MultirangesInd/Multi Strategy Ranges Indicator.mq5

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                              Multi Strategy Ranges Indicator.mq5 |
//|                                   Copyright 2025, Niquel and Leo |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, Niquel and Leo"
#property link      "https://www.mql5.com"
#property version   "1.50"
#property indicator_chart_window
#property strict
#property icon "Logo-Empresa-Nique.ico"

#property description "Detects consolidation ranges and generates signals based on three strategies:"
#property description "Direct breakout, breakout with retest, and false breakout with re-entry."
#property description "Fully customizable in size, color, and style."

#property indicator_buffers 2
#property indicator_plots   2

#property indicator_label1  "Buy Signal"
#property indicator_type1   DRAW_ARROW
#property indicator_color1  clrLimeGreen
#property indicator_width1  1
#property indicator_label2  "Sell Signal"
#property indicator_type2   DRAW_ARROW
#property indicator_color2  clrFireBrick
#property indicator_width2  1

//+------------------------------------------------------------------+
//| Include                                                          |
//+------------------------------------------------------------------+
#include "Src\\MultyEstrategieRange.mqh"

//+------------------------------------------------------------------+
//| Inputs                                                           |
//+------------------------------------------------------------------+
sinput group "--- General ---"
input ENUM_MODE_STRATEGY_RANGE strategy_mod = RANGE_STRATEGY_BREAKOUT; //Select the type of strategy:
input ENUM_TIMEFRAMES strategy_tf = PERIOD_CURRENT; //Select the strategy timeframe:

sinput group "--> Range breakout and retest strategy "
input int max_espera_reetest = 40; //Maximum wait for retest in range (in bars)
input ENUM_TYPE_RETEST_RANGE type_retest = RETEST_NO_STRICT; //is retesting in range strict?

sinput group "--> Range breakout and re-entry strategy 'manipulation' "
input int max_espera_re_entry = 40; //Maxima waits for range re-entry (in bars)

sinput group " "
sinput group "-------- Range -------- "
sinput group "--- Min/Max ---"
input ENUM_GET_SWING inp_type_get_swing = PURE_SWINGS; //Mode to obtain maximum and minimum values

sinput group "-- Get Min/Max By Swings lows/highs "
input short lenth_swing = 3; //High and low swing (number of candles)

sinput group "-- Get Min/Max By ZigZag"
input short period_zz = 4; //ZigZag period

sinput group " "
sinput group "----- Max diff -----"
input string coment1 = "Maximum difference between swings high or swings low to detect the range"; // Rules of range:
input ENUM_MODE_DIFF inp_type_max_diff = MODE_DIFF_BY_ATR; //Type Max diff

sinput group "--- Max Diff ATR ---"
input double inp_atr_multiplier = 1.05; //Atr multiplier
input int inp_atr_period = 50; //Atr period

//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
sinput group "--- Max Diff Fixed (in points) ---"
input double max_diff_in_high_lows_range_in_points = 120;//Max diff in points

sinput group "--- Graphic configurations of the rectangle ---"
input bool fill_rect_range = true; //Fill Rectangle?
input color clr_range = clrBisque; //Color of Rectangle
input ENUM_LINE_STYLE style_range = STYLE_SOLID; //Rectangle Style
input int width_range = 1; //Line Width of Rectangle

sinput group "--- Alerts ----"
input bool enable_alerts = true; //Enable alerts?
input string range_alerts_flasg = "Notification|Alert"; //Select the type of alert:


//+------------------------------------------------------------------+
//| Global Variables                                                 |
//+------------------------------------------------------------------+
CRangeEstrategie strategy(_Symbol, strategy_tf, 0, 0, true, strategy_mod);
double Buy[];
double Sell[];
int g_day_to_del;
int8_t idx_new_day;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()
 {
//---
  ICTGlobalManager::OnInitEvent(&bar_manager);
  bar_manager.GetPosExecute(PERIOD_D1, idx_new_day);

//---
  int16_t l = inp_type_get_swing == PURE_SWINGS ? lenth_swing : period_zz;
  double mul = inp_type_max_diff == MODE_DIFF_BY_ATR ? inp_atr_multiplier : max_diff_in_high_lows_range_in_points;

