Initial commit

2026-01-28 09:10:52 +01:00
commit a1d2e96f8a
513 changed files with 19503 additions and 0 deletions
@@ -0,0 +1 @@
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+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Release|Any CPU = Release|Any CPU
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@@ -0,0 +1,204 @@
+using cAlgo.API;
+using cAlgo.API.Indicators;
+using cAlgo.API.Internals;
+using System.Collections.Generic;
+using System.Linq;
+using System;
+
+namespace cAlgo.Indicators
+{
+    [Indicator(IsOverlay = true, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
+    public class HmaMitigationSignals : Indicator
+    {
+        [Parameter("HMA Period", DefaultValue = 20, MinValue = 2)]
+        public int HmaPeriod { get; set; }
+
+        // Use the chart's TimeZone for this input
+        [Parameter("Session Close Time (Chart TZ)", DefaultValue = "17:30")]
+        public TimeSpan SessionCloseTime { get; set; }
+
+        [Parameter("Enable Alerts", DefaultValue = true)]
+        public bool EnableAlerts { get; set; }
+
+        [Parameter("Alert Sound Path", DefaultValue = "")]
+        public string AlertSoundPath { get; set; }
+
+        [Output("HMA", LineColor = "Orange")]
+        public IndicatorDataSeries HmaOutput { get; set; }
+
+        private HullMovingAverage _hma;
+        private Stack<double> _peakStack;
+        private Stack<double> _troughStack;
+
+        private DateTime _currentSessionEndTimeUtc = DateTime.MinValue;
+
+        // State flags for entry setup
+        private bool _buySetupActive = false;
+        private bool _sellSetupActive = false;
+
+        protected override void Initialize()
+        {
+            _hma = Indicators.HullMovingAverage(Bars.ClosePrices, HmaPeriod);
+            _peakStack = new Stack<double>();
+            _troughStack = new Stack<double>();
+        }
+
+        public override void Calculate(int index)
+        {
+            HmaOutput[index] = _hma.Result[index];
+            DateTime barOpenTime = Bars.OpenTimes[index]; // This is UTC
+
+            // --- Session Initialization (run once) ---
+            if (_currentSessionEndTimeUtc == DateTime.MinValue)
+            {
+                // Convert the current UTC bar time to the chart's local time zone
+                DateTime barOpenTimeChartTz = TimeZoneInfo.ConvertTimeFromUtc(barOpenTime, this.TimeZone);
+                
+                // Create the session close time for "today" *in the chart's timezone*
+                DateTime sessionCloseChartTz = barOpenTimeChartTz.Date.Add(SessionCloseTime);
+                
+                // Convert this chart-timezone-based closing time back to UTC
+                DateTime sessionCloseTodayUtc = TimeZoneInfo.ConvertTimeToUtc( sessionCloseChartTz, this.TimeZone);
+
+                if (barOpenTime >= sessionCloseTodayUtc)
+                {
+                    // Bar is after today's close. Session end is tomorrow (chart time).
+                    // Add 1 day *in chart time* (handles DST)
+                    DateTime nextSessionEndChartTz = sessionCloseChartTz.AddDays(1);
+                    // Convert back to UTC
+                    _currentSessionEndTimeUtc = TimeZoneInfo.ConvertTime(nextSessionEndChartTz, this.TimeZone, TimeZoneInfo.Utc);
+                }
+                else
+                {
+                    // Bar is before today's close. Session end is today (chart time).
+                    _currentSessionEndTimeUtc = sessionCloseTodayUtc;
+                }
+            }
+
+            // --- Session Check ---
+            // Check if the current bar has crossed the session boundary
+            if (barOpenTime >= _currentSessionEndTimeUtc)
+            {
+                // New session starts, clear stacks and drawings
+                _peakStack.Clear();
+                _troughStack.Clear();
+                //Chart.RemoveAllObjects(); // Clear old session text and icons
+                
+                // Reset setup flags
+                _buySetupActive = false;
+                _sellSetupActive = false;
+
+                // Set the *next* session end time, looping in case of market gaps (weekends)
+                while (barOpenTime >= _currentSessionEndTimeUtc)
+                {
+                    // Convert current UTC end time to chart time
+                    DateTime currentSessionEndChartTz = TimeZoneInfo.ConvertTimeFromUtc(_currentSessionEndTimeUtc, this.TimeZone);
+                    // Add 1 day *in chart time* (handles DST)
+                    DateTime nextSessionEndChartTz = currentSessionEndChartTz.AddDays(1);
+                    // Convert back to UTC for the next comparison
+                    _currentSessionEndTimeUtc = TimeZoneInfo.ConvertTime(nextSessionEndChartTz, this.TimeZone, TimeZoneInfo.Utc);
+                }
+            }
+
+            // Stop signal logic from running on the forming bar (which causes repainting)
+            if (IsLastBar)
+            {
+                return;
+            }
+
+            // We need at least 3 bars to identify a peak/trough at index - 1
+            if (index < 2)
+            {
+                return;
+            }
+
+            // --- 1. Identify new peaks/troughs at index - 1 AND check for entry ---
+            // All HMA values are now based on closed bars (index, index-1, index-2).
