mql5/Experts/_FrameWork/Analysers/Liquidity/AbstractLiquidity.mqh

//+------------------------------------------------------------------+
//|                                            AbstractLiquidity.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 "../AbstractAnalyser.mqh"

struct EqConfigs {
   double            tolerance;
   int               minSwingCount;
   int               lookBack;
   bool              allowAverage;
};

struct StructConfigs {
   double            maxPercent;
   double            minPercent;
   int               lookBack;
};

struct MomShiftConfigs {
   double            maxPercent;
   double            minPercent;
   double            tolerance;     // Dedicated tolerance for MomShift
   int               maxSwingCount; // Dynamic swing limit for pullbacks
};

struct LiquidityLvl {
   TimePrice         a;
   TimePrice         b;
};


struct LiquidityConfigs {
   EqConfigs         eqConfigs;
   StructConfigs     structConfigs;
   MomShiftConfigs   momShiftConfigs;
};

struct ZigzagSwing {
   TimePrice         point;
   bool              isHigh;
};
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
class LiqState {
public:
   string            symbol;
   ENUM_TIMEFRAMES   tf;

   CArrayList<TimePrice>* m_swingHighs;
   CArrayList<TimePrice>* m_swingLows;
   CArrayList<ZigzagSwing>* m_swings;

   // Pullback tracking (per state)
   double            pullbackTargetPrice;
   double            pullbackUpperLevel;      // s3.y + tolerance
   double            pullbackLowerLevel;      // s1.y - tolerance
   int               pullbackSwingCount;
   bool              pullbackActive;

   datetime          lastMomShiftS1Time;    // prevents duplicate fires
   double            momShiftInvalidationBuffer;   // optional, or use configs


// Inside LiqState:
   double            protectedLowPrice;
   double            protectedHighPrice;
   datetime          protectedLowTime;
   datetime          protectedHighTime;
   bool              hasProtectedLow;
   bool              hasProtectedHigh;

   TimePrice         pullbackLastPoint;

                     LiqState() {
      m_swingHighs = new CArrayList<TimePrice>();
      m_swingLows = new CArrayList<TimePrice>();
      m_swings = new CArrayList<ZigzagSwing>();

      pullbackTargetPrice = 0.0;
      pullbackUpperLevel = 0.0;
      pullbackLowerLevel = 0.0;
      pullbackSwingCount = 0;
      pullbackActive = false;

      protectedLowPrice  = 0.0;
      protectedHighPrice = 0.0;
      protectedLowTime   = 0;
      protectedHighTime  = 0;
      hasProtectedLow    = false;
      hasProtectedHigh   = false;
   }

                    ~LiqState() {
      delete m_swingHighs;
      delete m_swingLows;
      delete m_swings;
   }

   bool              HasSwingAt(datetime time, bool isHigh) {
      if(isHigh) {
         for(int i = 0; i < m_swingHighs.Size(); i++)
            if(m_swingHighs.At(i).x == time)
               return true;
      } else {
         for(int i = 0; i < m_swingLows.Size(); i++)
            if(m_swingLows.At(i).x == time)
               return true;
      }

      return false;
   }
};
//+------------------------------------------------------------------+
//|                                                                  |
//+------------------------------------------------------------------+
class AbstractLiquidity : public AbstractAnalyser {

protected:
   Indicator*        ind;
   TimeFrameDataSeries*  bar;
   LiqState*         state;
   LiquidityConfigs   configs;

   bool              NearPrice(double a, double b, double tol) {
      return MathAbs(a - b) <= tol;
   }

   void              CreateTrendL(string name, datetime t1, double p1, datetime t2, double p2, color clr) {
      long chart_id = ChartID();
      bool created = ObjectCreate(chart_id, name, OBJ_TREND, 0, t1, p1, t2, p2);

      if(created) {
         ObjectSetInteger(chart_id, name, OBJPROP_COLOR, clr);
         ObjectSetInteger(chart_id, name, OBJPROP_RAY_RIGHT, false);
         ObjectSetInteger(chart_id, name, OBJPROP_WIDTH, 2);
      }
   }

   void              CreateTrendL(string name, const TimePrice &p1, const TimePrice &p2, color clr) {
      CreateTrendL(name, p1.x, p1.y, p2.x, p2.y, clr);
   }

   int               CountSwingHighsBetween(datetime leftTime, datetime rightTime) {
      int count = 0;
      for(int i = 0; i < state.m_swingLows.Size(); i++) {
         TimePrice sl = state.m_swingLows.At(i);
         if(sl.x > leftTime && sl.x < rightTime)
            count++;
      }
      return count;
   }

   //--- Checks intermediate swings using absolute datetime (bypasses 5-bar limit)
   int               CountSwingLowsBetween(datetime leftTime, datetime rightTime) {
      int count = 0;
      for(int i = 0; i < state.m_swingHighs.Size(); i++) {
         TimePrice sh = state.m_swingHighs.At(i);
         if(sh.x > leftTime && sh.x < rightTime)
            count++;
      }
      return count ;
   }
   bool              HasSwingAt(datetime time, bool isHigh) {
      if(isHigh) {
         for(int i = 0; i < state.m_swingHighs.Size(); i++) {
            if(state.m_swingHighs.At(i).x == time) {

               return true;
            }

         }
      } else {
         for(int i = 0; i < state.m_swingLows.Size(); i++) {
            if(state.m_swingLows.At(i).x == time)
               return true;
         }
      }
      return false;
   }
public:
                     AbstractLiquidity() {}
                    ~AbstractLiquidity() {}

   virtual void      ProcessBar(TimeFrameDataSeries* series, int i) override { }
   virtual void      ProcessBar(LiqState* s, Indicator* _ind, TimeFrameDataSeries* series, int i) {
      ind = _ind;
      bar = series;
      state = s;

   }

   void              SetConfigs(LiquidityConfigs &c) {
      configs = c;
   }
   virtual void      OnSwing(TimePrice &swing, bool isHigh) = 0;

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