Warrior_EA/CustomIndicators/ADWyckoffSignificantBarInversion.mq5

//+------------------------------------------------------------------+
//|                          ADWyckoffSignificantBarInversion.mq5    |
//|     Standalone significant-bar quality and movement inversion    |
//+------------------------------------------------------------------+
#property copyright "AD Institutional Indicators"
#property link      ""
#property version   "1.00"
#property description "Wyckoff significant bar + control flip"
#property indicator_separate_window
#property indicator_buffers 5
#property indicator_plots   5

#property indicator_label1  "SignificantBarQuality"
#property indicator_type1   DRAW_LINE
#property indicator_color1  clrGold
#property indicator_width1  1

#property indicator_label2  "BullishSignificantBar"
#property indicator_type2   DRAW_LINE
#property indicator_color2  clrLime
#property indicator_width2  1

#property indicator_label3  "BearishSignificantBar"
#property indicator_type3   DRAW_LINE
#property indicator_color3  clrRed
#property indicator_width3  1

#property indicator_label4  "BullishControlFlip"
#property indicator_type4   DRAW_LINE
#property indicator_color4  clrAqua
#property indicator_width4  1

#property indicator_label5  "BearishControlFlip"
#property indicator_type5   DRAW_LINE
#property indicator_color5  clrOrange
#property indicator_width5  1

input int    InpLookback          = 50;
input double InpRangeSignificant  = 1.2;
input double InpVolumeHigh        = 1.5;
input double InpATR               = 0.5;
input int    InpContextMode       = 0;    // 0=FixedBars, 1=Session
input int    InpSessionType       = 5;    // 1..10
input int    InpSessionCount      = 1;    // 1..20

double BufQuality[];
double BufBullSig[];
double BufBearSig[];
double BufBullFlip[];
double BufBearFlip[];

int ExtLookback;
double ExtRangeSignificant;
double ExtVolumeHigh;
double ExtATR;
int ExtContextMode;
int ExtSessionType;
int ExtSessionCount;

bool ExtHasBull = false;
bool ExtHasBear = false;
double ExtLastBullHigh = 0.0;
double ExtLastBullLow = 0.0;
double ExtLastBearHigh = 0.0;
double ExtLastBearLow = 0.0;

int IsPreviousSessionTypeMT5(const int sessionType)
{
   return (sessionType >= 1 && sessionType <= 4);
}

int IsZigZagSessionTypeMT5(const int sessionType)
{
   return (sessionType == 9 || sessionType == 10);
}

int MapBaseCalendarTypeMT5(const int sessionType)
{
   if(sessionType == 1 || sessionType == 5) return 1;
   if(sessionType == 2 || sessionType == 6) return 2;
   if(sessionType == 3 || sessionType == 7) return 3;
   if(sessionType == 4 || sessionType == 8) return 4;
   return 1;
}

datetime DayStartMT5(const datetime t)
{
   MqlDateTime dt;
   TimeToStruct(t, dt);
   dt.hour = 0;
   dt.min = 0;
   dt.sec = 0;
   return StructToTime(dt);
}

datetime AddMonthsSafeMT5(const datetime t, const int months)
{
   MqlDateTime dt;
   TimeToStruct(t, dt);

   int m = dt.mon + months;
   while(m > 12)
   {
      m -= 12;
      dt.year++;
   }
   while(m < 1)
   {
      m += 12;
      dt.year--;
   }

   dt.mon = m;
   dt.day = 1;
   dt.hour = 0;
   dt.min = 0;
   dt.sec = 0;
   return StructToTime(dt);
}

datetime ResolveCalendarContextStartMT5(const datetime currentTime)
{
   int st = ExtSessionType;
   int baseType = MapBaseCalendarTypeMT5(st);
   datetime currentStart = DayStartMT5(currentTime);

   if(baseType == 2)
   {
      MqlDateTime w;
      TimeToStruct(currentStart, w);
      int dow = w.day_of_week;
      int back = (dow == 0) ? 6 : (dow - 1);
      currentStart -= (datetime)(back * 86400);
   }
   else if(baseType == 3)
   {
      MqlDateTime m;
      TimeToStruct(currentStart, m);
      m.day = 1;
      m.hour = 0;
      m.min = 0;
      m.sec = 0;
      currentStart = StructToTime(m);
   }
   else if(baseType == 4)
   {
      MqlDateTime y;
      TimeToStruct(currentStart, y);
      y.mon = 1;
      y.day = 1;
      y.hour = 0;
      y.min = 0;
      y.sec = 0;
      currentStart = StructToTime(y);
   }