+            double prevHma = _hma.Result[index - 1];
+            double prevHma2 = _hma.Result[index - 2];
+            double currentHma = _hma.Result[index];
+
+            // A peak at index-1
+            bool isPeak = (prevHma > prevHma2) && (prevHma > currentHma);
+            // A trough at index-1
+            bool isTrough = (prevHma < prevHma2) && (prevHma < currentHma);
+
+            if (isPeak)
+            {
+                // Check if a sell setup was active *before* pushing the new peak
+                if (_sellSetupActive)
+                {
+                    // Draw sell icon at the peak (index - 1)
+                    Chart.DrawIcon($"sell_{index - 1}", ChartIconType.DownArrow, index - 1, Bars.HighPrices[index - 1] + Symbol.PipSize * 10, Color.Red);
+                    _sellSetupActive = false; // Reset setup
+                }
+                
+                _peakStack.Push(prevHma);
+                // Draw count above the peak bar
+                string peakLabel = $"{_peakStack.Count}";
+                double yPos = Bars.HighPrices[index - 1] + Symbol.PipSize * 5;
+                Chart.DrawText($"peak_{index - 1}", peakLabel, index - 1, yPos, Color.Red);
+            }
+
+            if (isTrough)
+            {
+                // Check if a buy setup was active *before* pushing the new trough
+                if (_buySetupActive)
+                {
+                    // Draw buy icon at the trough (index - 1)
+                    Chart.DrawIcon($"buy_{index - 1}", ChartIconType.UpArrow, index - 1, Bars.LowPrices[index - 1] - Symbol.PipSize * 10, Color.Lime);
+                    _buySetupActive = false; // Reset setup
+                }
+                
+                _troughStack.Push(prevHma);
+                // Draw count below the trough bar
+                string troughLabel = $"{_troughStack.Count}";
+                double yPos = Bars.LowPrices[index - 1] - Symbol.PipSize * 5;
+                Chart.DrawText($"trough_{index - 1}", troughLabel, index - 1, yPos, Color.Lime);
+            }
+
+            // --- 2. Check for mitigation (Setup) based on the hma value ---
+            // Mitigation is checked against the closed bar 'currentHma' (at index).
+            
+            // Check peak mitigation (testing highs)
+            bool peakMitigationTriggeredSetup = false;
+            while (_peakStack.Count > 0 && currentHma >= _peakStack.Peek())
+            {
+                _peakStack.Pop();
+                if (_peakStack.Count <= 1)
+                {
+                    peakMitigationTriggeredSetup = true;
+                }
+            }
+            if (peakMitigationTriggeredSetup)
+            {
+                // Alert only on the first bar the setup becomes active
+                if (EnableAlerts && !_sellSetupActive && !string.IsNullOrEmpty(AlertSoundPath))
+                {
+                    Notifications.PlaySound(AlertSoundPath);
+                }
+                _sellSetupActive = true; // Activate sell setup
+            }
+
+            // Check trough mitigation (testing lows)
+            bool troughMitigationTriggeredSetup = false;
+            while (_troughStack.Count > 0 && currentHma <= _troughStack.Peek())
+            {
+                _troughStack.Pop();
+                if (_troughStack.Count <= 1)
+                {
+                    troughMitigationTriggeredSetup = true;
+                }
+            }
+            if (troughMitigationTriggeredSetup)
+            {
+                // Alert only on the first bar the setup becomes active
+                if (EnableAlerts && !_buySetupActive && !string.IsNullOrEmpty(AlertSoundPath))
+                {
+                    Notifications.PlaySound(AlertSoundPath);
+                }
+                _buySetupActive = true; // Activate buy setup
+            }
+        }
+    }
+}
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+  <PropertyGroup>
+    <TargetFramework>net6.0</TargetFramework>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="cTrader.Automate" Version="*" />
+  </ItemGroup>
+</Project>
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+// <autogenerated />
+using System;
+using System.Reflection;
+[assembly: global::System.Runtime.Versioning.TargetFrameworkAttribute(".NETCoreApp,Version=v6.0", FrameworkDisplayName = "")]
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+//------------------------------------------------------------------------------
+// <auto-generated>
+//     This code was generated by a tool.
+//
+//     Changes to this file may cause incorrect behavior and will be lost if
+//     the code is regenerated.
+// </auto-generated>
+//------------------------------------------------------------------------------
+
+using System;
+using System.Reflection;
+
+[assembly: System.Reflection.AssemblyCompanyAttribute("HmaMitigationSignals")]
+[assembly: System.Reflection.AssemblyConfigurationAttribute("Debug")]
+[assembly: System.Reflection.AssemblyFileVersionAttribute("1.0.0.0")]
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+[assembly: System.Reflection.AssemblyTitleAttribute("HmaMitigationSignals")]
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+
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+
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+build_property.RootNamespace = HmaMitigationSignals
+build_property.ProjectDir = C:\Users\Brummel\Documents\cAlgo\Sources\Indicators\HmaMitigationSignals\HmaMitigationSignals\
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