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# Volume-Weighted Z-Score (V-Score) Multi-Asset Dashboards Pro Suite
*Quantitative Multi-Asset & Dual-Horizon Volatility Dispersion Scanner Suite*
*(Covering: VScore_Dashboard_Pro & VScore_Dual_Dashboard_Pro - Version 3.00)*
---
## 1. Summary (Introduction)
The **V-Score Multi-Asset Dashboard Suite** comprises two institutional-grade scanning and market-screening panels:
1. **`VScore_Dashboard_Pro` (Single-Column Scanner):** An ultra-compact, minimalist scanner designed to monitor single-timeframe Volume-Weighted Z-Score across an entire watch list of 15–20 assets with a minimal screen footprint.
2. **`VScore_Dual_Dashboard_Pro` (Dual-Column Scanner):** An institutional multi-horizon matrix scanner that evaluates **Tactical Intraday Flow** (e.g., Daily Session on M15) and **Strategic Macro Context** (e.g., Weekly Session on H1) side-by-side across the entire watch list.
Positioned in the upper-left corner (`CORNER_LEFT_UPPER`), both dashboards evaluate the exact statistical dispersion of assets relative to their **Volume-Weighted Average Price (VWAP)** in standardized Sigma units ($\sigma$) with strict **3-decimal precision** (`0.000 σ`), featuring **1-click interactive chart switching**.
```text
┌────────────────────────────────────────────────────────────────────────┐
│ DUAL-COLUMN SCANNER INTERFACE (TOP-LEFT) │
├───────────────┬────────────────────────┬───────────────────────────────┤
│ [Header] │ Symbol │ Daily (M15) │ Weekly (H1) │
├───────────────┼────────────────────────┼──────────────┼────────────────┤
│ [Row 1] │ EURUSD [Clickable] │ -1.912 σ [CO]│ -2.345 σ [OR] │
│ [Row 2] │ GBPUSD [Clickable] │ +1.650 σ [LB]│ +0.420 σ [GR] │
│ [Row 3] │ US500 [Clickable] │ +2.155 σ [DB]│ +1.820 σ [LB] │
│ [Row 4] │ BTCUSD [Clickable] │ +2.610 σ [MB]│ +2.230 σ [DB] │
└───────────────┴────────────────────────┴──────────────┴────────────────┘
*MB = MidnightBlue | DB = DeepSkyBlue | LB = LightSkyBlue | GR = Gray
*CO = Coral | OR = OrangeRed | DR = DarkRed
```
---
## 2. Multi-Asset Scanning & Dual-Horizon Confluence
```text
┌───────────────────────────┬───────────────────────────┬────────────────────────────────────────┐
│ Slot 1: Tactical (M15) │ Slot 2: Strategic (H1) │ Systematic Market Action │
├───────────────────────────┼───────────────────────────┼────────────────────────────────────────┤
│ Flow (+1.500σ LightBlue) │ Fair-Value (0.000σ Gray) │ High-Conviction Long Trend Breakout. │
│ Climax (+2.100σ DeepBlue) │ Flow (+1.750σ LightBlue) │ Strong Uptrend Active; Tighten Stops. │
│ Climax (+2.350σ DeepBlue) │ Climax (+2.250σ DeepBlue) │ Multi-Timeframe Climax; Scale Out. │
│ Extreme (+2.650σ MidBlue) │ Climax (+2.300σ DeepBlue) │ Parabolic Blow-Off; Prepare Reversal. │
│ Flow (-1.650σ Coral) │ Fair-Value (0.000σ Gray) │ High-Conviction Short Trend Breakdown. │
│ Climax (-2.400σ OrangeRed)│ Climax (-2.300σ OrangeRed)│ Multi-Timeframe Capitulation Floor. │
│ Extreme (-2.750σ DarkRed) │ Climax (-2.400σ OrangeRed)│ Panic Capitulation; Prepare Long Fade. │
└───────────────────────────┴───────────────────────────┴────────────────────────────────────────┘
```
---
