PaPP v2 indicatore: pannello mostra anche Volatilita' (ATR%) e Accelerazione (pendenza mediana + espansione cluster su 5 barre D1)

Co-Authored-By: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>

PaPP v2/PaPP_CrossExport.mq5

@@ -27,6 +27,9 @@ int    gDays[7] = {365,182,121,30,14,7,3};
 string SER[NSER]= {"PRICE","MED","MA365","MA182","MA121","MA30","MA14","MA7","MA3"};
 int    gHor[5]  = {1,3,5,10,20};
 
+//--- contenitore per un buffer MA dinamico (MQL5 non permette double ma[7][])
+struct MABuf { double v[]; };
+
 //+------------------------------------------------------------------+
 int TimeToBarsD1(string sym,int d)
   {
@@ -36,10 +39,14 @@ int TimeToBarsD1(string sym,int d)
   }
 
 //+------------------------------------------------------------------+
-double Median7(double &v[])   // mediana dei valori >0 in v[0..6]
+// valore valido = positivo e finito (MT5 usa EMPTY_VALUE=DBL_MAX nei warmup)
+bool IsVal(double v) { return (v>0.0 && v<1.0e12); }
+
+//+------------------------------------------------------------------+
+double Median7(double &v[])   // mediana dei valori validi in v[0..6]
   {
    double a[]; int c=0; ArrayResize(a,7);
-   for(int m=0;m<7;m++) if(v[m]>0) { a[c]=v[m]; c++; }
+   for(int m=0;m<7;m++) if(IsVal(v[m])) { a[c]=v[m]; c++; }
    if(c==0) return 0;
    ArrayResize(a,c); ArraySort(a);
    if((c&1)==1) return a[c/2];
@@ -79,7 +86,7 @@ void OnStart()
 
    //--- carico tutta la storia D1 (indice 0 = piu' vecchio)
    datetime tm[]; double cl[],hi[],lo[],atr[];
-   double ma[7][];
+   MABuf ma[7];
    ArraySetAsSeries(tm,false); ArraySetAsSeries(cl,false);
    ArraySetAsSeries(hi,false); ArraySetAsSeries(lo,false);
    ArraySetAsSeries(atr,false);
@@ -90,8 +97,8 @@ void OnStart()
    if(CopyBuffer(hATR,0,0,total,atr)<=0)      { Print("CopyATR KO");   return; }
    for(int m=0;m<7;m++)
      {
-      ArraySetAsSeries(ma[m],false);
-      if(CopyBuffer(hMA[m],0,0,total,ma[m])<=0) { Print("CopyBuffer MA KO m=",m); return; }
+      ArraySetAsSeries(ma[m].v,false);
+      if(CopyBuffer(hMA[m],0,0,total,ma[m].v)<=0) { Print("CopyBuffer MA KO m=",m); return; }
      }
    int n = ArraySize(cl);
 
@@ -101,7 +108,7 @@ void OnStart()
    for(int i=0;i<n;i++)
      {
       double mv[7];
-      for(int m=0;m<7;m++) mv[m] = ma[m][i];
+      for(int m=0;m<7;m++) mv[m] = ma[m].v[i];
       S[i][0] = cl[i];          // PRICE
       S[i][1] = Median7(mv);    // MED
       for(int m=0;m<7;m++) S[i][2+m] = mv[m];   // MA365..MA3
@@ -127,6 +134,7 @@ void OnStart()
       string s=IntegerToString(gHor[hh]);
       head += ",ret_"+s+",mfe_"+s+",mae_"+s+",dir_"+s+",rev_"+s;
      }
+   for(int b=1;b<=MAXH;b++) head += ",cret_"+IntegerToString(b);  // traiettoria forward bar-by-bar
    head += ",bars_to_revert,disc_max_pct";
    FileWriteString(fh,head+"\r\n");
 
@@ -135,20 +143,26 @@ void OnStart()
    for(int i=iStart;i<=iEnd;i++)
      {
       if(i<KSLOPE+1) continue;
+
+      //--- esporto solo barre con TUTTE le 9 serie valide (cluster completo)
+      bool allok=true;
+      for(int k=0;k<NSER && allok;k++)
+         if(!IsVal(S[i][k]) || !IsVal(S[i-1][k]) || !IsVal(S[i-KSLOPE][k])) allok=false;
+      if(!allok) continue;
+
       double price=S[i][0], med=S[i][1], ma365=S[i][2];
-      if(price<=0 || med<=0) continue;
 
