forex-scalping.com

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#property indicator_chart_window
#include <Arrays\ArrayObj.mqh>

// --- 1. Encapsulate the Void Box Logic ---
class CVoidBox : public CObject
{
private:
    string  m_name;
    double  m_top;
    double  m_bottom;

public:
    // Constructor: Creates the chart object
    CVoidBox(datetime startTime, datetime endTime, double topPrice, double bottomPrice)
    {
        m_top = topPrice;
        m_bottom = bottomPrice;
        
        // Generate a unique name for the MT5 chart object
        m_name = "Void_" + IntegerToString(TimeCurrent()) + "_" + IntegerToString(MathRand());
        
        // Create the rectangle on the main chart (window 0)
        ObjectCreate(0, m_name, OBJ_RECTANGLE, 0, startTime, m_top, endTime, m_bottom);
        
        // Styling: Unmitigated (Red)
        ObjectSetInteger(0, m_name, OBJPROP_COLOR, clrRed);
        ObjectSetInteger(0, m_name, OBJPROP_BACK, true);  // Draw in background
        ObjectSetInteger(0, m_name, OBJPROP_FILL, true);  // Fill the rectangle
    }

    // Destructor: Clean up memory, but DO NOT delete the chart object
    ~CVoidBox()
    {
        // Leaving this empty ensures the gray rectangle remains on the chart historically
    }

    // Extends the right boundary of the box to the current candle
    void Extend(datetime currentTime)
    {
        // OBJPROP_TIME with modifier 1 targets the second time anchor (the right side)
        ObjectSetInteger(0, m_name, OBJPROP_TIME, 1, currentTime);
    }

    // Checks if the current price action has pierced the void
    bool CheckMitigation(double currentHigh)
    {
        if(currentHigh > m_bottom)
        {
            // Update styling to indicate mitigation
            ObjectSetInteger(0, m_name, OBJPROP_COLOR, clrGray);
            return true;
        }
        return false;
    }
};

// --- 2. Global State ---
CArrayObj *ActiveVoids;

// --- 3. Initialization & Cleanup ---
int OnInit()
{
    ActiveVoids = new CArrayObj();
    return(INIT_SUCCEEDED);
}

void OnDeinit(const int reason)
{
    // Clean up memory array
    delete ActiveVoids;
    
    // Sweep the chart to remove all objects generated by this indicator
    ObjectsDeleteAll(0, "Void_");
}

// --- 4. Main Calculation Loop ---
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
{
    // Ensure arrays are evaluated chronologically (like Pine Script)
    ArraySetAsSeries(time, true);
    ArraySetAsSeries(high, true);
    ArraySetAsSeries(low, true);
    ArraySetAsSeries(close, true);

    if(rates_total < 5) return(0);

    // Track active voids on every tick
    if(ActiveVoids.Total() > 0)
    {
        // Iterate backwards to safely remove mitigated objects without index shifting
        for(int i = ActiveVoids.Total() - 1; i >= 0; i--)
        {
            CVoidBox *box = ActiveVoids.At(i);
            
            // Extend to current candle time
            box.Extend(time[0]);
            
            // Check for mitigation
            if(box.CheckMitigation(high[0]))
            {
                // Delete(i) removes the pointer from CArrayObj AND calls the CVoidBox destructor.
                // Because our destructor doesn't call ObjectDelete(), the MT5 rectangle stays on chart.
                ActiveVoids.Delete(i); 
            }
        }
    }

    // Limit new detection strictly to newly closed bars
    int limit = rates_total - prev_calculated;
    if(limit > 1) 
    {
        for(int i = limit; i >= 1; i--)
        {
            // Note: You would insert your pivot/fractal detection and sweep validation here.
            // Assuming variables: bool isBearishVoid, double voidTop, double voidBottom
            
            bool isBearishVoid = false; // Replace with actual trigger
            
            if(isBearishVoid)
            {
                double voidTop = low[i+2];
                double voidBottom = high[i];
                