## 3. Mathematical Foundations & 7-Zone Super-Thermal Matrix
$$V\text{Score} = \frac{\text{Close} - \mu_{\text{VWAP}}}{\sigma_V}$$
*where $\mu_{\text{VWAP}}$ is the volume-weighted mean price and $\sigma_V$ is the rolling standard deviation of price deviations from VWAP over period $P$.*
```text
+2.500σ (Extreme Bull Exhaustion)
───────────────────────────────────────────────── clrMidnightBlue
+2.000σ (Bullish Climax)
- - - - - - - - - - - - - - - - - - - - - - - - - clrDeepSkyBlue
+1.500σ (Bullish Flow)
- - - - - - - - - - - - - - - - - - - - - - - - - clrLightSkyBlue
0.000σ (VWAP Fair-Value Baseline)
───────────────────────────────────────────────── clrWhite (Neutral Range)
-1.500σ (Bearish Flow)
- - - - - - - - - - - - - - - - - - - - - - - - - clrCoral
-2.000σ (Bearish Climax)
- - - - - - - - - - - - - - - - - - - - - - - - - clrOrangeRed
-2.500σ (Extreme Bear Exhaustion)
───────────────────────────────────────────────── clrDarkRed
```
### Symmetrical 7-Zone Super-Thermal Matrix
| Zone State | Background Color | Text Color | Sigma Trigger | Institutional Market Action |
| :--- | :--- | :--- | :--- | :--- |
| **Bull Extreme** | `clrMidnightBlue` | `clrWhite` | $V\text{Score} \ge +2.500\sigma$ | **Extreme Parabolic Exhaustion:** Unsustainable premium; scale out long positions or prepare short fade. |
| **Bull Climax** | `clrDeepSkyBlue` | `clrWhite` | $+2.000\sigma \le V\text{Score} < +2.500\sigma$ | **Overbought Climax:** Heavy institutional volume expansion; tighten trailing stop-loss. |
| **Bull Flow** | `clrLightSkyBlue` | `clrBlack` | $+1.500\sigma \le V\text{Score} < +2.000\sigma$ | **Bullish Momentum Flow:** Institutional markup phase active; favor long continuation setups. |
| **Neutral Range** | `clrWhite` | `clrDarkGray` | $-1.500\sigma < V\text{Score} < +1.500\sigma$ | **Fair-Value Equilibrium:** Standard consolidation noise; market in balance around VWAP. |
| **Bear Flow** | `clrCoral` | `clrBlack` | $-2.000\sigma < V\text{Score} \le -1.500\sigma$ | **Bearish Momentum Flow:** Institutional markdown phase active; favor short continuation setups. |
| **Bear Climax** | `clrOrangeRed` | `clrWhite` | $-2.500\sigma < V\text{Score} \le -2.000\sigma$ | **Oversold Climax:** Heavy institutional selling push; prepare short-covering. |
| **Bear Extreme** | `clrDarkRed` | `clrWhite` | $V\text{Score} \le -2.500\sigma$ | **Panic Capitulation Floor:** Severe statistical discount; high-probability long bounce potential. |
---
## 4. MQL5 Architecture & Engineering Standards
```text
┌────────────────────────────────────────────────────────┐
│ VScore_Dashboards_Pro (Engine) │
│ (Multi-Asset Scanner & Interactive Matrix Engine) │
├──────────────────────────┬─────────────────────────────┤
│ Heap-Free Execution │ Centralized Framework │
│ • Stack CVScoreCalc │ • DataSync_Tools.mqh │
│ • 200ms Rate Throttling│ • VScore_Calculator v3.00 │
│ • 1-Click Chart Switch │ • 7-Zone Thermal Palette │
└──────────────────────────┴─────────────────────────────┘
```
1. **Heap-Free Multi-Asset Scanning:** Inside the asset scanning loop, `GetVScoreValue()` instantiates `CVScoreCalculator calc;` directly on the local thread stack. Memory allocation is localized and destroyed immediately, preventing thread bloat across 20+ symbols.