       //--- feature comuni a tutti gli incroci di questa barra
-      double dist_med = (med>0)?(price-med)/med*100.0:0;
+      double dist_med = (price-med)/med*100.0;
       double cmax=-1, cmin=1e18;
-      for(int k=2;k<NSER;k++){ double v=S[i][k]; if(v>0){ if(v>cmax)cmax=v; if(v<cmin)cmin=v; } }
-      double cluster = (cmax>0 && price>0)?(cmax-cmin)/price*100.0:0;
+      for(int k=2;k<NSER;k++){ double v=S[i][k]; if(v>cmax)cmax=v; if(v<cmin)cmin=v; }
+      double cluster = (cmax-cmin)/price*100.0;
       double cmaxP=-1,cminP=1e18;
-      for(int k=2;k<NSER;k++){ double v=S[i-KSLOPE][k]; if(v>0){ if(v>cmaxP)cmaxP=v; if(v<cminP)cminP=v; } }
-      double clusterP = (cmaxP>0)?(cmaxP-cminP)/S[i-KSLOPE][0]*100.0:0;
+      for(int k=2;k<NSER;k++){ double v=S[i-KSLOPE][k]; if(v>cmaxP)cmaxP=v; if(v<cminP)cminP=v; }
+      double clusterP = (cmaxP-cminP)/S[i-KSLOPE][0]*100.0;
       double cluster_exp = cluster-clusterP;
-      int    trend = (price>ma365 && ma365>0)?1:-1;
-      double atr_pct = (price>0)?atr[i]/price*100.0:0;
+      int    trend = (price>ma365)?1:-1;
+      double atr_pct = atr[i]/price*100.0;
       MqlDateTime dt; TimeToStruct(tm[i],dt);
 
       //--- esito globale: ritorno alla Mediana entro MAXH
@@ -157,7 +171,7 @@ void OnStart()
       int jmax = MathMin(i+MAXH,n-1);
       for(int j=i+1;j<=jmax;j++)
         {
-         if(S[j][0]<=0 || S[j][1]<=0) continue;
+         if(!IsVal(S[j][0]) || !IsVal(S[j][1])) continue;
          int sj=(S[j][0]>S[j][1])?1:-1;
          if(b2rev<0 && sj!=side) b2rev=j-i;
          double d=(S[j][0]-S[j][1])/S[j][1]*100.0;
@@ -168,15 +182,14 @@ void OnStart()
       for(int a=0;a<NSER;a++)
        for(int b=a+1;b<NSER;b++)
          {
-          if(S[i][a]<=0||S[i][b]<=0||S[i-1][a]<=0||S[i-1][b]<=0) continue;
           double d0=S[i-1][a]-S[i-1][b];
           double d1=S[i][a]-S[i][b];
           int dir=0;
           if(d0<=0 && d1>0) dir=1; else if(d0>=0 && d1<0) dir=-1;
           if(dir==0) continue;
 
-          double slope_a = (S[i-KSLOPE][a]>0)?(S[i][a]-S[i-KSLOPE][a])/S[i-KSLOPE][a]*100.0:0;
-          double slope_b = (S[i-KSLOPE][b]>0)?(S[i][b]-S[i-KSLOPE][b])/S[i-KSLOPE][b]*100.0:0;
+          double slope_a = (S[i][a]-S[i-KSLOPE][a])/S[i-KSLOPE][a]*100.0;
+          double slope_b = (S[i][b]-S[i-KSLOPE][b])/S[i-KSLOPE][b]*100.0;
           double thr = 0.25*atr_pct;
 
           string row = StringFormat("%s,%s,%sx%s,%s,%s,%d,",
@@ -204,6 +217,13 @@ void OnStart()
              row += ","+DoubleToString(ret,5)+","+DoubleToString(mfe,5)+","
                     +DoubleToString(mae,5)+","+IntegerToString(dlab)+","+IntegerToString(rev);
             }
+          //--- traiettoria: rendimento cumulato a +1..+MAXH barre
+          for(int b=1;b<=MAXH;b++)
+            {
+             int iB=i+b;
+             if(iB>n-1) { row += ","; continue; }
+             row += ","+DoubleToString((cl[iB]-cl[i])/cl[i]*100.0,5);
+            }
           row += ","+(b2rev>0?IntegerToString(b2rev):"")+","+DoubleToString(discMax,5);
           FileWriteString(fh,row+"\r\n");
           rows++;

PaPP v2/PaPP_Median.mq5

@@ -15,6 +15,7 @@ input bool Smooth    = true;   // interpola tra i valori D1 -> linea morbida
 input bool ShowMA    = true;   // mostra anche le 7 MA (oltre alla mediana)
 
