| //+------------------------------------------------------------------+
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| //| Fair Value Gap Indicator |
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| //| Copyright 2024, Hieu Hoang |
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| //+------------------------------------------------------------------+
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| #property copyright "Copyright 2024, hieuhoangcntt@gmail.com"
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|
|
|
|
| //+------------------------------------------------------------------+
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| //| |
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| //+------------------------------------------------------------------+
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| #include "..\\Utils\\MetricSaver.mqh"
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|
|
|
|
| // https://www.mql5.com/en/code/51977 (convertido a EA)
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|
|
| double _low, _high;
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| string object_names[];
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| datetime pre_time = 0;
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| const int bull = 5;
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| const int bear = 5;
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| int c_bull;
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| int c_bear;
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|
|
| //+------------------------------------------------------------------+
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| //| |
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| //+------------------------------------------------------------------+
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| bool isGreenCandle(double open, double close)
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| {
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| return open < close;
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| }
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|
|
| //+------------------------------------------------------------------+
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| //| |
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| //+------------------------------------------------------------------+
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| bool isRedCandle(double open, double close)
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| {
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| return !isGreenCandle(open, close);
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| }
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|
|
| //+------------------------------------------------------------------+
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| //| |
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| //+------------------------------------------------------------------+
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| bool isBullFVG(int index,
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| const double &open[],
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| const double &high[],
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| const double &low[],
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| const double &close[])
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| {
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| if(isGreenCandle(open[index-1], close[index-1]) &&
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| high[index-2] < low[index] && high[index-2] < _low
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| )
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| return true;
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| return false;
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| }
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|
|
| //+------------------------------------------------------------------+
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| //| |
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| //+------------------------------------------------------------------+
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| bool isBearFVG(int index,
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| const double &open[],
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| const double &high[],
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| const double &low[],
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| const double &close[])
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| {
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| if(isRedCandle(open[index-1], close[index-1]) &&
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| low[index-2] > high[index] && low[index-2] > _high
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| )
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| return true;
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| return false;
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| }
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|
|
| //+------------------------------------------------------------------+
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| //| Expert initialization function |
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| //+------------------------------------------------------------------+
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| int OnInit()
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| {
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| CMetricsSave::Start(FILE_CODE2);
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| return(INIT_SUCCEEDED);
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| }
|
|
|
| //+------------------------------------------------------------------+
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| //| |
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| //+------------------------------------------------------------------+
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| void create_object(string name, color clrColor, const datetime time1, const datetime time2, const double low, const double high)
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| {
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| ArrayResize(object_names, ArraySize(object_names) + 1);
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| object_names[ArraySize(object_names) - 1] = name;
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| ObjectCreate(0, name, OBJ_RECTANGLE, 0, time1, low, time2, high);
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| ObjectSetInteger(0, name, OBJPROP_COLOR, clrColor);
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| ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_SOLID);
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| ObjectSetInteger(0, name, OBJPROP_FILL, true);
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| ObjectSetInteger(0, name, OBJPROP_RAY_RIGHT, true);
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| }
|
|
|
| //+------------------------------------------------------------------+
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| //| Expert tick function |
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| //+------------------------------------------------------------------+
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| void OnTick()
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| {
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| MqlRates rates[];
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| int copied = CopyRates(_Symbol, PERIOD_CURRENT, 0, 100, rates);
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| if(copied <= 0)
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| return;
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|
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| datetime time[];
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| double open[];
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| double high[];
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| double low[];
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| double close[];
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|
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| ArrayResize(time, copied);
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| ArrayResize(open, copied);
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| ArrayResize(high, copied);
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| ArrayResize(low, copied);
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| ArrayResize(close, copied);
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|
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| for(int i = 0; i < copied; i++)
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| {
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| time[i] = rates[i].time;
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| open[i] = rates[i].open;
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| high[i] = rates[i].high;
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| low[i] = rates[i].low;
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| close[i] = rates[i].close;
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| }
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|
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| int rates_total = copied;
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|
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| if(pre_time == time[rates_total - 1])
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| return;
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| pre_time = time[rates_total - 1];
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| delete_objects();
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| _low = low[rates_total - 1];
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| _high = high[rates_total - 1];
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| c_bull = 0;
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| c_bear = 0;
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| for(int i = rates_total - 2; i >= 2; i--)
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| {
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| _low = _low < low[i] ? _low : low[i];
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| _high = _high > high[i] ? _high: high[i];
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| if(c_bull < bull && isBullFVG(i, open, high, low, close))
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| {
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| create_object("Buy range " + string(high[i-2]) + " ↗ " + string(low[i]), clrBlue, time[i-2], time[rates_total-1], low[i], high[i-2]);
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| c_bull ++;
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| if(c_bull >= bull && c_bear >= bear)
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| break;
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| }
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| else if(c_bear < bear && isBearFVG(i, open, high, low, close))
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| {
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| create_object("Sell range " + string(low[i-2]) + " ↘ " + string(high[i]), clrRed, time[i-2], time[rates_total-1], high[i], low[i-2]);
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| c_bear ++;
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| if(c_bull >= bull && c_bear >= bear)
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| break;
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| }
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| }
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| }
|
|
|
| //+------------------------------------------------------------------+
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| void delete_objects()
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| {
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| for(int i = 0; i < ArraySize(object_names); i++)
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| ObjectDelete(0, object_names[i]);
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| ArrayResize(object_names, 0);
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| }
|
|
|
| //+------------------------------------------------------------------+
|
| //| Expert deinitialization function |
|
| //+------------------------------------------------------------------+
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| void OnDeinit(const int reason)
|
| {
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| pre_time = 0;
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| delete_objects();
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| CMetricsSave::Destroy();
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| }
|
| //+------------------------------------------------------------------+ |
