MnQInvestmentDevelopment/MnQInvestment/00_StrategyswithSimon/DerSteinDerWeißenVersuch3.mq5

<EFBFBD><EFBFBD>#property copyright "Copyright 2023, M & Q Investment Group"
#property link      "https://www.mql5.com"
#property version   "1.00"

#include <trade/trade.mqh>
CTrade trade;

input int RangeMinutes = 5;

#define StreaksIndex 6

double ClosingValues[];
double ClosingDiffToLast[];

//Streakcounter Dim1: Streaks, Dim2: StreakValueIdentifier Dim3: 0 - Positiv, 1 - Negativ
int Streaks[StreaksIndex][StreaksIndex][2];

int Debugprint = 1;

//FUNCTION CHECK FOR NEW CANDLE
bool CheckfornewCandle (int CandleNumber)
   {
      
   static int LastCandleNumber;
   
   bool IsNewCandle= false;
   
   if (CandleNumber>LastCandleNumber)
      {
      
      IsNewCandle = true;
      
      LastCandleNumber = CandleNumber;
      
      Print("New Candle",
            "\nLastOpenTime: ",iTime(_Symbol,PERIOD_CURRENT,1),
            "\nLastOpen: ",iOpen(_Symbol,PERIOD_CURRENT,1),
            "\nLastClose: ",iClose(_Symbol,PERIOD_CURRENT,1));
      
            
      }
    return IsNewCandle;
   
   }



int OnInit()
  {
   
   //INIT CLOSINGVALUES ARRAY
   ArrayResize(ClosingValues,RangeMinutes + 1);
   ArraySetAsSeries(ClosingValues,true);
   int ClosingValuesSize = ArraySize(ClosingValues);
   
   for(int i = 0; i < ClosingValuesSize; i++)
   {
   
      int Candleiterator = i + 1;
      
      ClosingValues[i] = iClose(_Symbol,PERIOD_M1,Candleiterator); 
   
   }
   
   //INIT DIFF ARRAY
   ArrayResize(ClosingDiffToLast,RangeMinutes);
   ArraySetAsSeries(ClosingDiffToLast,true); 
   int ClosingDiffToLastSize = ArraySize(ClosingDiffToLast);
   
   for(int i = 0; i < ClosingDiffToLastSize; i++)
   {

      ClosingDiffToLast[i] = ClosingValues[i] - ClosingValues[i+1];
   
   }
   
   //INIT STREAKCOUNTER
   ArrayFill(Streaks,0,ArraySize(Streaks),0);
   int StreaksSize1D = ArraySize(Streaks) / StreaksIndex;
   ClosingDiffToLastSize = ArraySize(ClosingDiffToLast);
   
   if (ClosingDiffToLastSize < StreaksSize1D)
   {
      
      int StreakCounter = 0;
      int CurrentStreakPos1Neg2Null0 = 0;
      int StreakDepth;
      
      for(int i = ClosingDiffToLastSize - 1 ; i > -1 ; i--)
      {

         //IDENTIFY DIRECTION
         
         //DIRECTION POSITIVE
         if(ClosingDiffToLast[i] > 0)
         {
            
            if (CurrentStreakPos1Neg2Null0 == 1)
            {
               StreakCounter = StreakCounter + 1;
            }
            else
            {
               StreakCounter = 1;
            }
            
            Streaks[StreakCounter][0][0] = Streaks[StreakCounter][0][0] + 1;
            
            StreakDepth = Streaks[StreakCounter][0][0];
            
            Streaks[StreakCounter][StreakDepth][0] = i + 1; // 1 ADDED SO ALL IDENTIFIERS ARE > 0  => SO ALL 0 = EMPTY
            
            CurrentStreakPos1Neg2Null0 = 1;
         
         }
         
         //DIRECTION NEGATIVE
         else if (ClosingDiffToLast[i] < 0)
         {
            
            if (CurrentStreakPos1Neg2Null0 == 2)
            {
               StreakCounter = StreakCounter + 1;
            }
            else
            {
               StreakCounter = 1;
            }
            
