refactor(indicators): Vol Regime

This commit is contained in:
Toh4iem9
2026-02-23 00:39:18 +01:00
parent 203b3b4a1d
commit 2dacdc8fa5
+2 -2
View File
@@ -84,7 +84,7 @@ struct QuantData
// M15 Flow
double v_score; // VWAP Z-Score
double autocorr; // Lag-1 Correlation
double vol_regime; // ATR(5)/ATR(50)
double vol_regime; // ATR(5)/ATR(55)
string sqz; // Squeeze State
double sqz_mom; // New
double m15_vhf; // New
@@ -511,7 +511,7 @@ bool RunQuantAnalysis(string sym, QuantData &data)
// 3. Vol Regime (Live)
double atr_f = Calc_ATR(mid_o, mid_h, mid_l, mid_c, 5, idx_l2);
double atr_s = Calc_ATR(mid_o, mid_h, mid_l, mid_c, 50, idx_l2);
double atr_s = Calc_ATR(mid_o, mid_h, mid_l, mid_c, 55, idx_l2);
data.vol_regime = (atr_s!=0) ? atr_f/atr_s : 1.0;
// 4. Squeeze