//+------------------------------------------------------------------+ //| QuantumSignals.mqh | //| Quantum Signal Generation and Analysis | //| Based on IBM Quantum Phase Estimation Concepts | //+------------------------------------------------------------------+ #property copyright "ForexTrader Quantum EA" #property link "https://github.com/simonokwundue-ops/Experienced-FX-Trader" #property version "1.00" #property strict //+------------------------------------------------------------------+ //| Quantum Signal Structure | //+------------------------------------------------------------------+ struct QuantumSignal { double confidence; // Signal confidence (0-100) int direction; // 1=Buy, -1=Sell, 0=Neutral double quantumScore; // Quantum probability score double trendStrength; // Quantum trend strength string binarySequence; // Binary price sequence double probabilityUp; // Probability of upward movement double probabilityDown; // Probability of downward movement int horizonLength; // Prediction horizon length bool isValid; // Signal validity flag }; //+------------------------------------------------------------------+ //| Quantum Signal Generator Class | //+------------------------------------------------------------------+ class CQuantumSignalGenerator { private: string m_symbol; ENUM_TIMEFRAMES m_timeframe; int m_lookbackPeriod; int m_horizonLength; double m_confidenceThreshold; // Binary encoding parameters static const int QUANTUM_BITS = 256; // Quantum simulation parameters (based on IBM article) static const int NUM_QUBITS = 22; static const long QUANTUM_PARAM_A = 70000000; static const long QUANTUM_PARAM_N = 17000000; public: //--- Constructor CQuantumSignalGenerator(string symbol, ENUM_TIMEFRAMES timeframe, int lookback=256, int horizon=10) { m_symbol = symbol; m_timeframe = timeframe; m_lookbackPeriod = lookback; m_horizonLength = horizon; m_confidenceThreshold = 60.0; // Default confidence threshold } //--- Set confidence threshold void SetConfidenceThreshold(double threshold) { m_confidenceThreshold = threshold; } //--- Generate quantum signal QuantumSignal GenerateSignal() { QuantumSignal signal; signal.isValid = false; // Get price data MqlRates rates[]; ArraySetAsSeries(rates, true); int copied = CopyRates(m_symbol, m_timeframe, 0, m_lookbackPeriod, rates); if(copied < m_lookbackPeriod) { Print("QuantumSignals: Failed to copy sufficient price data"); return signal; } // Convert prices to binary sequence signal.binarySequence = PricesToBinary(rates); // Analyze quantum market state QuantumStateAnalysis state = AnalyzeQuantumState(signal.binarySequence); // Calculate quantum probabilities signal.probabilityUp = state.upProbability; signal.probabilityDown = state.downProbability; signal.quantumScore = state.dominantProbability; signal.trendStrength = MathAbs(state.upProbability - state.downProbability); // Determine direction based on quantum analysis if(signal.probabilityUp > signal.probabilityDown && signal.trendStrength > 0.15) // Minimum trend strength 15% { signal.direction = 1; // Buy signal.confidence = signal.quantumScore; } else if(signal.probabilityDown > signal.probabilityUp && signal.trendStrength > 0.15) { signal.direction = -1; // Sell signal.confidence = signal.quantumScore; } else { signal.direction = 0; // Neutral signal.confidence = 0; } signal.horizonLength = m_horizonLength; signal.isValid = (signal.confidence >= m_confidenceThreshold); return signal; } //--- Convert price series to binary sequence string PricesToBinary(const MqlRates &rates[]) { string binary = ""; for(int i = ArraySize(rates) - 2; i >= 0; i--) { // Compare close prices to create binary sequence // 1 = price increased, 0 = price decreased/equal if(rates[i].close > rates[i+1].close) binary += "1"; else binary += "0"; } return binary; } //--- Quantum state analysis structure struct QuantumStateAnalysis { double upProbability; double downProbability; double dominantProbability; int dominantDirection; }; //--- Analyze quantum state (simplified QPE simulation) QuantumStateAnalysis AnalyzeQuantumState(const string binarySequence) { QuantumStateAnalysis state; // Count ones and zeros in binary sequence int ones = 0; int zeros = 0; int length = StringLen(binarySequence); for(int i = 0; i < length; i++) { if(StringGetCharacter(binarySequence, i) == '1') ones++; else zeros++; } // Calculate base probabilities