Zenith-FX/FOREX_TRADER/Include/QuantumSignals.mqh

//+------------------------------------------------------------------+
//|                                              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;
   }
};

//+------------------------------------------------------------------+