ICTLibraryEasy/Examples/Benchmark/OtherCode/Code7.mq5

//+------------------------------------------------------------------+
//|                                              EA_FVG_Scanner.mq5  |
//|                                  Copyright 2026, MetaQuotes Ltd. |
//+------------------------------------------------------------------+
#property copyright "Open Source"
#property version   "1.00"

//--- Input Parameters for the Scanner Engine
input int InpHistoryDepth = 100; // Historical Bars to Evaluate

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
#include "..\\Utils\\MetricSaver.mqh"

//+------------------------------------------------------------------+
//| Class: CFVGScanner                                               |
//| Purpose: Detects, draws, and manages Fair Value Gaps             |
//+------------------------------------------------------------------+
class CFVGScanner
 {
private:
  string             m_symbol;            // Target symbol for the scanner
  ENUM_TIMEFRAMES    m_timeframe;         // Target timeframe
  int                m_history_bars;      // Depth of historical scan
  string             m_obj_prefix;        // Prefix for graphical objects

  color              m_color_bullish;     // Color for bullish imbalances
  color              m_color_bearish;     // Color for bearish imbalances

  void               DrawRectangle(string name, datetime time1, double price1, datetime time2, double price2, color clr);
  void               ClearOldObjects(void);

public:
                     CFVGScanner(string symbol, ENUM_TIMEFRAMES tf, int depth);
                    ~CFVGScanner(void);

  void               ScanAndDraw(void);
  void               SetColors(color bull, color bear);
 };

//+------------------------------------------------------------------+
//| Constructor: Initializes the environment and routing variables   |
//+------------------------------------------------------------------+
CFVGScanner::CFVGScanner(string symbol, ENUM_TIMEFRAMES tf, int depth)
 {
  m_symbol = (symbol == "") ? _Symbol : symbol;
  m_timeframe = tf;
  m_history_bars = (depth < 10) ? 10 : depth;
  m_obj_prefix = "FVG_" + m_symbol + "_" + EnumToString(m_timeframe) + "_";

  m_color_bullish = clrDarkGreen;
  m_color_bearish = clrMaroon;
 }

//+------------------------------------------------------------------+
//| Destructor: Systematic cleanup on terminal shutdown              |
//+------------------------------------------------------------------+
CFVGScanner::~CFVGScanner(void)
 {
  ClearOldObjects();
 }

//+------------------------------------------------------------------+
//| Core Engine: Extracts data, evaluates geometry, and filters voids|
//+------------------------------------------------------------------+
void CFVGScanner::ScanAndDraw(void)
 {
  MqlRates rates[];
  ArraySetAsSeries(rates, true);

  if(CopyRates(m_symbol, m_timeframe, 0, m_history_bars, rates) < m_history_bars)
   {
    PrintFormat("Warning: Failed to synchronize %s history for FVG scanner.", m_symbol);
    return;
   }

  ClearOldObjects();

  for(int i = m_history_bars - 1; i >= 3; i--)
   {
    double origin_high = rates[i].high;
    double origin_low  = rates[i].low;

    double confirm_high = rates[i - 2].high;
    double confirm_low  = rates[i - 2].low;

    bool is_bullish_fvg = (origin_high < confirm_low);
    bool is_bearish_fvg = (origin_low > confirm_high);

    if(is_bullish_fvg)
     {
      bool is_mitigated = false;
      for(int j = i - 3; j >= 1; j--)
       {
        if(rates[j].low <= origin_high)
         { is_mitigated = true; break; }
       }

      if(!is_mitigated)
       {
        string name = m_obj_prefix + "BULL_" + IntegerToString(i);
        DrawRectangle(name, rates[i].time, confirm_low, rates[1].time, origin_high, m_color_bullish);
       }
     }

    if(is_bearish_fvg)
     {
      bool is_mitigated = false;
      for(int j = i - 3; j >= 1; j--)
       {
        if(rates[j].high >= origin_low)
         { is_mitigated = true; break; }
       }

      if(!is_mitigated)
       {
        string name = m_obj_prefix + "BEAR_" + IntegerToString(i);
        DrawRectangle(name, rates[i].time, origin_low, rates[1].time, confirm_high, m_color_bearish);
       }
     }
   }
 }

//+------------------------------------------------------------------+
//| Renders the institutional imbalance zone on the chart canvas     |
//+------------------------------------------------------------------+
void CFVGScanner::DrawRectangle(string name, datetime time1, double price1, datetime time2, double price2, color clr)
 {
  if(ObjectFind(0, name) < 0)
   {
    ObjectCreate(0, name, OBJ_RECTANGLE, 0, time1, price1, time2, price2);
    ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
    ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_SOLID);
    ObjectSetInteger(0, name, OBJPROP_WIDTH, 1);
    ObjectSetInteger(0, name, OBJPROP_BACK, false);
    ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
    ObjectSetInteger(0, name, OBJPROP_HIDDEN, true);
   }
  else
   {
    ObjectSetInteger(0, name, OBJPROP_TIME, 1, time2);
   }
 }

//+------------------------------------------------------------------+
//| Prevents memory leaks by purging outdated graphical objects      |
//+------------------------------------------------------------------+
void CFVGScanner::ClearOldObjects(void)
 {
  ObjectsDeleteAll(0, m_obj_prefix);
 }

//+------------------------------------------------------------------+
//| Public method to allow developers to customize the visual output |
//+------------------------------------------------------------------+
void CFVGScanner::SetColors(color bull, color bear)
 {
  m_color_bullish = bull;
  m_color_bearish = bear;
 }

//--- Global Pointer to the encapsulated scanner object
CFVGScanner *g_fvg_engine;

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
 {
  CMetricsSave::Start(FILE_CODE7);
  g_fvg_engine = new CFVGScanner(_Symbol, PERIOD_CURRENT, InpHistoryDepth);
  g_fvg_engine.SetColors(clrLimeGreen, clrRed);
  return(INIT_SUCCEEDED);
 }

//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
 {
  if(CheckPointer(g_fvg_engine) == POINTER_DYNAMIC)
   {
    delete g_fvg_engine;
   }
  CMetricsSave::Destroy();
 }

//+------------------------------------------------------------------+
//| Expert tick function with strict CPU optimization                |
//+------------------------------------------------------------------+
void OnTick()
 {
  static datetime last_bar_time = 0;
  datetime current_bar_time = iTime(_Symbol, PERIOD_CURRENT, 0);

  if(current_bar_time != last_bar_time)
   {
    last_bar_time = current_bar_time;

    if(CheckPointer(g_fvg_engine) != POINTER_INVALID)
     {
      g_fvg_engine.ScanAndDraw();
     }
   }
 }
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+