Liquidity_Predator/Strategy/M_CheckLiquCrossed.mqh

bool M_CheckLiquCrossed()
{
   // Check if sellside liquidity got activated (crossed)
   for(int i = 0; i <= ArraySize(stGVL.SellLiquidity) - 1; i++)
   {
      if(stGVL.Candle[1].high > stGVL.SellLiquidity[i]) // check the last closed candle and not the current one to increase performance
      {
         if(stGVL.nStateMachine == SM_IN_TRADE) // In trade, do nothing
         {
            M_LogInfo("Sellside liquidity activated and deleted because in trade" + DoubleToString(stGVL.SellLiquidity[i]));
         }
         else
         {
            stGVL.CurrentLiquidity = stGVL.SellLiquidity[i];
            stGVL.dtCurrentLiquidity_Time = stGVL.Candle[1].time; // save time of Liquidity activation
            stGVL.eCurrentDirection = DIR_SHORT;
            stGVL.Line_ActLiqu_Number = stGVL.Line_ActLiqu_Number + 1;
            M_SetLine(stGVL.Line_ActLiqu, stGVL.Line_ActLiqu_Number, stGVL.CurrentLiquidity, clrOrange);
            
            if(stGVL.Candle[1].high - stGVL.CurrentLiquidity > stGVL.fMaxDiffTakeOut_Price && stGVL.fMaxDiffTakeOut_Price!=0)
            {
               M_LogWarning("Sell-Liquidity got taken out " + DoubleToString(stGVL.Candle[1].high - stGVL.CurrentLiquidity));
               stGVL.CurrentLiquidity = 0;
               stGVL.nStateMachine = SM_RESET;
            }
            else if(!M_PatternBeforeLiquOK())
            {
               stGVL.CurrentLiquidity = 0;
               stGVL.nStateMachine = SM_RESET;
            }
            else
            {
               string Message = "Sellside liquidity activated at " + DoubleToString(stGVL.CurrentLiquidity);
               M_LogInfo(Message);
               stGVL.nStateMachine = SM_LIQUIDITY_ACTIVATED;
            }
         }
         
         stGVL.SellLiquidity[i] = 100000000000; // Reset value to 100_000_000_000 so it can never get activated
      }
   }
   
   // Check if buyside liquidity got activated (crossed)
   for(int i = 0; i <= ArraySize(stGVL.SellLiquidity) - 1; i++)
   {
      if(stGVL.Candle[1].low < stGVL.BuyLiquidity[i]) // check the last closed candle and not the current one to increase performance
      {
         if(stGVL.nStateMachine == SM_IN_TRADE) // In trade, do nothing
         {
            M_LogInfo("Sellside liquidity activated and deleted because in trade" + DoubleToString(stGVL.BuyLiquidity[i]));
         }
         else
         {
            stGVL.CurrentLiquidity = stGVL.BuyLiquidity[i];
            stGVL.dtCurrentLiquidity_Time = stGVL.Candle[1].time; // save time of Liquidity activation
            stGVL.eCurrentDirection = DIR_LONG;
            stGVL.Line_ActLiqu_Number = stGVL.Line_ActLiqu_Number + 1;
            M_SetLine(stGVL.Line_ActLiqu, stGVL.Line_ActLiqu_Number, stGVL.CurrentLiquidity, clrOrange);
            
            if(stGVL.CurrentLiquidity - stGVL.Candle[1].low > stGVL.fMaxDiffTakeOut_Price && stGVL.fMaxDiffTakeOut_Price!=0)
            {
               M_LogWarning("Buy-Liquidity got taken out " + DoubleToString(stGVL.CurrentLiquidity - stGVL.Candle[1].low));
               stGVL.CurrentLiquidity = 0;
               stGVL.nStateMachine = SM_RESET;
            }
            else if(!M_PatternBeforeLiquOK())
            {
               stGVL.CurrentLiquidity = 0;
               stGVL.nStateMachine = SM_RESET;
            }
            else
            {
               string Message = "Buyside liquidity activated at " + DoubleToString(stGVL.CurrentLiquidity);
               M_LogInfo(Message);
               stGVL.nStateMachine = SM_LIQUIDITY_ACTIVATED;
            }
         }
         
         stGVL.BuyLiquidity[i] = 0; // Reset value to 0 so it can never get activated
      }
   }
   
   return true;
}