing_lows[i] >= m_structure.swing_lows[i-1])
         higher_lows = false;
   }
   
   //--- Check for lower highs and lower lows (downtrend)
   bool lower_highs = true;
   bool lower_lows = true;
   
   for(int i = 1; i < MathMin(3, high_count); i++)
   {
      if(m_structure.swing_highs[i] <= m_structure.swing_highs[i-1])
         lower_highs = false;
   }
   
   for(int i = 1; i < MathMin(3, low_count); i++)
   {
      if(m_structure.swing_lows[i] <= m_structure.swing_lows[i-1])
         lower_lows = false;
   }
   
   //--- Determine trend
   if(higher_highs && higher_lows)
   {
      m_structure.trend_direction = 1;
      m_structure.trend_strength = 0.8;
   }
   else if(lower_highs && lower_lows)
   {
      m_structure.trend_direction = -1;
      m_structure.trend_strength = 0.8;
   }
   else
   {
      m_structure.trend_direction = 0;
      m_structure.trend_strength = 0.2;
   }
   
   //--- Check for ranging market
   double highest = m_structure.swing_highs[0];
   double lowest = m_structure.swing_lows[0];
   
   for(int i = 1; i < MathMin(5, high_count); i++)
   {
      if(m_structure.swing_highs[i] > highest)
         highest = m_structure.swing_highs[i];
   }
   
   for(int i = 1; i < MathMin(5, low_count); i++)
   {
      if(m_structure.swing_lows[i] < lowest)
         lowest = m_structure.swing_lows[i];
   }
   
   double range = highest - lowest;
   double avg_price = (highest + lowest) / 2;
   double range_pct = range / avg_price * 100;
   
   //--- Ranging if range is small and no clear trend
   if(range_pct < 2 && m_structure.trend_direction == 0)
   {
      m_structure.is_ranging = true;
      m_structure.range_high = highest;
      m_structure.range_low = lowest;
   }
   else
   {
      m_structure.is_ranging = false;
   }
}

//+------------------------------------------------------------------+
//| Find support and resistance levels                               |
//+------------------------------------------------------------------+
void CTechnicalAnalysisV71::FindSRLevels(string symbol)
{
   //--- Clear previous levels
   ArrayResize(m_sr_levels, 0);
   m_sr_count = 0;
   
   //--- Get price data
   double highs[], lows[], closes[];
   int bars = 200;
   
   ArraySetAsSeries(highs, true);
   ArraySetAsSeries(lows, true);
   ArraySetAsSeries(closes, true);
   
   if(CopyHigh(symbol, PERIOD_CURRENT, 0, bars, highs) <= 0 ||
      CopyLow(symbol, PERIOD_CURRENT, 0, bars, lows) <= 0 ||
      CopyClose(symbol, PERIOD_CURRENT, 0, bars, closes) <= 0)
      return;
   
   //--- Find levels from swing points
   for(int i = 0; i < ArraySize(m_structure.swing_highs); i++)
   {
      SRLevel level;
      level.price = m_structure.swing_highs[i];
      level.touches = 1;
      level.is_support = false;
      level.is_broken = false;
      level.first_touch = TimeCurrent() - i * PeriodSeconds();
      level.last_touch = level.first_touch;
      
      //--- Count touches
      for(int j = 0; j < bars; j++)
      {
         if(IsPriceAtLevel(highs[j], level.price, 10 * SymbolInfoDouble(symbol, SYMBOL_POINT)) ||
            IsPriceAtLevel(lows[j], level.price, 10 * SymbolInfoDouble(symbol, SYMBOL_POINT)))
         {
            level.touches++;
         }
      }
      
      level.strength = CalculateLevelStrength(level, symbol);
      
      if(level.touches >= 2 && m_sr_count < 20)
      {
         ArrayResize(m_sr_levels, m_sr_count + 1);
         m_sr_levels[m_sr_count] = level;
         m_sr_count++;
      }
   }
   
   //--- Add levels from swing lows
   for(int i = 0; i < ArraySize(m_structure.swing_lows); i++)
   {
      SRLevel level;
      level.price = m_structure.swing_lows[i];
      level.touches = 1;
      level.is_support = true;
      level.is_broken = false;
      level.first_touch = TimeCurrent() - i * PeriodSeconds();
      level.last_touch = level.first_touch;
      