            Streaks[StreakCounter][0][1] = Streaks[StreakCounter][0][1] + 1;
            
            StreakDepth = Streaks[StreakCounter][0][1];
            
            Streaks[StreakCounter][StreakDepth][1] = i + 1; // 1 ADDED SO ALL IDENTIFIERS ARE > 0  => SO ALL 0 = EMPTY
            
            CurrentStreakPos1Neg2Null0 = 2;

         }
         
         //DIRECTION 0
         else if (ClosingDiffToLast[i] == 0)
         {
         
            CurrentStreakPos1Neg2Null0 = 0; 
         
         }        
         
      }
   
   
      
      
   } 
   /*else 
   {
      
      Print("Initialization failed. Range of Minutes is to high! Please Correct Input or modifiy StreakIndex value.");
      return(INIT_FAILED);
      
   }*/
      for(int i = 0; i < ClosingDiffToLastSize; i++)
   {
   
      Print("Closingwert: ",NormalizeDouble(ClosingValues[i],_Digits),
            "\n---Difference to last: ",NormalizeDouble(ClosingDiffToLast[i],_Digits));
            
   }
      
      
      
      for(int i = 0; i < StreaksIndex; i++)
   {
   
      Print("\n---StreakNeg: Streak",i," ", Streaks[i][0][1],"ID`s of Streak:", Streaks[i][1][1], Streaks[i][2][1], Streaks[i][3][1], Streaks[i][4][1], Streaks[i][5][1],
            "\n---StreakPos: Streak",i," ", Streaks[i][0][0],"ID`s of Streak:", Streaks[i][1][0], Streaks[i][2][0], Streaks[i][3][0], Streaks[i][4][0], Streaks[i][5][0]);
            
   }
   return(INIT_SUCCEEDED);
  }

void OnTick()
  {
  
  
  //CHECK FOR NEW CANDLE
  int CandleNumber = Bars(_Symbol,_Period);
   
  bool NewCandleAppeared;
   
  NewCandleAppeared = CheckfornewCandle(CandleNumber);
  
  
  //---- MAIN ---- NEW CANDLE => DO SOMETHING ---
  if (NewCandleAppeared)
   {
      //GET LAST CLOSING
      double NewLastClosing = iClose(_Symbol,PERIOD_M1,1);
      
      //SHIFT DIFFERENCE ARRAYS
      int ClosingValuesSize = ArraySize(ClosingValues);
      ArrayCopy(ClosingValues, ClosingValues, 1, 0, ClosingValuesSize - 1);
      
      int ClosingDiffToLastSize = ArraySize(ClosingDiffToLast);
      ArrayCopy(ClosingDiffToLast, ClosingDiffToLast, 1, 0, ClosingDiffToLastSize - 1);
      
      //INSERT NEW VALUES
      ClosingValues[0] = NewLastClosing;
      
      ClosingDiffToLast[0] = NewLastClosing - ClosingValues[1];
      
      
      /*DEBUGPRINT
      if(Debugprint == 1)
      {
         Print("---------------------------");
         for(int i = 0; i < ClosingDiffToLastSize; i++)
         {
   
            Print(
                  "Closingwert: ",NormalizeDouble(ClosingValues[i],_Digits),
                  "    Difference to last: ",NormalizeDouble(ClosingDiffToLast[i],_Digits));
   
         }
         Debugprint = 2;
      }
      */
      
      //SHIFT ARRAYS STREAK
      ClosingDiffToLastSize = ArraySize(ClosingDiffToLast);
      
      int CurrentCellValue;
      
      //FIND AND DELETE LAST STREAK VALUE
         for(int c = 0; c < StreaksIndex; c++)
         {
            for(int d = 0; d < StreaksIndex; d++)
            {
               for(int f = 0; f < 2; f++)
               {
                  CurrentCellValue = Streaks[c][d][f];
                  
                  if(CurrentCellValue == ClosingDiffToLastSize && d != 0)
                  {
                     Streaks[c][d][f] = 0;
                     Streaks[c][0][f] = Streaks[c][0][f] - 1;
                     Print("----Deleted Streaks",c,d,f,"---- Streak - 1: ",Streaks[c][0][f]);
                  }            
               }     
            }
          }

