combining levels with value. github commit 4d28d770523c925622a789f13eda8700852bec18
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finally figured out a good way to get manually drawn zones to be part of the algo. I got grok to make this EA that tracks your rectangles and sets the zone type and then exports to a csv
Inserted Code
//+------------------------------------------------------------------+
//| ExportRectanglesToJSON_v7.mq5 |
//| Copyright 2025, Your Name or Organization |
//| https://www.example.com |
//+------------------------------------------------------------------+
#property copyright "Your Name or Organization"
#property link "https://www.example.com"
#property version "7.00"
// Include necessary libraries
#include <Files/File.mqh>
// Global variables
long lastChartID = 0; // Track chart ID
string FileName;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
// Set file name based on chart symbol
FileName = Symbol() + ".csv";
lastChartID = ChartID();
Print("EA initialized. Monitoring rectangles on chart ID: ", lastChartID, ", File: ", FileName);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
Print("EA deinitialized. Reason: ", reason);
}
//+------------------------------------------------------------------+
//| Function to determine rectangle type based on price history |
//+------------------------------------------------------------------+
string DetermineRectangleType(double top, double bottom, datetime referenceTime, bool isHistorical)
{
string rectType = "";
double prevCloses[];
ArraySetAsSeries(prevCloses, true);
int maxCandles = 25;
int copied = 0;
if(isHistorical)
{
copied = CopyClose(Symbol(), Period(), referenceTime, maxCandles, prevCloses);
if(copied <= 0)
{
Print("Error copying historical close prices: ", GetLastError());
return rectType;
}
}
else
{
copied = CopyClose(Symbol(), Period(), 0, maxCandles, prevCloses);
if(copied <= 0)
{
Print("Error copying close prices: ", GetLastError());
return rectType;
}
}
for(int i = 0; i < copied; i++)
{
if(prevCloses[i] < bottom)
{
rectType = "supply";
break;
}
else if(prevCloses[i] > top)
{
rectType = "demand";
break;
}
}
return rectType;
}
//+------------------------------------------------------------------+
//| Function to set rectangle properties |
//+------------------------------------------------------------------+
// iterate backwards from x1 to find the first close outside the zone
void SetRectangleProperties(string objName)
{
string existingType = ObjectGetString(lastChartID, objName, OBJPROP_TEXT);
if(existingType == "supply" || existingType == "demand")
return;
double y1 = ObjectGetDouble(lastChartID, objName, OBJPROP_PRICE, 0);
double y2 = ObjectGetDouble(lastChartID, objName, OBJPROP_PRICE, 1);
datetime x1 = (datetime)ObjectGetInteger(lastChartID, objName, OBJPROP_TIME, 0);
double top = MathMax(y1, y2);
double bottom = MathMin(y1, y2);
string rectType = "";
datetime currentTime = TimeCurrent();
if(currentTime > x1)
{
rectType = DetermineRectangleType(top, bottom, x1, true);
}
else
{
double currentPrice = SymbolInfoDouble(Symbol(), SYMBOL_BID);
if(currentPrice < bottom)
rectType = "supply";
else if(currentPrice > top)
rectType = "demand";
else
rectType = DetermineRectangleType(top, bottom, 0, false);
}
if(rectType != "")
{
ObjectSetString(lastChartID, objName, OBJPROP_TEXT, rectType);
color rectColor = rectType == "demand" ? clrCornflowerBlue : rectType == "supply" ? clrSalmon : clrBlack;
ObjectSetInteger(lastChartID, objName, OBJPROP_COLOR, rectColor);
ObjectSetInteger(lastChartID, objName, OBJPROP_FILL, true);
ObjectSetInteger(lastChartID, objName, OBJPROP_BACK, true);
}
else
{
Print("Could not determine type for rectangle ", objName);
}
}
//+------------------------------------------------------------------+
//| Function to export rectangles to CSV file |
//+------------------------------------------------------------------+
void ExportRectanglesToCSV()
{
// Get current price
double currentPrice = SymbolInfoDouble(Symbol(), SYMBOL_BID);
// Get all rectangle objects
int totalObjects = ObjectsTotal(lastChartID, 0, OBJ_RECTANGLE);
string csv = "x1,y1,x2,y2,type\n"; // CSV header
for(int i = 0; i < totalObjects; i++)
{
string objName = ObjectName(lastChartID, i, 0, OBJ_RECTANGLE);
if(objName == "")
{
Print("Warning: Empty object name at index ", i);
continue;
}
// Get rectangle properties
datetime x1 = (datetime)ObjectGetInteger(lastChartID, objName, OBJPROP_TIME, 1);
datetime x2 = (datetime)ObjectGetInteger(lastChartID, objName, OBJPROP_TIME, 0);
double y1 = ObjectGetDouble(lastChartID, objName, OBJPROP_PRICE, 0);
double y2 = ObjectGetDouble(lastChartID, objName, OBJPROP_PRICE, 1);