      //--- Count touches
      for(int j = 0; j < bars; j++)
      {
         if(IsPriceAtLevel(highs[j], level.price, 10 * SymbolInfoDouble(symbol, SYMBOL_POINT)) ||
            IsPriceAtLevel(lows[j], level.price, 10 * SymbolInfoDouble(symbol, SYMBOL_POINT)))
         {
            level.touches++;
         }
      }
      
      level.strength = CalculateLevelStrength(level, symbol);
      
      if(level.touches >= 2 && m_sr_count < 20)
      {
         ArrayResize(m_sr_levels, m_sr_count + 1);
         m_sr_levels[m_sr_count] = level;
         m_sr_count++;
      }
   }
}

//+------------------------------------------------------------------+
//| Calculate level strength                                         |
//+------------------------------------------------------------------+
double CTechnicalAnalysisV71::CalculateLevelStrength(SRLevel &level, string symbol)
{
   double strength = 0;
   
   //--- More touches = stronger level
   strength += level.touches * 0.2;
   
   //--- Recent touches are more important
   double time_factor = 1.0 - (TimeCurrent() - level.last_touch) / (86400 * 30); // 30 days
   strength += time_factor * 0.3;
   
   //--- Volume at level (simplified)
   strength += 0.2;
   
   //--- Round number bonus
   double round_distance = MathMod(level.price, 100 * SymbolInfoDouble(symbol, SYMBOL_POINT));
   if(round_distance < 10 * SymbolInfoDouble(symbol, SYMBOL_POINT))
      strength += 0.3;
   
   return MathMin(1.0, strength);
}

//+------------------------------------------------------------------+
//| Check if price is at level                                       |
//+------------------------------------------------------------------+
bool CTechnicalAnalysisV71::IsPriceAtLevel(double price, double level, double tolerance)
{
   return MathAbs(price - level) <= tolerance;
}

//+------------------------------------------------------------------+
//| Get nearest support level                                        |
//+------------------------------------------------------------------+
double CTechnicalAnalysisV71::GetNearestSupport(string symbol, double price)
{
   double nearest = 0;
   double min_distance = DBL_MAX;
   
   for(int i = 0; i < m_sr_count; i++)
   {
      if(m_sr_levels[i].price < price && m_sr_levels[i].is_support)
      {
         double distance = price - m_sr_levels[i].price;
         if(distance < min_distance)
         {
            min_distance = distance;
            nearest = m_sr_levels[i].price;
         }
      }
   }
   
   return nearest;
}

//+------------------------------------------------------------------+
//| Get nearest resistance level                                     |
//+------------------------------------------------------------------+
double CTechnicalAnalysisV71::GetNearestResistance(string symbol, double price)
{
   double nearest = 0;
   double min_distance = DBL_MAX;
   
   for(int i = 0; i < m_sr_count; i++)
   {
      if(m_sr_levels[i].price > price && !m_sr_levels[i].is_support)
      {
         double distance = m_sr_levels[i].price - price;
         if(distance < min_distance)
         {
            min_distance = distance;
            nearest = m_sr_levels[i].price;
         }
      }
   }
   
   return nearest;
}

//+------------------------------------------------------------------+
//| Identify market regime                                           |
//+------------------------------------------------------------------+
ENUM_MARKET_REGIME CTechnicalAnalysisV71::IdentifyRegime(string symbol)
{
   //--- Get ADX for trend strength
   double adx_buffer[1];
   double adx_value = 0;
   
   if(CopyBuffer(m_adx_handle, 0, 0, 1, adx_buffer) > 0)
      adx_value = adx_buffer[0];
   
   //--- Get volatility
   double volatility = GetHistoricalVolatility(symbol, 20);
   
   //--- Strong trend
   if(adx_value > 40)
   {
      if(m_structure.trend_direction > 0)
         return REGIME_TRENDING_UP;
      else if(m_structure.trend_direction < 0)
         return REGIME_TRENDING_DOWN;
   }
   
   //--- Ranging market
   if(m_structure.is_ranging || adx_value < 20)
   {
      if(volatility > 0.02)
         return REGIME_VOLATILE;
      else
         return REGIME_RANGING;
   }
   
   //--- Moderate trend
   if(adx_value > 20 && adx_value <= 40)
   {
      if(m_structure.trend_direction > 0)
         return REGIME_TRENDING_UP;
      else if(m_structure.trend_direction < 0)
         return REGIME_TRENDING_DOWN;
   }
   
   //--- Low volatility
   if(volatility < 0.005)
      return REGIME_QUIET;
   