                // Instantiate the new void box and add it to our managed collection
                CVoidBox *newVoid = new CVoidBox(time[i+2], time[i], voidTop, voidBottom);
                ActiveVoids.Add(newVoid);
            }
        }
    }

    return(rates_total);
}

Code: Select all

#property strict
#property indicator_chart_window
#include <Arrays\ArrayObj.mqh>

// --- 1. Encapsulate the Void Box Logic ---
class CVoidBox : public CObject
{
private:
    string  m_name;
    double  m_top;
    double  m_bottom;

public:
    // Constructor: Creates the chart object
    CVoidBox(datetime startTime, datetime endTime, double topPrice, double bottomPrice)
    {
        m_top = topPrice;
        m_bottom = bottomPrice;
        
        // Generate a unique name for the MT4 chart object
        m_name = "Void_" + IntegerToString((long)TimeCurrent()) + "_" + IntegerToString(MathRand());
        
        // Create the rectangle on the main chart (window 0)
        ObjectCreate(0, m_name, OBJ_RECTANGLE, 0, startTime, m_top, endTime, m_bottom);
        
        // Styling: Unmitigated (Red)
        ObjectSetInteger(0, m_name, OBJPROP_COLOR, clrRed);
        ObjectSetInteger(0, m_name, OBJPROP_BACK, true);  // Draw in background
        ObjectSetInteger(0, m_name, OBJPROP_FILL, true);  // Fill the rectangle
    }

    // Destructor: Clean up memory, but DO NOT delete the chart object
    ~CVoidBox()
    {
        // Leaving this empty ensures the gray rectangle remains on the chart historically
    }

    // Extends the right boundary of the box to the current candle
    void Extend(datetime currentTime)
    {
        // OBJPROP_TIME with modifier 1 targets the second time anchor (the right side)
        ObjectSetInteger(0, m_name, OBJPROP_TIME, 1, currentTime);
    }

    // Checks if the current price action has pierced the void
    bool CheckMitigation(double currentHigh)
    {
        if(currentHigh > m_bottom)
        {
            // Update styling to indicate mitigation
            ObjectSetInteger(0, m_name, OBJPROP_COLOR, clrGray);
            return true;
        }
        return false;
    }
};

// --- 2. Global State ---
CArrayObj *ActiveVoids;

// --- 3. Initialization & Cleanup ---
int OnInit()
{
    ActiveVoids = new CArrayObj();
    return(INIT_SUCCEEDED);
}

void OnDeinit(const int reason)
{
    // Clean up memory array to prevent MT4 memory leaks
    if(ActiveVoids != NULL) 
    {
        delete ActiveVoids;
    }
    
    // Sweep the chart to remove all objects generated by this indicator
    ObjectsDeleteAll(0, "Void_");
}

// --- 4. Main Calculation Loop ---
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
{
    // MT4 passes arrays chronologically (oldest to newest) by default. 
    // Setting them as series ensures index [0] is the current live candle.
    ArraySetAsSeries(time, true);
    ArraySetAsSeries(high, true);
    ArraySetAsSeries(low, true);
    ArraySetAsSeries(close, true);

    if(rates_total < 5) return(0);

    // Track active voids on every tick
    if(ActiveVoids.Total() > 0)
    {
        // Iterate backwards to safely remove mitigated objects without index shifting
        for(int i = ActiveVoids.Total() - 1; i >= 0; i--)
        {
            CVoidBox *box = ActiveVoids.At(i);
            
            // Extend to current candle time
            box.Extend(time[0]);
            
            // Check for mitigation
            if(box.CheckMitigation(high[0]))
            {
                // Deleting the index destroys the pointer and triggers the CVoidBox destructor
                ActiveVoids.Delete(i); 
            }
        }
    }

    // Limit new detection strictly to newly closed bars
    int limit = rates_total - prev_calculated;
    if(limit > 1) 
    {
        for(int i = limit; i >= 1; i--)
        {
            // Insert your MQL4 pivot/fractal detection and sweep validation here.
            // Example placeholders:
            bool isBearishVoid = false; 
            
            if(isBearishVoid)
            {
                double voidTop = low[i+2];
                double voidBottom = high[i];
                
                // Instantiate the new void box and add it to our managed collection
                CVoidBox *newVoid = new CVoidBox(time[i+2], time[i], voidTop, voidBottom);
                ActiveVoids.Add(newVoid);
            }
        }
    }

    return(rates_total);
}

Code: Select all

using System;
using System.Collections.Generic;
using cAlgo.API;
using cAlgo.API.Internals;

namespace cAlgo
{
    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
    public class PostSweepLiquidityVoids : Indicator
    {
        [Parameter("Pivot Left", DefaultValue = 5)]
        public int PivotLeft { get; set; }