2. **Centralized Data Synchronization (`DataSync_Tools.mqh`):** Employs `CDataSync::EnsureHTFDataReady` for asynchronous, non-blocking history loading across multi-symbol watch lists.
3. **Interactive 1-Click Chart Switcher:** Clicking on any symbol button (`_SymBtn_`) triggers `CHARTEVENT_OBJECT_CLICK`, instantly switching the chart to the selected asset via `ChartSetSymbolPeriod(0, symbol, _Period)`.
4. **Standardized Dashboard Geometry:**
- Anchor Corner: `CORNER_LEFT_UPPER`.
- Header Row: Fixed at `InpTableY` (e.g., 50 px from top).
- Asset Rows: Sequentially generated downwards: `InpTableY + row_h + 2 + (r * (row_h + 2))`.
5. **Rate Throttling:** 200 ms rate-limiter prevents GUI thread saturation during high-frequency live tick floods.
---
## 5. Parameters Reference
### 5.1. `VScore_Dashboard_Pro.mq5` (Single-Column)
| Parameter Group | Name | Default | Description |
| :--- | :--- | :--- | :--- |
| **Asset Selection** | `InpCustomSymbols` | `""` | Custom comma-separated symbols (empty for Market Watch). |
| | `InpMaxSymbols` | `15` | Maximum number of assets to display in table. |
| | `InpRefreshSeconds` | `3` | Background timer fallback interval. |
| **V-Score Settings** | `InpTimeframe` | `PERIOD_M15` | Target calculation timeframe. |
| | `InpPeriod` | `20` | Volatility lookback period ($P$) for standard deviation. |
| | `InpVWAPReset` | `PERIOD_SESSION` | VWAP anchor mode (`SESSION`, `WEEK`, `MONTH`, `CUSTOM`). |
| | `InpTzShift` | `0` | Timezone offset in hours vs broker server time. |
| | `InpCustomSessionStart` | `"09:30"` | Custom session start time (`HH:MM`). |
| | `InpCustomSessionEnd` | `"16:00"` | Custom session end time (`HH:MM`). |
| **Calculation** | `InpVolumeType` | `VOLUME_TICK` | Volume source (`VOLUME_TICK` or `VOLUME_REAL`). |
| | `InpCandleSource` | `CANDLE_STANDARD` | Price source (`CANDLE_STANDARD` or `CANDLE_HEIKIN_ASHI`). |
| **Indicator Levels** | `InpLevelFlowHigh/Low` | `1.5 / -1.5` | Flow warning boundaries (`LightSkyBlue` / `Coral`). |
| | `InpLevelClimaxHigh/Low` | `2.0 / -2.0` | Climax thresholds (`DeepSkyBlue` / `OrangeRed`). |
| | `InpLevelExtremeHigh/Low` | `2.5 / -2.5` | Extreme exhaustion thresholds (`MidnightBlue` / `DarkRed`). |
| **Placement** | `InpTableX` | `20` | Horizontal pixel offset from left chart border. |
| | `InpTableY` | `50` | Vertical pixel offset from top chart border. |
| | `InpFontSize` | `9` | Font size of button cells. |
---
### 5.2. `VScore_Dual_Dashboard_Pro.mq5` (Dual-Column)
| Parameter Group | Name | Default | Description |
| :--- | :--- | :--- | :--- |
| **Asset Selection** | `InpCustomSymbols` | `""` | Custom comma-separated symbols (empty for Market Watch). |
| | `InpMaxSymbols` | `15` | Maximum number of assets to display in table. |
| | `InpRefreshSeconds` | `3` | Background timer fallback interval. |
| **Slot 1 (Tactical)** | `InpSlot1Label` | `"Daily"` | Custom label text for Slot 1 header. |
| | `InpSlot1TF` | `PERIOD_M15` | Timeframe for Slot 1 calculation. |
| | `InpSlot1Reset` | `PERIOD_SESSION` | Anchor reset mode for Slot 1. |