   //--- Check for regime change
   static ENUM_MARKET_REGIME last_regime = REGIME_RANGING;
   ENUM_MARKET_REGIME current_regime = REGIME_RANGING;
   
   if(last_regime != current_regime)
   {
      last_regime = current_regime;
      return REGIME_TRANSITIONING;
   }
   
   return current_regime;
}

//+------------------------------------------------------------------+
//| Calculate correlation matrix                                     |
//+------------------------------------------------------------------+
CorrelationMatrix CTechnicalAnalysisV71::CalculateCorrelationMatrix(string symbols[], int period)
{
   CorrelationMatrix matrix;
   int symbol_count = ArraySize(symbols);
   
   //--- Initialize matrix
   ArrayResize(matrix.symbols, symbol_count);
   ArrayResize(matrix.matrix, symbol_count);
   
   for(int i = 0; i < symbol_count; i++)
   {
      matrix.symbols[i] = symbols[i];
      ArrayResize(matrix.matrix[i], symbol_count);
   }
   
   matrix.period = period;
   matrix.last_update = TimeCurrent();
   
   //--- Calculate correlations
   for(int i = 0; i < symbol_count; i++)
   {
      for(int j = i; j < symbol_count; j++)
      {
         if(i == j)
         {
            matrix.matrix[i][j] = 1.0;
         }
         else
         {
            double corr = GetCorrelation(symbols[i], symbols[j], period);
            matrix.matrix[i][j] = corr;
            matrix.matrix[j][i] = corr; // Symmetric
         }
      }
   }
   
   m_correlation_matrix = matrix;
   m_last_correlation_update = TimeCurrent();
   
   return matrix;
}

//+------------------------------------------------------------------+
//| Calculate correlation between two symbols                        |
//+------------------------------------------------------------------+
double CTechnicalAnalysisV71::GetCorrelation(string symbol1, string symbol2, int period)
{
   //--- Get returns for both symbols
   double returns1[], returns2[];
   ArrayResize(returns1, period);
   ArrayResize(returns2, period);
   
   for(int i = 1; i <= period; i++)
   {
      double close1_curr = iClose(symbol1, PERIOD_H1, i-1);
      double close1_prev = iClose(symbol1, PERIOD_H1, i);
      double close2_curr = iClose(symbol2, PERIOD_H1, i-1);
      double close2_prev = iClose(symbol2, PERIOD_H1, i);
      
      if(close1_prev > 0 && close2_prev > 0)
      {
         returns1[i-1] = (close1_curr - close1_prev) / close1_prev;
         returns2[i-1] = (close2_curr - close2_prev) / close2_prev;
      }
   }
   
   //--- Calculate correlation coefficient
   double mean1 = 0, mean2 = 0;
   for(int i = 0; i < period; i++)
   {
      mean1 += returns1[i];
      mean2 += returns2[i];
   }
   mean1 /= period;
   mean2 /= period;
   
   double cov = 0, var1 = 0, var2 = 0;
   for(int i = 0; i < period; i++)
   {
      cov += (returns1[i] - mean1) * (returns2[i] - mean2);
      var1 += MathPow(returns1[i] - mean1, 2);
      var2 += MathPow(returns2[i] - mean2, 2);
   }
   
   if(var1 > 0 && var2 > 0)
      return cov / MathSqrt(var1 * var2);
   
   return 0;
}

//+------------------------------------------------------------------+
//| Detect chart patterns                                            |
//+------------------------------------------------------------------+
bool CTechnicalAnalysisV71::DetectChartPatterns(string symbol)
{
   //--- Reset patterns
   m_pattern_double_top = false;
   m_pattern_double_bottom = false;
   m_pattern_head_shoulders = false;
   m_pattern_triangle = false;
   
   int high_count = ArraySize(m_structure.swing_highs);
   int low_count = ArraySize(m_structure.swing_lows);
   
   if(high_count < 2 || low_count < 2)
      return false;
   
   //--- Double top detection
   if(high_count >= 2)
   {
      double high1 = m_structure.swing_highs[0];
      double high2 = m_structure.swing_highs[1];
      double tolerance = high1 * 0.002; // 0.2% tolerance
      
      if(MathAbs(high1 - high2) < tolerance)
      {
         m_pattern_double_top = true;
      }
   }
   
   //--- Double bottom detection
   if(low_count >= 2)
   {
      double low1 = m_structure.swing_lows[0];
      double low2 = m_structure.swing_lows[1];
      double tolerance = low1 * 0.002;
      
      if(MathAbs(low1 - low2) < tolerance)
      {
         m_pattern_double_bottom = true;
      }
   }
   