      //SHIFT STREAK ARRAY IDENTIFIER
      
      for(int i = 0; i < StreaksIndex; i++)
      {
         for(int j = 0; j < StreaksIndex; j++)
         {
            for(int k = 0; k < 2; k++)
            {
               CurrentCellValue = Streaks[i][j][k];
               
               if(j != 0 && CurrentCellValue != 0)
               {
                  Streaks[i][j][k] = Streaks[i][j][k] + 1;

               }            
            }     
         }
       }      
      
      //ADD NEW VALUE
      bool Filled = false;
      
      if(ClosingDiffToLast[0] != 0)
      {
         for(int i = 0; i < StreaksIndex; i++)
         {
            for(int j = 0; j < StreaksIndex; j++)
            {
               for(int k = 0; k < 2; k++)
               {
                  CurrentCellValue = Streaks[i][j][k];
                  
                  //IDENTIFIY BEGINNING
                  if(i != 0 && CurrentCellValue == 2)
                  {                  
                     
                     //FURTHER NEGATIVE STREAK
                     if(ClosingDiffToLast[0] < 0 && k == 1)
                     {
                     
                        Streaks[i+1][0][k] = Streaks[i+1][0][k] + 1;

                        
                        for(int l = 1; l < StreaksIndex; l++)
                        {
                           if(Streaks[i+1][l][k] == 0 && Filled == false)
                           {
                              Streaks[i+1][l][k] = 1;
                              Filled = true;
                           }
                        }
                        
                     }
                     
                     //FURTHER POSITIVE STREAK
                     if(ClosingDiffToLast[0] > 0 && k == 0)
                     {
                        
                        Streaks[i+1][0][k] = Streaks[i+1][0][k] + 1;
                        
                        for(int l = 1; l < StreaksIndex; l++)
                        {
                           if(Streaks[i+1][l][k] == 0  && Filled == false)
                           {
                              Streaks[i+1][l][k] = 1;
                              Filled = true;
                           }
                        }
   
                     }                     
              
                  }//END IF IDENTIFIY BEGINNING
         
               }     
            }
          }//END FOR LOOPS
          
       }//END IF THERE IS A STREAK/NEW STREAK
       
       //IF NEW STREAK STARTS
       if(ClosingDiffToLast[0] != 0)
       {
         int o;
         if (ClosingDiffToLast[0] < 0) {o = 1;}
         else {o = 0;}
                                                       
         for(int l = 1; l < StreaksIndex; l++)
            {
               if(Streaks[1][l][o] == 0 && Filled == false)
               {
                  Streaks[1][l][o] = 1;
                  Streaks[1][0][o] = Streaks[1][0][o] + 1;
                  Filled = true;
               }
            }  
       }
       
       //DEGBUGGING TESTING PRINTING
       
       for(int i = 0; i < ClosingDiffToLastSize; i++)
       {
   
         Print("Closingwert: ",NormalizeDouble(ClosingValues[i],_Digits),
               "\n---Difference to last: ",NormalizeDouble(ClosingDiffToLast[i],_Digits));
            
      }
      
      
      
      for(int i = 0; i < StreaksIndex; i++)
      {
   
         Print("\n---StreakNeg: Streak",i," ", Streaks[i][0][1],"ID`s of Streak:", Streaks[i][1][1], Streaks[i][2][1], Streaks[i][3][1], Streaks[i][4][1], Streaks[i][5][1],
               "\n---StreakPos: Streak",i," ", Streaks[i][0][0],"ID`s of Streak:", Streaks[i][1][0], Streaks[i][2][0], Streaks[i][3][0], Streaks[i][4][0], Streaks[i][5][0]);
            
      }
   
   }//---- END MAIN ---- NEW CANDLE => DO SOMETHING ---
    // Indexierung funzt, aber Counter pro ding passt nicht
   
   
  }