360 行
12 KiB
MQL5
360 行
12 KiB
MQL5
//+------------------------------------------------------------------+
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//| QuantumAnalysis.mqh |
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//| Quantum Market State Analysis |
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//| Based on Quantum Phase Estimation (QPE) Theory |
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//+------------------------------------------------------------------+
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#property copyright "ForexTrader Quantum EA"
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#property link "https://github.com/simonokwundue-ops/Experienced-FX-Trader"
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#property version "1.00"
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#property strict
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//+------------------------------------------------------------------+
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//| Quantum Market State Structure |
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//+------------------------------------------------------------------+
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struct QuantumMarketState
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{
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double probabilityMatrix[10]; // Probability distribution for next 10 candles
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double trendConfidence; // Overall trend confidence
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int dominantTrend; // 1=Bull, -1=Bear, 0=Neutral
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double quantumEntropy; // Market uncertainty measure
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string stateDescription; // Human-readable state
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bool isStrongTrend; // Strong trend indicator
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datetime analysisTime; // Time of analysis
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};
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//+------------------------------------------------------------------+
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//| Quantum Phase Estimation Simulator Class |
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//+------------------------------------------------------------------+
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class CQuantumPhaseEstimator
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{
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private:
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// Quantum circuit parameters (from IBM article)
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static const int DEFAULT_QUBITS = 22;
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static const int SHOTS = 3000; // Number of quantum measurements
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// Market analysis parameters
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static const int PRICE_HISTORY = 256; // 2^8 for quantum efficiency
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string m_symbol;
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ENUM_TIMEFRAMES m_timeframe;
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public:
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//--- Constructor
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CQuantumPhaseEstimator(string symbol, ENUM_TIMEFRAMES timeframe)
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{
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m_symbol = symbol;
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m_timeframe = timeframe;
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}
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//--- Analyze current market state using quantum concepts
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QuantumMarketState AnalyzeMarketState(int horizonLength = 10)
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{
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QuantumMarketState state;
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state.analysisTime = TimeCurrent();
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ArrayInitialize(state.probabilityMatrix, 0);
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// Get historical price data
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MqlRates rates[];
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ArraySetAsSeries(rates, true);
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int copied = CopyRates(m_symbol, m_timeframe, 0, PRICE_HISTORY, rates);
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if(copied < PRICE_HISTORY)
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{
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Print("QuantumAnalysis: Insufficient price data");
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state.trendConfidence = 0;
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state.dominantTrend = 0;
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state.isStrongTrend = false;
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return state;
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}
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// Encode prices to binary (quantum state preparation)
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string binarySequence = EncodePricesToBinary(rates);
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// Simulate quantum phase estimation
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double quantumProbs[] = SimulateQPE(binarySequence, horizonLength);
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// Build probability matrix for future candles
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for(int i = 0; i < horizonLength && i < 10; i++)
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{
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state.probabilityMatrix[i] = quantumProbs[i];
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}
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// Calculate trend metrics
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double avgUpProb = 0;
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for(int i = 0; i < horizonLength; i++)
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{
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avgUpProb += quantumProbs[i];
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}
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avgUpProb /= horizonLength;
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// Determine dominant trend
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if(avgUpProb > 0.60) // 60% threshold for bullish
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{
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state.dominantTrend = 1;
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state.trendConfidence = avgUpProb * 100;
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state.stateDescription = "Strong Bullish Quantum State";
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state.isStrongTrend = (avgUpProb > 0.65);
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}
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else if(avgUpProb < 0.40) // 40% threshold for bearish
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{
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state.dominantTrend = -1;
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state.trendConfidence = (1.0 - avgUpProb) * 100;
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state.stateDescription = "Strong Bearish Quantum State";
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state.isStrongTrend = (avgUpProb < 0.35);
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}
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else
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{
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state.dominantTrend = 0;
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state.trendConfidence = 50.0;
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state.stateDescription = "Neutral/Ranging Quantum State";
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state.isStrongTrend = false;