double baseUpProb = (double)ones / length; double baseDownProb = (double)zeros / length; // Apply quantum-inspired weighting (recent data more important) double weightedUp = 0; double weightedDown = 0; double totalWeight = 0; for(int i = 0; i < length; i++) { // Exponential decay weighting (more recent = higher weight) double weight = MathExp(-0.01 * (length - i - 1)); totalWeight += weight; if(StringGetCharacter(binarySequence, i) == '1') weightedUp += weight; else weightedDown += weight; } // Normalize weighted probabilities state.upProbability = weightedUp / totalWeight; state.downProbability = weightedDown / totalWeight; // Add quantum coherence factor (simulates quantum superposition effects) double coherenceFactor = CalculateCoherenceFactor(binarySequence); // Apply coherence to enhance dominant probability if(state.upProbability > state.downProbability) { state.dominantProbability = state.upProbability * (1.0 + coherenceFactor * 0.2); state.dominantDirection = 1; } else { state.dominantProbability = state.downProbability * (1.0 + coherenceFactor * 0.2); state.dominantDirection = -1; } // Normalize to percentage state.dominantProbability = MathMin(state.dominantProbability * 100, 100.0); return state; } //--- Calculate quantum coherence factor double CalculateCoherenceFactor(const string binarySequence) { int length = StringLen(binarySequence); if(length < 2) return 0; // Count consecutive patterns (coherence indicator) int consecutivePatterns = 0; int maxConsecutive = 0; int currentConsecutive = 1; for(int i = 1; i < length; i++) { if(StringGetCharacter(binarySequence, i) == StringGetCharacter(binarySequence, i-1)) { currentConsecutive++; } else { if(currentConsecutive > maxConsecutive) maxConsecutive = currentConsecutive; currentConsecutive = 1; } } if(currentConsecutive > maxConsecutive) maxConsecutive = currentConsecutive; // Coherence factor based on pattern consistency // Higher consecutive patterns = higher coherence double coherence = (double)maxConsecutive / length; return MathMin(coherence, 1.0); } //--- Calculate quantum signal score combining multiple factors double CalculateQuantumScore(const QuantumSignal &signal, double classicalScore) { // Weighted combination of quantum and classical signals double quantumWeight = 0.6; // 60% quantum, 40% classical double classicalWeight = 0.4; // Quantum component double quantumComponent = signal.quantumScore * signal.trendStrength; // Combined score double combinedScore = (quantumComponent * quantumWeight + classicalScore * classicalWeight); return MathMin(combinedScore, 100.0); } //--- Get recent price volatility (for risk adjustment) double GetRecentVolatility() { double atr[]; ArraySetAsSeries(atr, true); int atrHandle = iATR(m_symbol, m_timeframe, 14); if(atrHandle == INVALID_HANDLE) return 0; if(CopyBuffer(atrHandle, 0, 0, 1, atr) <= 0) { IndicatorRelease(atrHandle); return 0; } double volatility = atr[0]; IndicatorRelease(atrHandle); return volatility; } }; //+------------------------------------------------------------------+ //| Quantum-Enhanced Multi-Strategy Signal Combiner | //+------------------------------------------------------------------+ class CQuantumMultiStrategy { private: CQuantumSignalGenerator *m_quantumGen; public: //--- Constructor CQuantumMultiStrategy(string symbol, ENUM_TIMEFRAMES timeframe) { m_quantumGen = new CQuantumSignalGenerator(symbol, timeframe); } //--- Destructor ~CQuantumMultiStrategy() { if(CheckPointer(m_quantumGen) == POINTER_DYNAMIC) delete m_quantumGen; } //--- Combine quantum and classical signals double CombineSignals(double maScore, double rsiScore, double bbScore, double macdScore) { // Get quantum signal QuantumSignal qSignal = m_quantumGen.GenerateSignal(); if(!qSignal.isValid) return 0; // Calculate classical composite score double classicalScore = (maScore + rsiScore + bbScore + macdScore) / 4.0; // Combine with quantum analysis double finalScore = m_quantumGen.CalculateQuantumScore(qSignal, classicalScore); return finalScore; } //--- Get quantum signal direction int GetQuantumDirection() { QuantumSignal signal = m_quantumGen.GenerateSignal(); return signal.direction; } //--- Get quantum confidence double GetQuantumConfidence() { QuantumSignal signal = m_quantumGen.GenerateSignal(); return signal.confidence; } }; //+------------------------------------------------------------------+