diff --git a/Indicators/MyIndicators/Quant/VHF_MTF_Pro.mq5 b/Indicators/MyIndicators/Quant/VHF_MTF_Pro.mq5 new file mode 100644 index 0000000..88c12ed --- /dev/null +++ b/Indicators/MyIndicators/Quant/VHF_MTF_Pro.mq5 @@ -0,0 +1,177 @@ +//+------------------------------------------------------------------+ +//| VHF_MTF_Pro.mq5 | +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.00" +#property description "Vertical Horizontal Filter (Multi-Timeframe)." +#property description "Displays HTF Trend Intensity on current chart." + +#property indicator_separate_window +#property indicator_buffers 2 +#property indicator_plots 1 + +// Levels +#property indicator_level1 0.3 +#property indicator_level2 0.4 +#property indicator_levelcolor clrSilver +#property indicator_levelstyle STYLE_DOT + +// Plot: VHF Line +#property indicator_label1 "VHF MTF" +#property indicator_type1 DRAW_COLOR_HISTOGRAM +#property indicator_color1 clrGray, clrDodgerBlue, clrGold +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +#include + +//--- Input Parameters +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Timeframe +input int InpPeriod = 28; // VHF Period +input ENUM_VHF_MODE InpMode = VHF_MODE_CLOSE_ONLY; +input ENUM_APPLIED_PRICE InpPrice = PRICE_CLOSE; + +//--- Buffers (Visual) +double BufVHF[]; +double BufColor[]; + +//--- Internal arrays for HTF data +double h_vhf[]; // Calculated VHF on HTF +datetime h_time[]; // HTF Time index +double h_open[], h_high[], h_low[], h_close[]; + +//--- Calculator +CVHFCalculator *g_calc; + +//+------------------------------------------------------------------+ +//| Init | +//+------------------------------------------------------------------+ +int OnInit() + { +// Validate Timeframe + if(InpTimeframe <= Period()) + { + if(InpTimeframe != Period()) // Only warn if strictly smaller + Print("Warning: Target Timeframe should be > Current Timeframe for MTF mode."); + } + + SetIndexBuffer(0, BufVHF, INDICATOR_DATA); + SetIndexBuffer(1, BufColor, INDICATOR_COLOR_INDEX); + + string tf_name = StringSubstr(EnumToString(InpTimeframe), 7); + string name = StringFormat("VHF MTF %s(%d)", tf_name, InpPeriod); + IndicatorSetString(INDICATOR_SHORTNAME, name); + IndicatorSetInteger(INDICATOR_DIGITS, 2); + + g_calc = new CVHFCalculator(); + if(!g_calc.Init(InpPeriod, InpMode)) + 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[]) + { +// 1. Determine require bars on HTF + int htf_bars = iBars(_Symbol, InpTimeframe); + if(htf_bars < InpPeriod) + return 0; + +// Sync logic: Fetch all needed HTF data +// Optimization: Don't re-allocate if not needed, but Arrays for Copy need handling. +// Dynamic resizing handled by Copy functions generally. + +// Standard MTF Pattern: +// A. Copy HTF OHLC +// B. Calculate Indicator on HTF Arrays +// C. Loop Current Chart and Map Time -> HTF Index -> Value + +// A. Copy +// We fetch 'htf_bars' or a limit. Let's fetch last 2000 HTF bars for performance. + int count = MathMin(htf_bars, 3000); + +// Using ArraySetAsSeries = false (Oldest first) for Calculator compatibility + ArraySetAsSeries(h_time, false); + ArraySetAsSeries(h_open, false); + ArraySetAsSeries(h_high, false); + ArraySetAsSeries(h_low, false); + ArraySetAsSeries(h_close, false); + + if(CopyTime(_Symbol, InpTimeframe, 0, count, h_time) != count) + return 0; + if(CopyOpen(_Symbol, InpTimeframe, 0, count, h_open) != count) + return 0; + if(CopyHigh(_Symbol, InpTimeframe, 0, count, h_high) != count) + return 0; + if(CopyLow(_Symbol, InpTimeframe, 0, count, h_low) != count) + return 0; + if(CopyClose(_Symbol, InpTimeframe, 0, count, h_close) != count) + return 0; + +// B. Calculate on HTF + if(ArraySize(h_vhf) != count) + ArrayResize(h_vhf, count); + + g_calc.Calculate(count, 0, InpPrice, h_open, h_high, h_low, h_close, h_vhf); + +// C. Map to Current Chart +// Optimization: Only update from prev_calculated + int start = (prev_calculated > 0) ? prev_calculated - 1 : 0; + + for(int i = start; i < rates_total; i++) + { + datetime t = time[i]; + int shift_htf = iBarShift(_Symbol, InpTimeframe, t, false); + + if(shift_htf >= 0) + { + // Convert Series Shift to Array Index + int idx_htf = count - 1 - shift_htf; + + if(idx_htf >= 0 && idx_htf < count) + { + double val = h_vhf[idx_htf]; + BufVHF[i] = val; + + // Color Logic + if(val > 0.40) + BufColor[i] = 2.0; + else + if(val > 0.30) + BufColor[i] = 1.0; + else + BufColor[i] = 0.0; + } + else + { + BufVHF[i] = EMPTY_VALUE; + } + } + } + + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+