// Check for errors in property retrieval
if(GetLastError() != 0)
{
Print("Error retrieving properties for object ", objName, ": ", GetLastError());
continue;
}
// Set rectangle properties (only sets type if not already set)
SetRectangleProperties(objName);
// Get rectangle type
string rectType = ObjectGetString(lastChartID, objName, OBJPROP_TEXT);
if(rectType == "") rectType = "Unknown"; // Fallback if type not set
// Format rectangle data
string rectData = StringFormat(
"%s,%.5f,%s,%.5f,%s",
TimeToString(x1, TIME_DATE|TIME_MINUTES|TIME_SECONDS),
y1,
TimeToString(x2, TIME_DATE|TIME_MINUTES|TIME_SECONDS),
y2,
rectType
);
// Add to CSV
csv += rectData + "\n";
}
// Write to file
int fileHandle = FileOpen(FileName, FILE_WRITE|FILE_TXT|FILE_COMMON);
if(fileHandle == INVALID_HANDLE)
{
Print("Error opening file ", FileName, ": ", GetLastError());
return;
}
FileWrite(fileHandle, csv);
FileClose(fileHandle);
Print("Exported ", totalObjects, " rectangles to ", FileName, " at ", TimeToString(TimeCurrent(), TIME_DATE|TIME_MINUTES|TIME_SECONDS));
}
//+------------------------------------------------------------------+
//| Chart event handler |
//+------------------------------------------------------------------+
void OnChartEvent(const int id,
const long &lparam,
const double &dparam,
const string &sparam)
{
// Log all chart events for debugging
//Print("Chart event received: ID=", id, ", Object=", sparam, ", Time=", TimeToString(TimeCurrent(), TIME_DATE|TIME_MINUTES|TIME_SECONDS));
if(id == 2) // CHARTEVENT_OBJECT_CHANGE
{
// Get object type
long objType = -1;
if(ObjectFind(lastChartID, sparam) >= 0)
{
objType = ObjectGetInteger(lastChartID, sparam, OBJPROP_TYPE);
if(GetLastError() != 0)
{
Print("Error getting object type for ", sparam, ": ", GetLastError());
return;
}
}
else
{
Print("Object ", sparam, " not found on chart ID ", lastChartID);
return;
}
//Print("Object ", sparam, " type: ", objType, " (OBJ_RECTANGLE=", OBJ_RECTANGLE, ")");
if(objType == OBJ_RECTANGLE)
{
//Print("Rectangle event detected: ", sparam, " (", id == CHARTEVENT_OBJECT_CREATE ? "Created" : "Changed", ") at ", TimeToString(TimeCurrent(), TIME_DATE|TIME_MINUTES|TIME_SECONDS));
ExportRectanglesToCSV();
}
else
{
Print("Non-rectangle object ignored: ", sparam, ", Type=", objType);
}
}
}
//+------------------------------------------------------------------+
just getting weights to normalize against volatility and then using those as tradingview symbols comes out pretty close to my own calculation
I saw this potential USD buy and CAD sell setting up so I took a little scalp. Shoulda held it I guess
Inserted Code
EURx Formula: EURUSD*0.1418+EURGBP*0.6165+EURJPY*0.0022+EURAUD*0.0906+EURCAD*0.1489 USDx Formula: EURUSD*-0.1986+GBPUSD*-0.2022+USDJPY*0.0015+USDCAD*0.2354+AUDUSD*-0.3623 GBPx Formula: GBPUSD*0.1417+GBPJPY*0.0017+EURGBP*-0.6053+GBPAUD*0.0917+GBPCAD*0.1596 JPYx Formula: USDJPY*-0.1227+EURJPY*-0.252+GBPJPY*-0.1946+AUDJPY*-0.188+CADJPY*-0.2428 AUDx Formula: AUDUSD*0.3177+AUDJPY*0.002+EURAUD*-0.1112+GBPAUD*-0.1148+AUDCAD*0.4543 CADx Formula: USDCAD*-0.1974+EURCAD*-0.1749+CADJPY*0.0025+AUDCAD*-0.4344+GBPCAD*-0.1909
I saw this potential USD buy and CAD sell setting up so I took a little scalp. Shoulda held it I guess
- #184
- Last Post: Jun 14, 2025 10:59pm Jun 14, 2025 10:59pm
I'm liking this strategy. find the currency that looks tradable then go look at all of its crosses. or, ideally, find 2 currencies that look tradable at the same time in opposite directions. interestingly though, often what turns out to be the right pair to trade isn't visible from the index charts. it appears that the most profitable way to trade this is pattern recognition on the index charts to identify what currency to trade, then pattern recognition on that currency's pairs. too bad all my coding attempts at finding patterns suck
At about noon the CHF and EUR looks like north is more likely than south. so, find the most sellable pairs
chf:
eur:
the EUR crosses actually might have got me into trouble. EURUSD looks like a buy but failed, EURAUD looks like it would make another push lower yet didnt. session direction seems to be quite import when looking at currencies this way. its almost like they inhale and exhale.
At about noon the CHF and EUR looks like north is more likely than south. so, find the most sellable pairs
chf:
eur:
the EUR crosses actually might have got me into trouble. EURUSD looks like a buy but failed, EURAUD looks like it would make another push lower yet didnt. session direction seems to be quite import when looking at currencies this way. its almost like they inhale and exhale.