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//+------------------------------------------------------------------+
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//| SpreadCost_Pro.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "1.01" // Fixed Point conversion logic
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#property description "Relative Spread Cost Indicator."
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#property description "Shows Spread as a percentage of Volatility (ATR)."
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 1
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//--- Levels
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#property indicator_level1 10.0
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#property indicator_level2 30.0
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#property indicator_levelcolor clrSilver
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#property indicator_levelstyle STYLE_DOT
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//--- Plot: Cost Histogram
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#property indicator_label1 "Spread Cost %"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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// Color Index: 0=Cheap(Green), 1=Normal(Gray), 2=Expensive(Red)
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#property indicator_color1 clrLime, clrGray, clrRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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#include <MyIncludes\ATR_Calculator.mqh>
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//--- Input Parameters
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input int InpATRPeriod = 14; // Volatility Baseline (ATR)
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input double InpCheapLevel = 10.0; // Cheap Threshold (%)
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input double InpExpensiveLevel = 30.0; // Expensive Threshold (%)
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//--- Buffers
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double BufCost[];
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double BufColors[];
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//--- Calculator
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CATRCalculator *g_atr;
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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SetIndexBuffer(0, BufCost, INDICATOR_DATA);
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SetIndexBuffer(1, BufColors, INDICATOR_COLOR_INDEX);
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string name = StringFormat("SpreadCost(ATR%d)", InpATRPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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IndicatorSetInteger(INDICATOR_DIGITS, 1); // Display as 15.2 %
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g_atr = new CATRCalculator();
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if(!g_atr.Init(InpATRPeriod, ATR_POINTS))
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return INIT_FAILED;
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Deinit |
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//+------------------------------------------------------------------+
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void OnDeinit(const int r)
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{
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if(CheckPointer(g_atr) == POINTER_DYNAMIC)
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delete g_atr;
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}
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//+------------------------------------------------------------------+
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//| Calculate |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total < InpATRPeriod)
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{
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Print("SpreadCost Error: Not enough bars. Total: ", rates_total, " Required: ", InpATRPeriod);
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return 0;
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}
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// DEBUG: Check spread data quality (only once per bar to avoid spam)
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static datetime last_print = 0;
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if(time[rates_total-1] != last_print)
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{
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double test_spread = (double)spread[rates_total-1];
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PrintFormat("DEBUG [%s %s]: Bars=%d, Spread[Last]=%.1f, Point=%.5f",
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_Symbol, EnumToString(Period()), rates_total, test_spread, Point());
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last_print = time[rates_total-1];
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}
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// 1. Calculate ATR (Returns Price Value, e.g. 50.5)
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double atr_buf[];
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g_atr.Calculate(rates_total, prev_calculated, open, high, low, close, atr_buf);
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int start = (prev_calculated > 0) ? prev_calculated - 1 : InpATRPeriod;
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// Pre-fetch Point value (Processor efficiency)
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double pt = Point();
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for(int i = start; i < rates_total; i++)
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{
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double current_atr_price = atr_buf[i];
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// spread[] is in Points (Integer). Convert to Price.
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// Example: Index Spread = 20 points. Point = 0.5. Spread Value = 10.0
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double current_spread_price = (double)spread[i] * pt;
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if(current_atr_price > 0.000001)
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{
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// Formula: (Spread Value / ATR Value) * 100
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double cost_pct = (current_spread_price / current_atr_price) * 100.0;
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BufCost[i] = cost_pct;
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if(cost_pct <= InpCheapLevel)
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BufColors[i] = 0.0;
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else
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if(cost_pct >= InpExpensiveLevel)
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BufColors[i] = 2.0;
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else
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BufColors[i] = 1.0;
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}
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else
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{
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BufCost[i] = 0.0;
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}
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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