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refactor: Strict Real Volume Validation, Mute-on-Missing & Expert Logging
This commit is contained in:
Toh4iem9
@@ -2,71 +2,275 @@
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//| RVOL_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 "Relative Volume Indicator."
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#property description "Highlights institutional activity spikes > 2.0."
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "2.10" // Enterprise Edition: Strict Real Volume Validation, Mute-on-Missing & Expert Logging
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#property description "Relative Volume Indicator (RVOL) with Unified Native & MTF Support."
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#property description "Highlights institutional activity spikes > 2.0 with strict broker volume capability validation."
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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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#property indicator_buffers 3
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#property indicator_plots 2
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//--- Levels
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#property indicator_level1 1.0
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#property indicator_level2 2.0
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// Horizontal Visual Levels Declarations
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#property indicator_level1 1.00
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#property indicator_level2 2.00
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#property indicator_levelcolor clrSilver
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#property indicator_levelstyle STYLE_DOT
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//--- Plot: RVOL Histogram (Colored)
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// Plot 1: RVOL Main Plot (Pre-allocated 3 color slots)
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#property indicator_label1 "RVOL"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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#property indicator_color1 clrGray, clrDodgerBlue, clrOrangeRed // Low, Normal, High
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#property indicator_color1 clrGray, clrDodgerBlue, clrOrangeRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 3
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#property indicator_width1 2
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// Plot 2: RVOL Signal Line
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#property indicator_label2 "Signal Line"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrMagenta
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 2
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#include <MyIncludes\RelativeVolume_Calculator.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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#include <MyIncludes\DataSync_Tools.mqh>
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//--- Visual Style Selector
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enum ENUM_RVOL_VISUAL
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{
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VISUAL_RVOL_LINE, // Dynamic Multi-Color Line (Clean Continuous Curve)
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VISUAL_RVOL_HISTOGRAM // Dynamic Color Histogram (Anchored at 0.0 baseline)
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};
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//--- Input Parameters
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input int InpPeriod = 20; // Average Volume Period
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input double InpThreshold = 2.0; // High Activity Threshold
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input group "--- Timeframe Settings ---"
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF)
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//--- Buffers
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input group "--- RVOL Engine Settings ---"
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input int InpPeriod = 20; // Baseline Average Volume Period
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input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK; // Volume Type (Tick or Real Volume)
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input int InpHistoryBars = 1000; // History Bars Limit (0 = Full Chart)
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input group "--- Activity Thresholds ---"
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input double InpThresholdNormal = 1.00; // Above Average Activity Threshold
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input double InpThresholdHigh = 2.00; // Institutional Activity Spike Threshold
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input group "--- Visual Appearance ---"
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input ENUM_RVOL_VISUAL InpVisualType = VISUAL_RVOL_HISTOGRAM; // Display Mode (Line vs Histogram)
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input color InpColorLow = clrGray; // Low Volume (< 1.00)
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input color InpColorNormal = clrDodgerBlue; // Normal Volume (1.00 - 2.00)
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input color InpColorHigh = clrOrangeRed; // Institutional Spike (> 2.00)
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input int InpWidthPlot = 2; // Main Plot Width
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input group "--- Signal Line Settings ---"
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input bool InpShowSignal = true; // Display Signal Line
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input int InpSignalPeriod = 9; // Signal Smoothing Period
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input ENUM_MA_TYPE InpSignalType = EMA; // Signal Line MA Type (Engine Standard)
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input color InpColorSignal = clrMagenta; // Signal Line Color (Universal Contrast)
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input ENUM_LINE_STYLE InpStyleSignal = STYLE_SOLID; // Signal Line Style
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input int InpWidthSignal = 2; // Signal Line Width
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//--- Visual Indicator Buffers
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double BufferRVOL[];
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double BufferColors[]; // 0=Low, 1=Normal, 2=High
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double BufferColors[];
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double BufferSignal[];
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//--- Global Object
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CRelativeVolumeCalculator *g_calculator;
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//--- Volume Caches (Persistent Memory to Eliminate Heap-Thrashing)
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long m_vol_long[];
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double g_double_volume[];
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//--- Internal HTF Data Caches (Chronological Arrays)
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double h_open[], h_high[], h_low[], h_close[];
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long h_vol_long[];