  CAtr* h = new CAtr();
  h.Create(strategy_tf, _Symbol, inp_atr_period, true);
  h.SetAsSeries(true);
  strategy.SetProperties(clr_range, width_range, fill_rect_range, style_range, l, inp_type_get_swing, 500, CreateDiffptr(inp_type_max_diff, _Symbol, h, 1, mul));
  strategy.SetPropertiesRangeByRestest(type_retest);
  strategy.SetAlertas(range_alerts_flasg, enable_alerts);

  if(strategy_mod == RANGE_STRATEGY_BREAKOUT_AND_RETEST)
   {
    strategy.SetEspera(max_espera_reetest);
   }
  else
    if(strategy_mod == RANGE_STRATEGY_REENTRY)
     {
      strategy.SetEspera(max_espera_re_entry);
     }
  ICTGlobalManager::AddAtrToContainer(h);

//--- indicator buffers mapping
  IndicatorSetString(INDICATOR_SHORTNAME, StringFormat("%s[%d]", "Multi Strategy Ranges Indicator", l));
  IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
  SetIndexBuffer(0, Buy, INDICATOR_DATA);
  ArraySetAsSeries(Buy, true);
  PlotIndexSetString(0, PLOT_LABEL, "Buy Signal");
  PlotIndexSetInteger(0, PLOT_ARROW, 233);
  PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, 0.0);
  SetIndexBuffer(1, Sell, INDICATOR_DATA);
  ArraySetAsSeries(Sell, true);
  PlotIndexSetString(1, PLOT_LABEL, "Sell Signal");
  PlotIndexSetInteger(1, PLOT_ARROW, 234);
  PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, 0.0);


//---
// 9960
// La idea es eliminar luego de 9960 velas (esto lo saque de M1 considero que 7 dias en m1 ya podemos ir eliminado...)
// asi que lo tome de referencioa enotnces la idea es esta:
// priomero claculos 9960 velas por la duracion en seugndos del tf y aesot le divido  86400 que es el numero de seugndo en un dia
// con esto nos da el numero de dias que tendremos que esperar
  g_day_to_del = int((9960 * PeriodSecondsFastSeg(_Period)) / 86400);

//---
  return(INIT_SUCCEEDED);
 }

//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const int begin,
                const double &price[])
 {
//---
  const datetime curr_time = TimeCurrent();
  bar_manager.Execute(curr_time);

//---
  if(prev_calculated == 0 && rates_total > 500)
   {
    SignalRange signals[];
    strategy.InitPrev(490, signals);
    //ArrayPrint(signals);
    for(int i = 0 ; i <= 500 ; i++)
     {
      Buy[i] = 0.0;
      Sell[i] = 0.0;
     }

    for(int i = 0; i < ArraySize(signals) ; i++)
     {
      int index = iBarShift(_Symbol, _Period, signals[i].entry_time);
      //Print("index: " , index ," time: " , signals[i].entry_time );
      if(index == -1)
        continue;
      // Print("Tipo de la se<00>al: " , EnumToString(signals[i].type_signal));
      if(signals[i].type_signal == SIGNAL_ENTRY_BUY)
       {
        Buy[index] = signals[i].entry_price;
        continue;
       }
      else
        if(signals[i].type_signal == SIGNAL_ENTRY_SELL)
         {
          Sell[index] = signals[i].entry_price;
          continue;
         }
     }
   }

//---
  if(CNewBarManager_IsNewBarM1(bar_manager))
   {
    const bool new_day = CNewBarManager_IsNewBar(bar_manager, idx_new_day);
    ICTGlobalManager::OnNewBarM1(curr_time, new_day);

    //--- Day
    if(new_day && TESTER_FLAG)
     {
      static int counter = 0;
      counter++;

      if(counter >= g_day_to_del)
       {
        strategy.DeleteAll();
        counter=0;
       }
     }

    //--- Current
    if(rates_total > prev_calculated)
     {
      //---
      strategy.OnNewBar(curr_time);

      //---
      if(strategy.GetBuyPrice() > 0)
       {
        Buy[0] = iLow(_Symbol, _Period, 1);
       }
      else
        if(strategy.GetSellPrice() > 0)
         {
          Sell[0] = iHigh(_Symbol, _Period, 1);
         }
     }
   }


//--- return value of prev_calculated for next call
  return(rates_total);
 }

//+------------------------------------------------------------------+
//| Custom indicator deinitialization function                       |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
 {
//---
  ICTGlobalManager::OnDeinitEvent(reason);
 }
//+------------------------------------------------------------------+