        [Parameter("Pivot Right", DefaultValue = 5)]
        public int PivotRight { get; set; }

        // Encapsulate the chart object and price boundaries
        public class VoidBox
        {
            public ChartRectangle Rectangle { get; set; }
            public double Top { get; set; }
            public double Bottom { get; set; }
        }

        private List<VoidBox> _activeBearishVoids;
        private double _lastPivotHigh = double.NaN;
        private int _lastEvaluatedBar = -1;

        protected override void Initialize()
        {
            _activeBearishVoids = new List<VoidBox>();
        }

        public override void Calculate(int index)
        {
            // Ensure we have enough history
            if (index < PivotLeft + PivotRight + 3)
                return;

            // --- 1. TICK-LEVEL LOGIC: Extend and Mitigate ---
            // cTrader fires Calculate(index) on every incoming tick for the live bar.
            for (int i = _activeBearishVoids.Count - 1; i >= 0; i--)
            {
                var voidBox = _activeBearishVoids[i];
                
                // Dynamically pull the right side of the rectangle forward
                voidBox.Rectangle.Time2 = Bars.OpenTimes[index];

                // Check for mitigation
                if (Bars.HighPrices[index] > voidBox.Bottom)
                {
                    // Visual update for mitigated state
                    voidBox.Rectangle.Color = Color.FromArgb(60, Color.Gray);
                    
                    // Remove from active tracking so we stop extending it
                    _activeBearishVoids.RemoveAt(i);
                }
            }

            // --- 2. BAR-CLOSE LOGIC: Detect New Voids ---
            // Lock this block to execute only once per completed bar
            if (index == _lastEvaluatedBar)
                return;

            int closedIndex = index - 1;

            // Detect and store the Origin Pivot
            int potentialPivotIndex = closedIndex - PivotRight;
            if (IsPivotHigh(potentialPivotIndex, PivotLeft, PivotRight))
            {
                _lastPivotHigh = Bars.HighPrices[potentialPivotIndex];
            }

            // A 3-candle bearish displacement: Low of candle 1 > High of candle 3
            bool isBearishVoid = Bars.LowPrices[closedIndex - 2] > Bars.HighPrices[closedIndex];

            // Validate that the trap/sweep occurred recently (within the last 3 closed bars)
            bool recentSweep = false;
            if (!double.IsNaN(_lastPivotHigh))
            {
                for (int i = 0; i <= 3; i++)
                {
                    int checkIdx = closedIndex - i;
                    // Wick goes above pivot, but body closes below it
                    if (Bars.HighPrices[checkIdx] > _lastPivotHigh && Bars.ClosePrices[checkIdx] < _lastPivotHigh)
                    {
                        recentSweep = true;
                        break;
                    }
                }
            }

            // Create the new void
            if (isBearishVoid && recentSweep)
            {
                double voidTop = Bars.LowPrices[closedIndex - 2];
                double voidBottom = Bars.HighPrices[closedIndex];

                // Ensure a unique ID to prevent chart object collisions
                string boxName = $"Void_{Bars.OpenTimes[closedIndex].Ticks}_{index}";

                // Chart.DrawRectangle returns the object reference immediately
                var rect = Chart.DrawRectangle(boxName, 
                                               Bars.OpenTimes[closedIndex - 2], voidTop, 
                                               Bars.OpenTimes[index], voidBottom, 
                                               Color.FromArgb(85, Color.Red));
                                               
                rect.IsFilled = true;
                rect.IsInteractive = false; // Locks the UI so you don't accidentally drag it

                _activeBearishVoids.Add(new VoidBox
                {
                    Rectangle = rect,
                    Top = voidTop,
                    Bottom = voidBottom
                });
            }

            _lastEvaluatedBar = index;
        }

        // Standard swing high fractal detection
        private bool IsPivotHigh(int index, int left, int right)
        {
            if (index - left < 0 || index + right >= Bars.Count)
                return false;

            double centerHigh = Bars.HighPrices[index];
            
            for (int i = 1; i <= left; i++)
                if (Bars.HighPrices[index - i] > centerHigh) return false;
                
            for (int i = 1; i <= right; i++)
                if (Bars.HighPrices[index + i] >= centerHigh) return false;

            return true;
        }
    }
}