   //--- Head and shoulders (simplified)
   if(high_count >= 3)
   {
      double left_shoulder = m_structure.swing_highs[2];
      double head = m_structure.swing_highs[1];
      double right_shoulder = m_structure.swing_highs[0];
      
      if(head > left_shoulder && head > right_shoulder &&
         MathAbs(left_shoulder - right_shoulder) < left_shoulder * 0.002)
      {
         m_pattern_head_shoulders = true;
      }
   }
   
   return (m_pattern_double_top || m_pattern_double_bottom || m_pattern_head_shoulders);
}

//+------------------------------------------------------------------+
//| Get historical volatility                                        |
//+------------------------------------------------------------------+
double CTechnicalAnalysisV71::GetHistoricalVolatility(string symbol, int period)
{
   double returns[];
   ArrayResize(returns, period);
   
   //--- Calculate returns
   for(int i = 1; i <= period; i++)
   {
      double close_curr = iClose(symbol, PERIOD_H1, i-1);
      double close_prev = iClose(symbol, PERIOD_H1, i);
      
      if(close_prev > 0)
         returns[i-1] = MathLog(close_curr / close_prev);
   }
   
   //--- Calculate standard deviation
   double mean = 0;
   for(int i = 0; i < period; i++)
      mean += returns[i];
   mean /= period;
   
   double variance = 0;
   for(int i = 0; i < period; i++)
      variance += MathPow(returns[i] - mean, 2);
   variance /= period;
   
   //--- Annualize (assuming hourly data)
   return MathSqrt(variance) * MathSqrt(24 * 252);
}

//+------------------------------------------------------------------+
//| Get volatility rank                                              |
//+------------------------------------------------------------------+
double CTechnicalAnalysisV71::GetVolatilityRank(string symbol, int lookback)
{
   //--- Calculate current volatility
   double current_vol = GetHistoricalVolatility(symbol, 20);
   
   //--- Calculate volatility over lookback period
   double vol_array[];
   ArrayResize(vol_array, lookback);
   
   for(int i = 0; i < lookback; i++)
   {
      //--- Simplified: use ATR as proxy
      double atr = iATR(symbol, PERIOD_H1, 14, i);
      double price = iClose(symbol, PERIOD_H1, i);
      if(price > 0)
         vol_array[i] = atr / price;
   }
   
   //--- Count how many periods had lower volatility
   int lower_count = 0;
   for(int i = 0; i < lookback; i++)
   {
      if(vol_array[i] < current_vol)
         lower_count++;
   }
   
   //--- Return percentile rank
   return (double)lower_count / lookback * 100;
}

//+------------------------------------------------------------------+
//| Calculate Fibonacci levels                                       |
//+------------------------------------------------------------------+
void CTechnicalAnalysisV71::CalculateFibonacci(double high, double low, FibLevel &levels[])
{
   double range = high - low;
   
   //--- Standard Fibonacci levels
   ArrayResize(levels, 9);
   
   levels[0].level = 0.0;
   levels[0].price = low;
   levels[0].description = "0.0%";
   
   levels[1].level = 0.236;
   levels[1].price = low + range * 0.236;
   levels[1].description = "23.6%";
   
   levels[2].level = 0.382;
   levels[2].price = low + range * 0.382;
   levels[2].description = "38.2%";
   
   levels[3].level = 0.5;
   levels[3].price = low + range * 0.5;
   levels[3].description = "50.0%";
   
   levels[4].level = 0.618;
   levels[4].price = low + range * 0.618;
   levels[4].description = "61.8%";
   
   levels[5].level = 0.786;
   levels[5].price = low + range * 0.786;
   levels[5].description = "78.6%";
   
   levels[6].level = 1.0;
   levels[6].price = high;
   levels[6].description = "100.0%";
   
   levels[7].level = 1.272;
   levels[7].price = low + range * 1.272;
   levels[7].description = "127.2%";
   
   levels[8].level = 1.618;
   levels[8].price = low + range * 1.618;
   levels[8].description = "161.8%";
   
   //--- Initialize other fields
   for(int i = 0; i < 9; i++)
   {
      levels[i].is_touched = false;
      levels[i].bounce_count = 0;
   }
}

//+------------------------------------------------------------------+
//| Get multi-timeframe score                                        |
//+------------------------------------------------------------------+
double CTechnicalAnalysisV71::GetMTFScore(string symbol)
{
   double score = 0;
   int aligned = 0;
   