   int shift = IsPreviousSessionTypeMT5(st) ? -ExtSessionCount : -(ExtSessionCount - 1);

   if(baseType == 1)
      return currentStart + (datetime)(shift * 86400);
   if(baseType == 2)
      return currentStart + (datetime)(shift * 7 * 86400);
   if(baseType == 3)
      return AddMonthsSafeMT5(currentStart, shift);

   return AddMonthsSafeMT5(currentStart, shift * 12);
}

void ResetState()
{
   ExtHasBull = false;
   ExtHasBear = false;
   ExtLastBullHigh = 0.0;
   ExtLastBullLow = 0.0;
   ExtLastBearHigh = 0.0;
   ExtLastBearLow = 0.0;
}

void OnInit()
{
   ExtLookback = (int)MathMax(5, MathMin(200, InpLookback));
   ExtRangeSignificant = MathMax(0.5, MathMin(3.0, InpRangeSignificant));
   ExtVolumeHigh = MathMax(0.5, MathMin(3.0, InpVolumeHigh));
   ExtATR = MathMax(0.1, MathMin(3.0, InpATR));
   ExtContextMode = (InpContextMode == 1) ? 1 : 0;
   ExtSessionType = (int)MathMax(1, MathMin(10, InpSessionType));
   ExtSessionCount = (int)MathMax(1, MathMin(20, InpSessionCount));

   SetIndexBuffer(0, BufQuality, INDICATOR_DATA);
   SetIndexBuffer(1, BufBullSig, INDICATOR_DATA);
   SetIndexBuffer(2, BufBearSig, INDICATOR_DATA);
   SetIndexBuffer(3, BufBullFlip, INDICATOR_DATA);
   SetIndexBuffer(4, BufBearFlip, INDICATOR_DATA);

   ArraySetAsSeries(BufQuality, true);
   ArraySetAsSeries(BufBullSig, true);
   ArraySetAsSeries(BufBearSig, true);
   ArraySetAsSeries(BufBullFlip, true);
   ArraySetAsSeries(BufBearFlip, true);

   PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, ExtLookback);
   PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, ExtLookback);
   PlotIndexSetInteger(2, PLOT_DRAW_BEGIN, ExtLookback);
   PlotIndexSetInteger(3, PLOT_DRAW_BEGIN, ExtLookback);
   PlotIndexSetInteger(4, PLOT_DRAW_BEGIN, ExtLookback);

   IndicatorSetInteger(INDICATOR_DIGITS, 3);
   IndicatorSetString(INDICATOR_SHORTNAME, "WYSB(" + IntegerToString(ExtLookback) + ")");

   ResetState();
}

void OnDeinit(const int reason)
{
}

int ResolveMaxShift(const int i, const int rates_total, const datetime &time[])
{
   int available = rates_total - 1 - i;
   if(available <= 0)
      return 0;

   if(ExtContextMode != 1)
      return MathMin(available, ExtLookback - 1);

   if(IsZigZagSessionTypeMT5(ExtSessionType))
      return MathMin(available, ExtLookback * ExtSessionCount - 1);

   datetime start = ResolveCalendarContextStartMT5(time[i]);
   int maxShift = 0;
   for(int s = 0; s <= available; s++)
   {
      int idx = i + s;
      if(time[idx] < start)
         break;
      maxShift = s;
   }
   return MathMax(0, maxShift);
}

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 < 20)
      return 0;

   ArraySetAsSeries(time, true);
   ArraySetAsSeries(open, true);
   ArraySetAsSeries(high, true);
   ArraySetAsSeries(low, true);
   ArraySetAsSeries(close, true);
   ArraySetAsSeries(tick_volume, true);

