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2026-08-21 08:18:07 +00:00 · 2026-02-14 14:42:29 +01:00
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+//+------------------------------------------------------------------+
+//|                                            VarianceRatio_Pro.mq5 |
+//|                                          Copyright 2026, xxxxxxxx|
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.00"
+#property description "Variance Ratio (Lo-MacKinlay)."
+#property description "Ratio > 1: Trend. Ratio < 1: Mean Reversion."
+
+#property indicator_separate_window
+#property indicator_buffers 2
+#property indicator_plots   1
+
+// Levels
+#property indicator_level1 1.0
+#property indicator_level2 1.3
+#property indicator_level3 0.7
+#property indicator_levelcolor clrSilver
+#property indicator_levelstyle STYLE_DOT
+
+// Plot: VR Histogram
+#property indicator_label1  "VR"
+#property indicator_type1   DRAW_COLOR_HISTOGRAM
+// Colors: MeanRev(Blue), Random(Gray), Trend(Lime)
+#property indicator_color1  clrDeepSkyBlue, clrGray, clrLime
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  2
+
+#include <MyIncludes\VarianceRatio_Calculator.mqh>
+
+//--- Input Parameters
+input int      InpWindow         = 64;    // Sampling Window (N)
+input int      InpLag            = 2;     // Lag Period (q) - Usually 2
+input ENUM_APPLIED_PRICE InpPrice= PRICE_CLOSE;
+
+//--- Buffers
+double BufVR[];
+double BufColors[];
+
+//--- Calculator
+CVarianceRatioCalculator *g_calc;
+double g_price[];
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   SetIndexBuffer(0, BufVR, INDICATOR_DATA);
+   SetIndexBuffer(1, BufColors, INDICATOR_COLOR_INDEX);
+
+   string name = StringFormat("VR(%d,%d)", InpWindow, InpLag);
+   IndicatorSetString(INDICATOR_SHORTNAME, name);
+   IndicatorSetInteger(INDICATOR_DIGITS, 2);
+
+   g_calc = new CVarianceRatioCalculator();
+   if(!g_calc.Init(InpWindow, InpLag))
+      return INIT_FAILED;
+
+   return(INIT_SUCCEEDED);
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void OnDeinit(const int r)
+  {
+   if(CheckPointer(g_calc)==POINTER_DYNAMIC)
+      delete g_calc;
+  }
+
+//+------------------------------------------------------------------+
+//| Calculate                                                        |
+//+------------------------------------------------------------------+
+int OnCalculate(const int rates_total,
+                const int prev_calculated,
+                const datetime &time[],
+                const double &open[],
+                const double &high[],
+                const double &low[],
+                const double &close[],
+                const long &tick_volume[],
+                const long &volume[],
+                const int &spread[])
+  {
+   if(rates_total < InpWindow + InpLag + 10)
+      return 0;
+
+// Calc
+   g_calc.Calculate(rates_total, prev_calculated, InpPrice, open, high, low, close, BufVR);
+
+// Color Logic
+   int loop_start = (prev_calculated > 0) ? prev_calculated - 1 : InpWindow + InpLag;
+
+   for(int i = loop_start; i < rates_total; i++)
+     {
+      double vr = BufVR[i];
+
+      // Thresholds:
+      // > 1.1 -> Strong Trend (Lime)
+      // < 0.9 -> Mean Reversion (Blue)
+      // 0.9 - 1.1 -> Random Walk (Gray)
+
+      if(vr > 1.1)
+         BufColors[i] = 2.0; // Lime
+      else
+         if(vr < 0.9)
+            BufColors[i] = 0.0; // Blue
+         else
+            BufColors[i] = 1.0; // Gray
+     }
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+