   //--- Check each timeframe
   for(int i = 0; i < ArraySize(m_mtf_data); i++)
   {
      //--- Get trend for timeframe
      int ma_handle = iMA(symbol, m_mtf_data[i].timeframe, 20, 0, MODE_EMA, PRICE_CLOSE);
      double ma_buffer[2];
      
      if(CopyBuffer(ma_handle, 0, 0, 2, ma_buffer) > 0)
      {
         double current_price = iClose(symbol, m_mtf_data[i].timeframe, 0);
         
         //--- Determine trend
         if(current_price > ma_buffer[0] && ma_buffer[0] > ma_buffer[1])
         {
            m_mtf_data[i].trend_direction = 1;
            aligned++;
         }
         else if(current_price < ma_buffer[0] && ma_buffer[0] < ma_buffer[1])
         {
            m_mtf_data[i].trend_direction = -1;
            aligned++;
         }
         else
         {
            m_mtf_data[i].trend_direction = 0;
         }
      }
      
      IndicatorRelease(ma_handle);
   }
   
   //--- Calculate alignment score
   score = (double)aligned / ArraySize(m_mtf_data);
   
   //--- Check if all aligned in same direction
   bool same_direction = true;
   double first_direction = m_mtf_data[0].trend_direction;
   
   for(int i = 1; i < ArraySize(m_mtf_data); i++)
   {
      if(m_mtf_data[i].trend_direction != first_direction)
      {
         same_direction = false;
         break;
      }
   }
   
   if(same_direction && aligned == ArraySize(m_mtf_data))
      score = 1.0;
   
   return score;
}

//+------------------------------------------------------------------+
//| Get pivot points                                                 |
//+------------------------------------------------------------------+
void CTechnicalAnalysisV71::GetPivotPoints(string symbol, double &pp, double &r1, double &r2,
                                          double &r3, double &s1, double &s2, double &s3)
{
   //--- Get previous day's data
   double high = iHigh(symbol, PERIOD_D1, 1);
   double low = iLow(symbol, PERIOD_D1, 1);
   double close = iClose(symbol, PERIOD_D1, 1);
   
   //--- Calculate pivot point
   pp = (high + low + close) / 3;
   
   //--- Calculate support and resistance levels
   r1 = 2 * pp - low;
   s1 = 2 * pp - high;
   
   r2 = pp + (high - low);
   s2 = pp - (high - low);
   
   r3 = high + 2 * (pp - low);
   s3 = low - 2 * (high - pp);
}

//+------------------------------------------------------------------+
//| Get ATR value                                                    |
//+------------------------------------------------------------------+
double CTechnicalAnalysisV71::GetATR(int period, int shift)
{
   double buffer[1];
   if(CopyBuffer(m_atr_handle, 0, shift, 1, buffer) > 0)
      return buffer[0];
   return 0;
}

//+------------------------------------------------------------------+
//| Get symbol-specific ATR                                          |
//+------------------------------------------------------------------+
double CTechnicalAnalysisV71::GetSymbolATR(string symbol, int period)
{
   int handle = iATR(symbol, PERIOD_CURRENT, period);
   if(handle == INVALID_HANDLE)
      return 0;
   
   double buffer[1];
   if(CopyBuffer(handle, 0, 0, 1, buffer) > 0)
   {
      IndicatorRelease(handle);
      return buffer[0];
   }
   
   IndicatorRelease(handle);
   return 0;
}

//+------------------------------------------------------------------+
//| Deinitialize indicators                                          |
//+------------------------------------------------------------------+
void CTechnicalAnalysisV71::Deinitialize()
{
   if(m_atr_handle != INVALID_HANDLE) IndicatorRelease(m_atr_handle);
   if(m_rsi_handle != INVALID_HANDLE) IndicatorRelease(m_rsi_handle);
   if(m_macd_handle != INVALID_HANDLE) IndicatorRelease(m_macd_handle);
   if(m_bb_handle != INVALID_HANDLE) IndicatorRelease(m_bb_handle);
   if(m_adx_handle != INVALID_HANDLE) IndicatorRelease(m_adx_handle);
   if(m_cci_handle != INVALID_HANDLE) IndicatorRelease(m_cci_handle);
   if(m_stoch_handle != INVALID_HANDLE) IndicatorRelease(m_stoch_handle);
   if(m_ichimoku_handle != INVALID_HANDLE) IndicatorRelease(m_ichimoku_handle);
   
   for(int i = 0; i < ArraySize(m_ma_handles); i++)
   {
      if(m_ma_handles[i] != INVALID_HANDLE)
         IndicatorRelease(m_ma_handles[i]);
   }
}

#endif // TECHNICAL_ANALYSIS_V71_MQH