   ResetState();
   ArrayInitialize(BufQuality, 0.0);
   ArrayInitialize(BufBullSig, 0.0);
   ArrayInitialize(BufBearSig, 0.0);
   ArrayInitialize(BufBullFlip, 0.0);
   ArrayInitialize(BufBearFlip, 0.0);

   int startBar = rates_total - 1;

   for(int i = startBar; i >= 0 && !IsStopped(); i--)
   {
      int maxShift = ResolveMaxShift(i, rates_total, time);
      if(maxShift < 1)
      {
         BufQuality[i] = 0.0;
         continue;
      }

      double sumRange = 0.0;
      double sumVol = 0.0;
      int n = 0;
      for(int s = 0; s <= maxShift; s++)
      {
         int idx = i + s;
         double r = high[idx] - low[idx];
         double v = MathMax((double)tick_volume[idx], 1.0);
         sumRange += MathMax(r, 0.000001);
         sumVol += v;
         n++;
      }
      if(n <= 0)
         continue;

      double avgRange = sumRange / n;
      double avgVol = sumVol / n;
      if(avgRange <= 0.0 || avgVol <= 0.0)
         continue;

      double barRange = MathMax(high[i] - low[i], 0.000001);
      double barVol = MathMax((double)tick_volume[i], 1.0);
      double closePos = (close[i] - low[i]) / barRange;
      if(closePos < 0.0) closePos = 0.0;
      if(closePos > 1.0) closePos = 1.0;

      double rangeRatio = barRange / avgRange;
      double volRatio = barVol / avgVol;

      int available = rates_total - 1 - i;
      int atrN = MathMin(14, available);
      if(atrN <= 0)
         atrN = 1;
      double sumTR = 0.0;
      for(int t = 0; t < atrN; t++)
      {
         int idx = i + t;
         double h = high[idx];
         double l = low[idx];
         double pc = (idx + 1 < rates_total) ? close[idx + 1] : close[idx];
         double tr = MathMax(h - l, MathMax(MathAbs(h - pc), MathAbs(l - pc)));
         sumTR += tr;
      }
      double atr = sumTR / atrN;
      double atrRatio = barRange / MathMax(atr * ExtATR, 0.000001);

      double fallbackResistance = (i + 1 < rates_total) ? high[i + 1] : high[i];
      double fallbackSupport = (i + 1 < rates_total) ? low[i + 1] : low[i];
      double priorResistance = ExtHasBear ? ExtLastBearHigh : fallbackResistance;
      double priorSupport = ExtHasBull ? ExtLastBullLow : fallbackSupport;
      bool bullStructuralBreak = (close[i] > priorResistance && high[i] > priorResistance);
      bool bearStructuralBreak = (close[i] < priorSupport && low[i] < priorSupport);

      bool bullSig = (rangeRatio >= ExtRangeSignificant && volRatio >= ExtVolumeHigh && closePos >= 0.70 && close[i] > open[i] && atrRatio >= 1.0 && bullStructuralBreak);
      bool bearSig = (rangeRatio >= ExtRangeSignificant && volRatio >= ExtVolumeHigh && closePos <= 0.30 && close[i] < open[i] && atrRatio >= 1.0 && bearStructuralBreak);

      double bullScore = ((rangeRatio / ExtRangeSignificant) + (volRatio / ExtVolumeHigh) + closePos) / 3.0;
      double bearScore = ((rangeRatio / ExtRangeSignificant) + (volRatio / ExtVolumeHigh) + (1.0 - closePos)) / 3.0;
      if(bullScore < 0.0) bullScore = 0.0;
      if(bearScore < 0.0) bearScore = 0.0;
      if(bullScore > 2.0) bullScore = 2.0;
      if(bearScore > 2.0) bearScore = 2.0;

      double quality = 0.0;
      if(bullSig) quality = bullScore;
      else if(bearSig) quality = -bearScore;

      if(bullSig)
      {
         ExtHasBull = true;
         ExtLastBullHigh = high[i];
         ExtLastBullLow = low[i];
      }
      if(bearSig)
      {
         ExtHasBear = true;
         ExtLastBearHigh = high[i];
         ExtLastBearLow = low[i];
      }

      double prevClose = (i + 1 < rates_total) ? close[i + 1] : close[i];
      bool bullFlip = (ExtHasBear && prevClose <= ExtLastBearHigh && close[i] > ExtLastBearHigh);
      bool bearFlip = (ExtHasBull && prevClose >= ExtLastBullLow && close[i] < ExtLastBullLow);

      // Normalize: guard against NaN/Inf from edge-case inputs
      if(!MathIsValidNumber(quality)) quality = 0.0;

      BufQuality[i] = quality;
      BufBullSig[i] = bullSig ? 1.0 : 0.0;
      BufBearSig[i] = bearSig ? 1.0 : 0.0;
      BufBullFlip[i] = bullFlip ? 1.0 : 0.0;
      BufBearFlip[i] = bearFlip ? 1.0 : 0.0;
   }

   return rates_total;
}