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double h_double_vol[];
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double h_res_rvol[];
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double h_res_sig[];
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datetime h_time[];
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//--- Global Engine Pointers & State Management
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CRelativeVolumeCalculator *g_calculator = NULL;
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CMovingAverageCalculator *g_signal_calculator = NULL;
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bool g_is_mtf_mode = false;
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ENUM_TIMEFRAMES g_calc_timeframe;
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bool g_data_ready = false;
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bool g_data_synced = false;
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int g_htf_count = 0;
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datetime g_last_htf_time = 0;
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bool g_real_vol_missing = false; // Safety lock for missing exchange volume
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//+------------------------------------------------------------------+
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//| OnInit |
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//| Helper: Strictly Validate Broker Real Volume Support |
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//+------------------------------------------------------------------+
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bool ValidateRealVolumeSupport(const string sym, const ENUM_TIMEFRAMES tf)
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{
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long vol_limit = (long)SymbolInfoDouble(sym, SYMBOL_VOLUME_LIMIT);
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long check_rv[5];
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int copied = CopyRealVolume(sym, tf, 0, 5, check_rv);
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bool positive_real_vol = false;
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for(int i = 0; i < copied; i++)
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{
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if(check_rv[i] > 0)
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{
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positive_real_vol = true;
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break;
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}
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}
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if(vol_limit <= 0 && !positive_real_vol)
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return false; // Real volume is physically unsupported by broker feed
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return true;
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}
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//+------------------------------------------------------------------+
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//| Custom Indicator Initialization |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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SetIndexBuffer(0, BufferRVOL, INDICATOR_DATA);
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SetIndexBuffer(1, BufferColors, INDICATOR_COLOR_INDEX);
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g_data_ready = false;
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g_data_synced = false;
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g_htf_count = 0;
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g_last_htf_time = 0;
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g_real_vol_missing = false;
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string name = StringFormat("RVOL(%d)", InpPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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// 1. Resolve Timeframe and validate direction
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g_calc_timeframe = InpTimeframe;
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if(g_calc_timeframe == PERIOD_CURRENT)
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g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
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if(g_calc_timeframe < Period())
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{
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PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).",
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EnumToString(g_calc_timeframe), EnumToString(Period()));
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return INIT_PARAMETERS_INCORRECT;
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}
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g_is_mtf_mode = (g_calc_timeframe > Period());
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// 2. Strict Real Volume Broker Validation
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if(InpVolumeType == VOLUME_REAL)
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{
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if(!ValidateRealVolumeSupport(_Symbol, g_calc_timeframe))
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{
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g_real_vol_missing = true;
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PrintFormat("CRITICAL WARNING [RVOL Pro]: Real Volume (InpVolumeType = VOLUME_REAL) is NOT supported by broker feed for '%s'! Indicator muted to prevent misleading data. Switch to VOLUME_TICK.",
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_Symbol);
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}
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}
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// 3. Setup Buffers & Chronological Indexing
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SetIndexBuffer(0, BufferRVOL, INDICATOR_DATA);
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SetIndexBuffer(1, BufferColors, INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2, BufferSignal, INDICATOR_DATA);
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ArraySetAsSeries(BufferRVOL, false);
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ArraySetAsSeries(BufferColors, false);
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ArraySetAsSeries(BufferSignal, false);
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ArrayInitialize(BufferRVOL, EMPTY_VALUE);
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ArrayInitialize(BufferColors, 0.0);
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ArrayInitialize(BufferSignal, EMPTY_VALUE);
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PlotIndexSetDouble(0, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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// 4. Anchor Subwindow Base strictly at 0.0
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IndicatorSetDouble(INDICATOR_MINIMUM, 0.0);
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// 5. Configure Visual Appearance & Plot Type
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if(InpVisualType == VISUAL_RVOL_HISTOGRAM)
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PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_COLOR_HISTOGRAM);
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else
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PlotIndexSetInteger(0, PLOT_DRAW_TYPE, DRAW_COLOR_LINE);
