Liquidity_Predator/Strategy/M_SM_S1_WAIT_FVG_CREATED.mqh

void M_SM_S1_WAIT_FVG_CREATED()
{
   // Direction Buy
   if(stGVL.Candle[2].close > stGVL.CurrentLiquidity + stGVL.nS1MaxDiffFVGLiquCross_Price && stGVL.nS1MaxDiffFVGLiquCross_Price != 0 && stGVL.eCurrentDirection == DIR_LONG)
   {
      M_LogInfo("Strat1, Abort because price is too far away from liquidity");
      stGVL.nStateMachine = SM_RESET;
   }
   if(stGVL.CurrentLiquidity - stGVL.Candle[0].low > stGVL.nS1MaxDiffTakeout_Price && stGVL.nS1MaxDiffTakeout_Price != 0 && stGVL.eCurrentDirection == DIR_LONG)
   {
      M_LogInfo("Strat1, Buy-Liquidity got taken out " + DoubleToString(stGVL.CurrentLiquidity - stGVL.Candle[0].low));
      stGVL.nStateMachine = SM_RESET;
   }
   if(stGVL.Candle[2].open < stGVL.Candle[2].close && stGVL.eCurrentDirection == DIR_LONG) // middle candle is bullish
   {
      // Gap between Candle i and i+2 existing and is big enough
      bool Condition1 = stGVL.Candle[3].high + stGVL.fMinSizeFVG_Price < stGVL.Candle[1].low;
            
      // Gap between Candle i and i+2 is not too big
      bool Condition2 = stGVL.Candle[1].low - stGVL.Candle[3].high < stGVL.fMaxSizeFVG_Price || stGVL.fMaxSizeFVG_Price == 0;
            
      // FVG is above current liquidity
      bool Condition3 = stGVL.Candle[3].high > stGVL.CurrentLiquidity;
            
      if(Condition1 && Condition2 && Condition3)
      { // fair value gap
         stGVL.LastFVGTop     = stGVL.Candle[1].low;
         stGVL.LastFVGBottom  = stGVL.Candle[3].high;
         stGVL.LastFVGIndex   = 2;
               
         datetime barTime = iTime(_Symbol, PERIOD_CURRENT, 0);
         stGVL.Rect_ActFVG_Number = stGVL.Rect_ActFVG_Number + 1;
         M_CreateBox(stGVL.Rect_FVG, stGVL.Rect_ActFVG_Number, barTime - 60 * stGVL.LastFVGIndex, barTime, stGVL.LastFVGTop, stGVL.LastFVGBottom, clrYellow);
               
         string Message = "Strat1, FVG for buy found, TOP=" + DoubleToString(stGVL.LastFVGTop) + " BOTTOM=" + DoubleToString(stGVL.LastFVGBottom) + " Index=" + IntegerToString(stGVL.LastFVGIndex);
         M_LogInfo(Message);
         stGVL.nStateMachine = SM_S1_WAIT_FVG_INVERTED;
      }
   }
   // Direction Sell
   else if(stGVL.Candle[2].close < stGVL.CurrentLiquidity - stGVL.nS1MaxDiffFVGLiquCross_Price && stGVL.nS1MaxDiffFVGLiquCross_Price != 0 && stGVL.eCurrentDirection == DIR_SHORT)
   {
      M_LogInfo("Strat1, Abort because price is too far away from liquidity");
      stGVL.nStateMachine = SM_RESET;
   }
   else if(stGVL.Candle[0].high - stGVL.CurrentLiquidity > stGVL.nS1MaxDiffTakeout_Price && stGVL.nS1MaxDiffTakeout_Price != 0 && stGVL.eCurrentDirection == DIR_SHORT)
   {
      M_LogInfo("Strat1, Sell-Liquidity got taken out " + DoubleToString(stGVL.Candle[0].high - stGVL.CurrentLiquidity));
      stGVL.nStateMachine = SM_RESET;
   }
   else if(stGVL.Candle[2].open > stGVL.Candle[2].close && stGVL.eCurrentDirection == DIR_SHORT) // middle candle is bearish
   {
      // Gap between Candle i and i+2 existing and is big enough
      bool Condition1 = stGVL.Candle[1].high + stGVL.fMinSizeFVG_Price < stGVL.Candle[3].low;
            
      // Gap between Candle i and i+2 is not too big
      bool Condition2 = stGVL.Candle[3].low - stGVL.Candle[1].high < stGVL.fMaxSizeFVG_Price || stGVL.fMaxSizeFVG_Price == 0;
            
      // FVG is above current liquidity
      bool Condition3 = stGVL.Candle[3].low < stGVL.CurrentLiquidity;
            
      if(Condition1 && Condition2 && Condition3)
      { // fair value gap
         stGVL.LastFVGTop     = stGVL.Candle[3].low;
         stGVL.LastFVGBottom  = stGVL.Candle[1].high;
         stGVL.LastFVGIndex   = 2;
               
         datetime barTime = iTime(_Symbol, PERIOD_CURRENT, 0);
         stGVL.Rect_ActFVG_Number = stGVL.Rect_ActFVG_Number + 1;
         M_CreateBox(stGVL.Rect_FVG, stGVL.Rect_ActFVG_Number, barTime - 60 * stGVL.LastFVGIndex, barTime, stGVL.LastFVGTop, stGVL.LastFVGBottom, clrYellow);
               
         string Message = "Strat1, FVG for sell found, TOP=" + DoubleToString(stGVL.LastFVGTop) + " BOTTOM=" + DoubleToString(stGVL.LastFVGBottom) + " Index=" + IntegerToString(stGVL.LastFVGIndex);
         M_LogInfo(Message);
         stGVL.nStateMachine = SM_S1_WAIT_FVG_INVERTED;
      }
   }
}