 #define ANCHOR_TF PERIOD_D1   // calcolo ancorato a D1: linea identica su ogni TF
+#define KSLOPE 5            // barre D1 per pendenza/accelerazione
 
 double Buff_Median[];
 double B0[],B1[],B2[],B3[],B4[],B5[],B6[];
@@ -22,6 +23,7 @@ double B0[],B1[],B2[],B3[],B4[],B5[],B6[];
 int   gDays[7] = {365,182,121,30,14,7,3};
 color gCol[7]  = {clrDodgerBlue,clrDeepSkyBlue,clrTurquoise,clrLimeGreen,clrOrange,clrTomato,clrRed};
 int hMA[7];
+int hATR = INVALID_HANDLE;
 int bars[7];
 string _pfx  = "PM_";    // oggetti pannello
 string _pfx2 = "PME_";   // etichette a fine linea
@@ -80,6 +82,8 @@ int OnInit()
       hMA[i] = iMA(_Symbol,ANCHOR_TF,bars[i],0,MODE_SMA,PRICE_CLOSE);
       if(hMA[i]==INVALID_HANDLE) return INIT_FAILED;
      }
+   hATR = iATR(_Symbol,ANCHOR_TF,14);
+   if(hATR==INVALID_HANDLE) return INIT_FAILED;
 
    SetIndexBuffer(0,Buff_Median,INDICATOR_DATA);
    SetIndexBuffer(1,B0,INDICATOR_DATA);
@@ -120,6 +124,7 @@ int OnInit()
 void OnDeinit(const int reason)
   {
    for(int i=0;i<7;i++) if(hMA[i]!=INVALID_HANDLE) IndicatorRelease(hMA[i]);
+   if(hATR!=INVALID_HANDLE) IndicatorRelease(hATR);
    ObjectsDeleteAll(0,_pfx);
    ObjectsDeleteAll(0,_pfx2);
   }
@@ -134,6 +139,27 @@ double GetMA(int m,int d1shift)
    return 0;
   }
 
+//+------------------------------------------------------------------+
+// ATR D1 (volatilita') alla barra d1shift
+double GetATR(int d1shift)
+  {
+   if(d1shift<0) return 0;
+   double b[1];
+   if(CopyBuffer(hATR,0,d1shift,1,b)==1) return b[0];
+   return 0;
+  }
+
+//+------------------------------------------------------------------+
+// dispersione media delle 7 MA dalla mediana (%) alla barra d1shift
+double ClusterAtD1(int d1shift)
+  {
+   double md = MedianAtD1(d1shift);
+   if(md<=0) return 0;
+   double ds=0; int dc=0;
+   for(int m=0;m<7;m++) { double v=GetMA(m,d1shift); if(v>0) { ds+=MathAbs(v-md)/md*100; dc++; } }
+   return (dc>0)?ds/dc:0;
+  }
+
 //+------------------------------------------------------------------+
 double Median(double &a[],int n)
   {
@@ -298,11 +324,22 @@ void DrawInfo()
    Lbl("M","Median: "+DoubleToString(median,_Digits),x,y,FontSize,clrGold,false); y+=lh;
    Lbl("D","Dist: "+distS,x,y,FontSize,distC,true); y+=lh+2;
 
-   //--- Dispersione MA e bande (info)
-   double ds=0; int dc=0;
-   for(int m=0;m<7;m++) { double v=GetMA(m,1); if(v>0) { ds+=MathAbs(v-median)/median*100; dc++; } }
-   double vol = (dc>0)?ds/dc:0;
-   Lbl("V","Cluster +/-"+DoubleToString(vol,3)+"%",x,y,FontSize,clrGray,false); y+=lh+2;
+   //--- Cluster (dispersione media delle MA dalla mediana)
+   double vol = ClusterAtD1(1);
+   Lbl("V","Cluster +/-"+DoubleToString(vol,3)+"%",x,y,FontSize,clrGray,false); y+=lh;
+
+   //--- Volatilita' (ATR D1 in % del prezzo)
+   double atrv   = GetATR(1);
+   double atrPct = (atrv>0)?atrv/median*100:0;
+   Lbl("VOL","Volatilita' ATR: "+DoubleToString(atrPct,3)+"%",x,y,FontSize,clrAqua,false); y+=lh;
+
+   //--- Accelerazione su KSLOPE barre D1: pendenza mediana + espansione cluster
+   double medK   = MedianAtD1(1+KSLOPE);
+   double slope  = (medK>0)?(median-medK)/medK*100:0;
+   double clExp  = vol - ClusterAtD1(1+KSLOPE);
+   color  accC   = (slope>0)?clrLimeGreen:clrTomato;
+   Lbl("ACC",StringFormat("Accel %dg: med %+.3f%% | cluster %+.3f%%",KSLOPE,slope,clExp),
+       x,y,FontSize,accC,false); y+=lh+2;
 
    //--- Valori delle 7 MA (giorni : valore) con colore = linea
    for(int m=0;m<7;m++)