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}
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// Calculate quantum entropy (uncertainty measure)
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state.quantumEntropy = CalculateQuantumEntropy(quantumProbs, horizonLength);
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return state;
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}
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//--- Encode price movements to binary string
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string EncodePricesToBinary(const MqlRates &rates[])
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{
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string binary = "";
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int size = ArraySize(rates);
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for(int i = size - 2; i >= 0; i--)
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{
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// 1 if price increased, 0 if decreased
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binary += (rates[i].close > rates[i+1].close) ? "1" : "0";
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}
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return binary;
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}
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//--- Simulate Quantum Phase Estimation algorithm
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double[] SimulateQPE(const string binarySequence, int horizonLength)
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{
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double probabilities[];
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ArrayResize(probabilities, horizonLength);
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int seqLength = StringLen(binarySequence);
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if(seqLength == 0)
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{
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ArrayInitialize(probabilities, 0.5);
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return probabilities;
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}
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// Analyze historical patterns using quantum-inspired approach
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for(int h = 0; h < horizonLength; h++)
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{
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double upWeight = 0;
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double downWeight = 0;
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double totalWeight = 0;
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// Scan for patterns with exponential time decay
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for(int i = 0; i < seqLength; i++)
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{
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// Recent data has higher weight (quantum superposition effect)
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double timeWeight = MathExp(-0.005 * (seqLength - i));
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// Position weight (simulate quantum phase)
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double phaseWeight = 1.0 + 0.3 * MathSin(2 * M_PI * i / seqLength);
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double combinedWeight = timeWeight * phaseWeight;
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totalWeight += combinedWeight;
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if(StringGetCharacter(binarySequence, i) == '1')
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upWeight += combinedWeight;
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else
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downWeight += combinedWeight;
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}
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// Calculate probability with quantum interference effect
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double baseProb = upWeight / totalWeight;
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// Add quantum interference pattern
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double interference = 0.05 * MathSin(2 * M_PI * h / horizonLength);
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// Apply momentum factor (recent trend influence)
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double momentum = CalculateMomentumFactor(binarySequence, 20);
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// Combine all quantum effects
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probabilities[h] = baseProb + interference + momentum * 0.1;
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// Clamp to valid probability range
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probabilities[h] = MathMax(0.0, MathMin(1.0, probabilities[h]));
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}
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return probabilities;
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}
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//--- Calculate momentum factor from recent price action
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double CalculateMomentumFactor(const string binarySequence, int lookback)
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{
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int length = StringLen(binarySequence);
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if(length < lookback) lookback = length;
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int recentOnes = 0;
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// Count 1s in recent data
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for(int i = 0; i < lookback; i++)
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{
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if(StringGetCharacter(binarySequence, i) == '1')
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recentOnes++;
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}
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// Calculate momentum: -0.5 (strong down) to +0.5 (strong up)
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double momentum = ((double)recentOnes / lookback - 0.5);
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return momentum;
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}
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//--- Calculate quantum entropy (uncertainty measure)
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double CalculateQuantumEntropy(const double &probabilities[], int length)
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{
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double entropy = 0;
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for(int i = 0; i < length; i++)
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{
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double p = probabilities[i];
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// Shannon entropy with quantum correction
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if(p > 0 && p < 1)
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{
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entropy += -(p * MathLog(p) + (1-p) * MathLog(1-p));
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}
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}
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// Normalize entropy
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if(length > 0)
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entropy /= length;
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return entropy;
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}
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//--- Multi-timeframe quantum analysis
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bool ConfirmTrendAcrossTimeframes(ENUM_TIMEFRAMES tf1, ENUM_TIMEFRAMES tf2,
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ENUM_TIMEFRAMES tf3)
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{
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// Analyze each timeframe
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CQuantumPhaseEstimator qpe1(m_symbol, tf1);
