Liquidity_Predator/Strategy/M_SM_WAIT_FVG_INVERTED_SHORT.mqh

void M_SM_WAIT_FVG_INVERTED_SHORT()
{
   bool SellTakeout = stGVL.Candle[0].high - stGVL.CurrentLiquidity > stGVL.fMaxDiffTakeOut_Price && stGVL.eCurrentDirection == DIR_SHORT && stGVL.fMaxDiffTakeOut_Price!=0;
   
   int LiquCrossIndex = iBarShift(_Symbol, _Period, stGVL.dtCurrentLiquidity_Time);
   
   MqlTick tick;
   SymbolInfoTick(_Symbol, tick);
   double CurrentEntryPrice = tick.bid;
   
   // -------------------------------------------------------------------------------------------------------------------------------------------------
   // Takeout
   if(SellTakeout)
   {
      string Message = "Sell-Liquidity got taken out " + DoubleToString(stGVL.Candle[0].high - stGVL.CurrentLiquidity);
      M_LogWarning(Message);
      
      stGVL.nStateMachine = SM_RESET;
   }
   // -------------------------------------------------------------------------------------------------------------------------------------------------
   // Too many candles formed between Liquidity cross and entry
   // - 1 because the index is calced on the bar 0 (current, not closed) but we always use bar 1 (last closed bar) for calulations like cross of liquidity
   else if((LiquCrossIndex + 1 > nMaxCandlesLiquEntry && nMaxCandlesLiquEntry != 0) || LiquCrossIndex > 99)
   { 
      string Message = "Too many candles between Liquidity cross and entry, LiquCrossIndex=" + IntegerToString(LiquCrossIndex);
      M_LogWarning(Message);
      
      stGVL.nStateMachine = SM_RESET;
   }
   // -------------------------------------------------------------------------------------------------------------------------------------------------  
   // Wigs in opposite direction 
   else if(M_CheckWigsLastCandles(stGVL.eCurrentDirection,LiquCrossIndex) && bNoWigsInOppositeDir)
   {
      M_LogWarning("Wigs in the wrong direction detected");
      
      stGVL.nStateMachine = SM_RESET;
   }
   // -------------------------------------------------------------------------------------------------------------------------------------------------
   else if(stGVL.Candle[1].close < stGVL.LastFVGBottom) // FVG got inverted
   {
      stGVL.BodyStopLoss = 0; // Reset Stoploss before searching a new one
      for(int i = 1; i <= LiquCrossIndex; i++) // Search for the Stoploss at the maximum body between now and liquidity cross
      {
         if(stGVL.Candle[i].close > stGVL.BodyStopLoss || stGVL.BodyStopLoss == 0)
         {
            stGVL.BodyStopLoss = stGVL.Candle[i].close;
         }
      }
      
      if(stGVL.BodyStopLoss - CurrentEntryPrice > stGVL.fMaxStopLossSize_Price && stGVL.fMaxStopLossSize_Price != 0) // Stoploss size too big
      {
         M_LogWarning("Stoploss too big, Bodystoploss=" + DoubleToString(stGVL.BodyStopLoss) + " Price=" + DoubleToString(stGVL.Candle[1].close));
         stGVL.nStateMachine = SM_RESET;
      }
      
      else if(!M_RSISellAllowed(LiquCrossIndex)) // RSI filter
      {
         stGVL.nStateMachine = SM_RESET;
      }
      
      else if(!M_EMASellAllowed(true)) // EMA filter
      {
         stGVL.nStateMachine = SM_RESET;
      }
      
      else if(!M_SpreadOK()) // Spread filter
      {
         stGVL.nStateMachine = SM_RESET;
      }
      
      else if(stGVL.LastFVGBottom - CurrentEntryPrice > stGVL.fMaxDiffFVGEntry_Price && stGVL.fMaxDiffFVGEntry_Price!=0)
      {
         M_LogWarning("Difference FVG and Entry to big, Entry=" + DoubleToString(CurrentEntryPrice) + " FVG Bottom=" + DoubleToString(stGVL.LastFVGBottom));
         stGVL.nStateMachine = SM_RESET;
      }
      
      else
      {
         if(stGVL.BodyStopLoss - CurrentEntryPrice < stGVL.fMinStopLossSize_Price && stGVL.fMinStopLossSize_Price != 0)
         {
            stGVL.StopLoss = CurrentEntryPrice + stGVL.fMinStopLossSize_Price;
         }
         else
         {
            stGVL.StopLoss = stGVL.BodyStopLoss;
         }
         
         stGVL.Entry = CurrentEntryPrice;
         stGVL.TakeProfit = stGVL.Entry - (stGVL.StopLoss - stGVL.Entry) * fRiskReward;
         stGVL.nNumberOfPositions = 1;
         
         int SLInPoints = (stGVL.StopLoss - stGVL.Entry) / SymbolInfoDouble(_Symbol, SYMBOL_TRADE_TICK_SIZE);
         
         double fLot1 = M_CalculateLotSize(fRiskPerTrade, SLInPoints, 100, ORDER_TYPE_SELL);
         double fLot2 = 0;
         if(bRunnerPosition)
         {
            fLot2 = M_CalculateLotSize(fRiskPerTrade, SLInPoints, fPercentageRunner, ORDER_TYPE_SELL);
            fLot1 = M_CalculateLotSize(fRiskPerTrade, SLInPoints, (100 - fPercentageRunner), ORDER_TYPE_SELL);
            stGVL.nNumberOfPositions = stGVL.nNumberOfPositions + 1;
         }
         
         // Enter trade
         Trade.Sell(fLot1, _Symbol, 0, stGVL.StopLoss, stGVL.TakeProfit, "Sell");
         M_LogInfo("Short entered with Lot " + DoubleToString(fLot1) + " Entry=" + DoubleToString(stGVL.Entry) + " Stoploss=" + DoubleToString(stGVL.StopLoss) + " Takeprofit=" + DoubleToString(stGVL.TakeProfit));
         if(bRunnerPosition && bEMAActive)
         {
            Trade.Sell(fLot2, _Symbol, 0, stGVL.StopLoss, 0, "Sell");
            M_LogInfo("Short entered with Lot " + DoubleToString(fLot2) + " Entry=" + DoubleToString(stGVL.Entry) + " Stoploss=" + DoubleToString(stGVL.StopLoss) + " Takeprofit=0 -> runner position");
         }
         
         stGVL.nNumberOfTrades = stGVL.nNumberOfTrades + 1;
         stGVL.CurrentLiquidity = 0;
         stGVL.dtCurrentLiquidity_Time = 0;
         stGVL.nStateMachine = SM_IN_TRADE;
      }
   }
}