| | `InpSlot1Period` | `20` | Volatility lookback period ($P$) for Slot 1. |
| **Slot 2 (Strategic)** | `InpSlot2Label` | `"Weekly"` | Custom label text for Slot 2 header. |
| | `InpSlot2TF` | `PERIOD_H1` | Timeframe for Slot 2 calculation. |
| | `InpSlot2Reset` | `PERIOD_WEEK` | Anchor reset mode for Slot 2. |
| | `InpSlot2Period` | `20` | Volatility lookback period ($P$) for Slot 2. |
| **Calculation** | `InpVolumeType` | `VOLUME_TICK` | Volume source (`VOLUME_TICK` or `VOLUME_REAL`). |
| | `InpCandleSource` | `CANDLE_STANDARD` | Price source (`CANDLE_STANDARD` or `CANDLE_HEIKIN_ASHI`). |
| | `InpTzShift` | `0` | Timezone offset in hours vs broker server time. |
| | `InpCustomSessionStart` | `"09:30"` | Custom session start time (`HH:MM`). |
| | `InpCustomSessionEnd` | `"16:00"` | Custom session end time (`HH:MM`). |
| **Indicator Levels** | `InpLevelFlowHigh/Low` | `1.5 / -1.5` | Flow warning boundaries. |
| | `InpLevelClimaxHigh/Low` | `2.0 / -2.0` | Climax thresholds. |
| | `InpLevelExtremeHigh/Low` | `2.5 / -2.5` | Extreme exhaustion thresholds. |
| **Placement** | `InpTableX` | `20` | Horizontal pixel offset from left chart border. |
| | `InpTableY` | `50` | Vertical pixel offset from top chart border. |
| | `InpFontSize` | `9` | Font size of button cells. |
---
## 6. Quantitative Portfolio Screening Playbooks
```text
┌────────────────────────────────────────────────────────────────────────┐
│ PORTFOLIO-WIDE SCREENING PLAYBOOKS │
├────────────────────────────────────────────────────────────────────────┤
│ 1. Market Flow Filter: Identify the strongest institutional movers │
│ printing LightSkyBlue (+1.5σ) or Coral (-1.5σ)│
│ across Market Watch. │
│ 2. Multi-Horizon Confl.: Click on assets where both Slot 1 and Slot 2 │
│ print identical thermal colors. │
│ 3. Market-Wide Climax: Spot systemic market tops/bottoms when 80%+ │
│ of watch list hits DeepSkyBlue / OrangeRed. │
└────────────────────────────────────────────────────────────────────────┘
```
### 6.1. Portfolio Volume Flow Scanner
- **Setup:** Load `VScore_Dashboard_Pro` with `InpTimeframe = PERIOD_M15` on a monitoring chart.
- **Scan Rules:**
- **Top Bullish Flow Assets:** Assets displaying **`LightSkyBlue`** ($+1.500\sigma \dots +2.000\sigma$) are experiencing active institutional volume expansion $\rightarrow$ Click the symbol to open its chart and execute trend-following long pullbacks.
- **Top Bearish Flow Assets:** Assets displaying **`Coral`** ($-2.000\sigma \dots -1.500\sigma$) are in active volume markdown $\rightarrow$ Click symbol to trade short continuations.
### 6.2. Multi-Horizon Confluence Screening
- **Setup:** Load `VScore_Dual_Dashboard_Pro` with `Slot 1 = M15 (Daily)` and `Slot 2 = H1 (Weekly)`.
- **Execution:**
- Scan for assets where **Slot 1 is `LightSkyBlue` (+1.500σ)** AND **Slot 2 is `LightSkyBlue` or `DeepSkyBlue` (+2.000σ)** $\rightarrow$ High-conviction institutional multi-horizon long trend.
- Scan for assets where **Slot 1 is `Coral` (-1.500σ)** AND **Slot 2 is `Coral` or `OrangeRed` (-2.000σ)** $\rightarrow$ High-conviction institutional multi-horizon short trend.