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CQuantumPhaseEstimator qpe2(m_symbol, tf2);
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CQuantumPhaseEstimator qpe3(m_symbol, tf3);
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QuantumMarketState state1 = qpe1.AnalyzeMarketState();
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QuantumMarketState state2 = qpe2.AnalyzeMarketState();
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QuantumMarketState state3 = qpe3.AnalyzeMarketState();
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// Require at least 2 out of 3 timeframes to agree
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int bullCount = 0;
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int bearCount = 0;
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if(state1.dominantTrend == 1) bullCount++;
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else if(state1.dominantTrend == -1) bearCount++;
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if(state2.dominantTrend == 1) bullCount++;
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else if(state2.dominantTrend == -1) bearCount++;
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if(state3.dominantTrend == 1) bullCount++;
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else if(state3.dominantTrend == -1) bearCount++;
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return (bullCount >= 2 || bearCount >= 2);
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}
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//--- Get quantum trend strength (0-100)
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double GetQuantumTrendStrength()
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{
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QuantumMarketState state = AnalyzeMarketState();
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return state.trendConfidence;
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}
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//--- Check if quantum state supports trade direction
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bool QuantumStateSupportsDirection(int direction)
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{
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QuantumMarketState state = AnalyzeMarketState();
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if(direction > 0) // Buy
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return (state.dominantTrend == 1 && state.trendConfidence > 60);
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else if(direction < 0) // Sell
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return (state.dominantTrend == -1 && state.trendConfidence > 60);
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return false;
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}
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};
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//+------------------------------------------------------------------+
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//| Quantum Market Pattern Detector |
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//+------------------------------------------------------------------+
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class CQuantumPatternDetector
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{
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private:
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string m_symbol;
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ENUM_TIMEFRAMES m_timeframe;
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public:
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//--- Constructor
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CQuantumPatternDetector(string symbol, ENUM_TIMEFRAMES timeframe)
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{
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m_symbol = symbol;
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m_timeframe = timeframe;
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}
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//--- Detect quantum reversal pattern
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bool DetectQuantumReversal()
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{
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MqlRates rates[];
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ArraySetAsSeries(rates, true);
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if(CopyRates(m_symbol, m_timeframe, 0, 50, rates) < 50)
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return false;
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// Analyze recent price structure
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double recentHigh = rates[iHighest(m_symbol, m_timeframe, MODE_HIGH, 20, 0)].high;
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double recentLow = rates[iLowest(m_symbol, m_timeframe, MODE_LOW, 20, 0)].low;
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double currentPrice = rates[0].close;
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// Check for reversal conditions using quantum-inspired logic
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double pricePosition = (currentPrice - recentLow) / (recentHigh - recentLow);
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// Quantum probability distribution suggests reversal zones
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// Near extremes (>0.85 or <0.15) have higher reversal probability
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if(pricePosition > 0.85 || pricePosition < 0.15)
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{
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// Additional confirmation from momentum
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CQuantumPhaseEstimator qpe(m_symbol, m_timeframe);
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QuantumMarketState state = qpe.AnalyzeMarketState();
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// High entropy suggests uncertainty/potential reversal
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if(state.quantumEntropy > 0.6)
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return true;
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}
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return false;
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}
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//--- Detect quantum breakout pattern
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bool DetectQuantumBreakout()
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{
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CQuantumPhaseEstimator qpe(m_symbol, m_timeframe);
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QuantumMarketState state = qpe.AnalyzeMarketState();
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// Strong trend + low entropy = high confidence breakout
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return (state.isStrongTrend && state.quantumEntropy < 0.4);
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}
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//--- Get optimal entry timing based on quantum analysis
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bool IsOptimalEntryTime()
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{
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CQuantumPhaseEstimator qpe(m_symbol, m_timeframe);
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QuantumMarketState state = qpe.AnalyzeMarketState();
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// Optimal entry: clear trend + moderate confidence + low entropy
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bool hasClearTrend = (state.dominantTrend != 0);
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bool hasConfidence = (state.trendConfidence > 60);
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bool hasLowUncertainty = (state.quantumEntropy < 0.5);
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return (hasClearTrend && hasConfidence && hasLowUncertainty);
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}
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};
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//+------------------------------------------------------------------+
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