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//+------------------------------------------------------------------+
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//| VHF_MTF_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 "1.00"
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#property description "Vertical Horizontal Filter (Multi-Timeframe)."
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#property description "Displays HTF Trend Intensity on current chart."
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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 0.3
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#property indicator_level2 0.4
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#property indicator_levelcolor clrSilver
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#property indicator_levelstyle STYLE_DOT
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// Plot: VHF Line
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#property indicator_label1 "VHF MTF"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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#property indicator_color1 clrGray, clrDodgerBlue, clrGold
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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#include <MyIncludes\VHF_Calculator.mqh>
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//--- Input Parameters
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Timeframe
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input int InpPeriod = 28; // VHF Period
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input ENUM_VHF_MODE InpMode = VHF_MODE_CLOSE_ONLY;
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input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE;
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//--- Buffers (Visual)
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double BufVHF[];
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double BufColor[];
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//--- Internal arrays for HTF data
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double h_vhf[]; // Calculated VHF on HTF
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datetime h_time[]; // HTF Time index
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double h_open[], h_high[], h_low[], h_close[];
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//--- Calculator
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CVHFCalculator *g_calc;
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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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// Validate Timeframe
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if(InpTimeframe <= Period())
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{
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if(InpTimeframe != Period()) // Only warn if strictly smaller
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Print("Warning: Target Timeframe should be > Current Timeframe for MTF mode.");
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}
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SetIndexBuffer(0, BufVHF, INDICATOR_DATA);
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SetIndexBuffer(1, BufColor, INDICATOR_COLOR_INDEX);
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string tf_name = StringSubstr(EnumToString(InpTimeframe), 7);
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string name = StringFormat("VHF MTF %s(%d)", tf_name, InpPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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g_calc = new CVHFCalculator();
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if(!g_calc.Init(InpPeriod, InpMode))
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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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//| |
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//+------------------------------------------------------------------+
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void OnDeinit(const int r)
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{
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if(CheckPointer(g_calc)==POINTER_DYNAMIC)
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delete g_calc;
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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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// 1. Determine require bars on HTF
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int htf_bars = iBars(_Symbol, InpTimeframe);
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if(htf_bars < InpPeriod)
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return 0;
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// Sync logic: Fetch all needed HTF data
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// Optimization: Don't re-allocate if not needed, but Arrays for Copy need handling.
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// Dynamic resizing handled by Copy functions generally.
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// Standard MTF Pattern:
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// A. Copy HTF OHLC
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// B. Calculate Indicator on HTF Arrays
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// C. Loop Current Chart and Map Time -> HTF Index -> Value
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// A. Copy
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// We fetch 'htf_bars' or a limit. Let's fetch last 2000 HTF bars for performance.
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int count = MathMin(htf_bars, 3000);
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// Using ArraySetAsSeries = false (Oldest first) for Calculator compatibility
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ArraySetAsSeries(h_time, false);
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ArraySetAsSeries(h_open, false);
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ArraySetAsSeries(h_high, false);
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ArraySetAsSeries(h_low, false);
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ArraySetAsSeries(h_close, false);
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if(CopyTime(_Symbol, InpTimeframe, 0, count, h_time) != count)
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return 0;
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if(CopyOpen(_Symbol, InpTimeframe, 0, count, h_open) != count)
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return 0;
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if(CopyHigh(_Symbol, InpTimeframe, 0, count, h_high) != count)
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return 0;
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if(CopyLow(_Symbol, InpTimeframe, 0, count, h_low) != count)
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return 0;
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if(CopyClose(_Symbol, InpTimeframe, 0, count, h_close) != count)
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return 0;
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// B. Calculate on HTF
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if(ArraySize(h_vhf) != count)
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ArrayResize(h_vhf, count);
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g_calc.Calculate(count, 0, InpPrice, h_open, h_high, h_low, h_close, h_vhf);
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// C. Map to Current Chart
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// Optimization: Only update from prev_calculated
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int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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for(int i = start; i < rates_total; i++)
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{
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datetime t = time[i];
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int shift_htf = iBarShift(_Symbol, InpTimeframe, t, false);
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if(shift_htf >= 0)
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{
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// Convert Series Shift to Array Index
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int idx_htf = count - 1 - shift_htf;
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if(idx_htf >= 0 && idx_htf < count)
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{
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double val = h_vhf[idx_htf];
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BufVHF[i] = val;
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// Color Logic
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if(val > 0.40)
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BufColor[i] = 2.0;
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else
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if(val > 0.30)
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BufColor[i] = 1.0;
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else
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BufColor[i] = 0.0;
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}
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else
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{
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BufVHF[i] = EMPTY_VALUE;
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}
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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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