mql5/Experts/_FrameWork/Analysers/Chapter3.mqh

//+------------------------------------------------------------------+
//|                                                     Chapter3.mqh |
//|                                 Copyright 2026, Concrete Goonies |
//|                                 https://concrete-goonies.web.app |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, Concrete Goonies"
#property link      "https://concrete-goonies.web.app"
#property version   "1.00"

#include "Liquidity/EqualLiquidity.mqh"
#include "Liquidity/StructuralLiquidity.mqh"
#include "Liquidity/MomentumShiftLiquidity.mqh"
#include "Liquidity/TrendlineLiquidity.mqh"
#include "Liquidity/ImbalanceLiquidity.mqh"
//#include "Liquidity/TrendlineLiquidity.mqh"

// 1. Hyperparameters (Inputs)
input double InpMomMaxPercent         = 60.0; // MS: Max Percent
input double InpMomMinPercent         = 45.0; // MS: Min Percent
input int    InpMomTolerancePoints    = 50;   // MS: Tolerance (Points)
input int    InpMomMaxSwingCount      = 10;   // MS: Max Pullback Swings


//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
class Chapter3: public AbstractAnalyser {
private:
   Indicator*            ind;
   TimeFrameDataSeries*  bar;
   CArrayList<AbstractLiquidity*>* liquidityScanners;

   LiquidityConfigs            configs;

   CArrayList<LiqState*>* states;
   LiqState*         activeState;
   //+------------------------------------------------------------------+
   //|                                                                  |
   //+------------------------------------------------------------------+
   TimePrice         MakeSwingHigh(int i) {
      TimePrice tp;
      tp.i = i;
      tp.x = bar.Time(i);
      tp.y = bar.High(i);
      return tp;
   }
   //---

   TimePrice         MakeSwingLow(int i) {
      TimePrice tp;
      tp.i = i;
      tp.x = bar.Time(i);
      tp.y = bar.Low(i);
      return tp;
   }
   //+------------------------------------------------------------------+
   //|                                                                  |
   //+------------------------------------------------------------------+

   int               FindExist(string symbol, ENUM_TIMEFRAMES tf) {
      for(int i = 0; i < states.Size(); i++) {
         LiqState* data = states.At(i);
         if(data.symbol == symbol && data.tf == tf)
            return i;
      }
      return -1;
   }
   //+------------------------------------------------------------------+
   //|                                                                  |
   //+------------------------------------------------------------------+

   void              DetectAndNotifySwings(int i) {
      if(IsSwingHigh(i, ind)) {
         TimePrice swing = MakeSwingHigh(i);

         if(!activeState.HasSwingAt(swing.x, true)) {
            ZigzagSwing s;
            s.point = swing;
            s.isHigh = true;
            activeState.m_swings.Add(s);
            activeState.m_swingHighs.Add(swing);

            for(int j = 0; j < liquidityScanners.Size(); j++)
               liquidityScanners.At(j).OnSwing(swing, true);
         }
      }
      //+------------------------------------------------------------------+

      if(IsSwingLow(i, ind)) {
         TimePrice swing = MakeSwingLow(i);
         if(!activeState.HasSwingAt(swing.x, false)) {
            ZigzagSwing s;
            s.point = swing;
            s.isHigh = false;
            activeState.m_swings.Add(s);
            activeState.m_swingLows.Add(swing);

            for(int j = 0; j < liquidityScanners.Size(); j++)
               liquidityScanners.At(j).OnSwing(swing, false);
         }
      }
   }
public:
                     Chapter3() {
      liquidityScanners = new CArrayList<AbstractLiquidity*>();

      //  AbstractLiquidity* eqLiq = new EqualLiquidity();
      // liquidityScanners.Add(eqLiq);

      //AbstractLiquidity* structLiq = new StructuralLiquidity();
      //liquidityScanners.Add(structLiq);

      //AbstractLiquidity* momShiftLiq = new MomentumShiftLiquidity();
      // liquidityScanners.Add(momShiftLiq);

      //AbstractLiquidity* trendLiq = new TrendlineLiquidity();
      // liquidityScanners.Add(trendLiq);

      AbstractLiquidity* imbLiq = new ImbalanceLiquidity();
      liquidityScanners.Add(imbLiq);

      configs.eqConfigs.tolerance      = 150000 * _Point;
      configs.eqConfigs.minSwingCount  = 0;
      configs.eqConfigs.lookBack       = 75;

      configs.structConfigs.lookBack = 5;
      configs.structConfigs.maxPercent = 60;
      configs.structConfigs.minPercent = 45;

      //configs.momShiftConfigs.lookBack = 5;
      // 3. Configuration Initialization
      configs.momShiftConfigs.maxPercent    = InpMomMaxPercent;
      configs.momShiftConfigs.minPercent    = InpMomMinPercent;
      configs.momShiftConfigs.tolerance     = InpMomTolerancePoints * _Point; // Converted to price format
      configs.momShiftConfigs.maxSwingCount = InpMomMaxSwingCount;


      states = new CArrayList<LiqState*>();

   }
                    ~Chapter3() {
      for(int i = 0; i < liquidityScanners.Size(); i++) {
         AbstractLiquidity* liquidityScanner = liquidityScanners.At(i);
         delete liquidityScanner;
      }

      for(int i = 0; i < states.Size(); i++) {
         LiqState* state = states.At(i);
         delete state;
      }

      delete liquidityScanners;
      delete states;
   }

   virtual void      Init(EventBus* bus) {
      AbstractAnalyser::Init(bus);

      for(int i = 0; i < liquidityScanners.Size(); i++) {
         AbstractLiquidity* liquidityScanner = liquidityScanners.At(i);
         liquidityScanner.Init(bus);
         liquidityScanner.SetConfigs(configs);
      }

   }
   void              SetConfigs(LiquidityConfigs &c) {
      configs = c;
      for(int i = 0; i < liquidityScanners.Size(); i++) {
         liquidityScanners.At(i).SetConfigs(configs);
      }
   }

   virtual string    GetAnalyserName() override {
      return "Chapter3";
   }

   virtual void      ProcessBar(TimeFrameDataSeries* series, int i) override {

      ind = series.GetIndicator(0);
      bar = series;

      int stateIndex = FindExist(series.symbol, series.tf);

      if(stateIndex < 0) {
         LiqState* s = new LiqState();
         s.symbol = series.symbol;

         s.tf = series.tf;
         states.Add(s);
         activeState = s;
      } else {
         activeState = states.At(stateIndex);
      }

      for(int j = 0; j < liquidityScanners.Size(); j++) {
         AbstractLiquidity* liquidityScanner = liquidityScanners.At(j);
         liquidityScanner.ProcessBar(activeState, ind, series, i);
      }

      DetectAndNotifySwings(i);
   }

};
//+------------------------------------------------------------------+