MQL5Data/Documents/BKP/1.mq5

//+------------------------------------------------------------------+
//|                          Valid_Break_Detector                    |
//|                        Copyright 2023, MetaQuotes Software Corp. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, MetaQuotes Software Corp."
#property link "https://www.mql5.com"
#property version "1.00"
#property description "Detects Valid Breakouts of Zones with Rejection Confirmation"

// Input Parameters
input double LotSize = 0.1;                 // Lot size for trades
input int StopLoss = 50;                    // Stop Loss in points
input int TakeProfit = 100;                 // Take Profit in points
input bool RequireVolumeSpike = true;       // Enable volume spike filter
input double VolumeThreshold = 1.5;         // Minimum volume increase factor
input bool RequireCloseBeyond = true;       // Require candle close beyond the zone
input int RejectionConfirmationCandles = 2; // Number of candles to confirm rejection

// Global Variables
int MagicNumber = 789101;

//
double _Ask = 0;
double _Bid = 0;

// Zone Boundaries
double ZoneHigh = 0;
double ZoneLow = 0;

//
double maBuffer[];
int maHandler = INVALID_HANDLE;

// Breakout Status
bool BullishBreakoutDetected = false;
bool BearishBreakoutDetected = false;

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
{
    //
    ArraySetAsSeries(maBuffer, true);
    maHandler = iMA(
        _Symbol,
        _Period,
        14,
        0,
        MODE_SMA,
        VOLUME_TICK //
    );
    if (maHandler == INVALID_HANDLE)
    {
        return (INIT_FAILED);
    }

    //
    Print("Valid Break Detector EA Initialized");
    return (INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
//| Expert deinitialization function                                 |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
    //
    IndicatorRelease(maHandler);
    Print("Valid Break Detector EA Deinitialized");
}

//+------------------------------------------------------------------+
//| Expert tick function                                             |
//+------------------------------------------------------------------+
void OnTick()
{
    //
    _Ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
    _Bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
    CopyBuffer(maHandler, MAIN_LINE, 0, 14, maBuffer);

    // Define the zone dynamically (e.g., based on recent highs/lows)
    DefineZone();

    // Check for valid break of the zone
    CheckValidBreak();

    // Confirm rejection after breakout
    if (BullishBreakoutDetected || BearishBreakoutDetected)
        ConfirmRejection();
}

//+------------------------------------------------------------------+
//| Function to define the zone dynamically                         |
//+------------------------------------------------------------------+
void DefineZone()
{
    // Example: Define zone based on recent highs and lows
    ZoneHigh = iHigh(_Symbol, _Period, 1); // Recent high
    ZoneLow = iLow(_Symbol, _Period, 2);   // Recent low
}

//+------------------------------------------------------------------+
//| Function to check for a valid break of the zone                 |
//+------------------------------------------------------------------+
void CheckValidBreak()
{
    double currentPrice = _Bid;

    // Check if price breaks above the zone
    if (!BullishBreakoutDetected && currentPrice > ZoneHigh)
    {
        if (IsValidBreak(ZoneHigh, true))
        {
            Print("Potential Bullish Break Above Zone Detected at ", TimeToString(TimeCurrent(), TIME_DATE));
            BullishBreakoutDetected = true;
        }
    }

    // Check if price breaks below the zone
    if (!BearishBreakoutDetected && currentPrice < ZoneLow)
    {
        if (IsValidBreak(ZoneLow, false))
        {
            Print("Potential Bearish Break Below Zone Detected at ", TimeToString(TimeCurrent(), TIME_DATE));
            BearishBreakoutDetected = true;
        }
    }
}

//+------------------------------------------------------------------+
//| Function to validate the breakout                               |
//+------------------------------------------------------------------+
bool IsValidBreak(double zoneLevel, bool isAbove)
{
    // Check if the candle closed beyond the zone
    if (RequireCloseBeyond)
    {
        double closePrice = iClose(_Symbol, _Period, 1);
        if ((isAbove && closePrice <= zoneLevel) || (!isAbove && closePrice >= zoneLevel))
            return false;
    }

    // Check for a volume spike
    if (RequireVolumeSpike)
    {
        double currentVolume = (double) iVolume(_Symbol, _Period, 1);
        double averageVolume = maBuffer[1];
        if (currentVolume < VolumeThreshold * averageVolume)
            return false;
    }

    // All conditions met, valid breakout
    return true;
}

//+------------------------------------------------------------------+
//| Function to confirm rejection                                    |
//+------------------------------------------------------------------+
void ConfirmRejection()
{
    double currentPrice = _Bid;

    if (BullishBreakoutDetected)
    {
        // Check if price rejects lower levels and confirms bullish breakout
        bool confirmed = true;
        for (int i = 1; i <= RejectionConfirmationCandles; i++)
        {
            double closePrice = iClose(_Symbol, _Period, i);
            if (closePrice < ZoneHigh)
            {
                confirmed = false;
                break;
            }
        }

        if (confirmed)
        {
            Print("Bullish Breakout Confirmed at ", TimeToString(TimeCurrent(), TIME_DATE));
            PlaceTrade(ORDER_TYPE_BUY, "Confirmed Bullish Breakout Buy");
            BullishBreakoutDetected = false; // Reset breakout status
        }
    }

    if (BearishBreakoutDetected)
    {
        // Check if price rejects higher levels and confirms bearish breakout
        bool confirmed = true;
        for (int i = 1; i <= RejectionConfirmationCandles; i++)
        {
            double closePrice = iClose(_Symbol, _Period, i);
            if (closePrice > ZoneLow)
            {
                confirmed = false;
                break;
            }
        }

        if (confirmed)
        {
            Print("Bearish Breakout Confirmed at ", TimeToString(TimeCurrent(), TIME_DATE));
            PlaceTrade(ORDER_TYPE_SELL, "Confirmed Bearish Breakout Sell");
            BearishBreakoutDetected = false; // Reset breakout status
        }
    }
}

//+------------------------------------------------------------------+
//| Function to place a trade                                        |
//+------------------------------------------------------------------+
void PlaceTrade(int orderType, string comment)
{
    double price = (orderType == ORDER_TYPE_BUY) ? _Ask : _Bid;
    double sl = (orderType == ORDER_TYPE_BUY) ? price - StopLoss * Point() : price + StopLoss * Point();
    double tp = (orderType == ORDER_TYPE_BUY) ? price + TakeProfit * Point() : price - TakeProfit * Point();

    MqlTradeRequest request;
    MqlTradeResult result;

    ZeroMemory(request);
    ZeroMemory(result);

    request.action = TRADE_ACTION_DEAL;
    request.symbol = _Symbol;
    request.volume = LotSize;
    request.type = orderType;
    request.price = price;
    request.sl = sl;
    request.tp = tp;
    request.deviation = 10;
    request.magic = MagicNumber;
    request.comment = comment;

    if (!OrderSend(request, result))
    {
        Print("Error placing order: ", result.retcode);
    }
    else
    {
        Print(comment, " Order placed successfully.");
    }
}