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PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthPlot);
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// Pre-allocate and assign 3 dynamic color slots
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PlotIndexSetInteger(0, PLOT_COLOR_INDEXES, 3);
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, 0, InpColorLow); // Slot 0: Below Average (< 1.00)
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, 1, InpColorNormal); // Slot 1: Active Normal (1.00 - 2.00)
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, 2, InpColorHigh); // Slot 2: Institutional Spike (> 2.00)
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// Configure Signal Line Visibility & Style
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if(!InpShowSignal)
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{
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
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}
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else
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{
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
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PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpColorSignal);
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PlotIndexSetInteger(1, PLOT_LINE_STYLE, InpStyleSignal);
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PlotIndexSetInteger(1, PLOT_LINE_WIDTH, InpWidthSignal);
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}
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// Configure Dynamic Threshold Levels on Subwindow
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpThresholdNormal);
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IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpThresholdHigh);
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// 6. Initialize Core RVOL Calculator Engine
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g_calculator = new CRelativeVolumeCalculator();
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if(!g_calculator.Init(InpPeriod))
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if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod))
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{
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Print("Critical Error: Failed to initialize CRelativeVolumeCalculator.");
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return INIT_FAILED;
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}
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// 7. Initialize Unified Moving Average Engine for Signal Line
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if(InpShowSignal)
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{
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g_signal_calculator = new CMovingAverageCalculator();
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if(CheckPointer(g_signal_calculator) == POINTER_INVALID || !g_signal_calculator.Init(InpSignalPeriod, InpSignalType))
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{
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Print("Critical Error: Failed to initialize CMovingAverageCalculator for Signal Line.");
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return INIT_FAILED;
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}
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}
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string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
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string vol_str = (InpVolumeType == VOLUME_REAL) ? "RealVol" : "TickVol";
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string ma_str = EnumToString(InpSignalType);
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string name;
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if(g_real_vol_missing)
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name = StringFormat("RVOL%s [NO REAL VOLUME AVAILABLE ON BROKER FEED]", tf_str);
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else
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name = StringFormat("RVOL%s(%d|%s|%s %d)", tf_str, InpPeriod, vol_str, ma_str, InpSignalPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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// 8. Background Timer for MTF synchronization
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if(g_is_mtf_mode)
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EventSetTimer(1);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| OnDeinit |
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//| Custom Indicator Deinitialization |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(CheckPointer(g_calculator) == POINTER_DYNAMIC)
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if(g_is_mtf_mode)
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EventKillTimer();
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if(CheckPointer(g_calculator) != POINTER_INVALID)
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{
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delete g_calculator;
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g_calculator = NULL;
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}
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if(CheckPointer(g_signal_calculator) != POINTER_INVALID)
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{
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delete g_signal_calculator;
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g_signal_calculator = NULL;
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}
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}
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//+------------------------------------------------------------------+
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//| OnCalculate |
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//| Custom Indicator Calculation Loop |
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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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@@ -79,30 +283,313 @@ int OnCalculate(const int rates_total,
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const long &volume[],
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const int &spread[])
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{
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if(rates_total < InpPeriod)
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return 0;
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// 1. Calculate
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// Note: RVOL uses Volume (Tick or Real). Usually Tick Volume in Forex.
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g_calculator.Calculate(rates_total, prev_calculated, tick_volume, BufferRVOL);
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// 2. Color Logic
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int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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for(int i = start_index; i < rates_total; i++)
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// Guard 1: Mute immediately if Real Volume was requested but is not provided by broker
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if(g_real_vol_missing)
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{
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double val = BufferRVOL[i];
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if(val > InpThreshold)
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BufferColors[i] = 2.0; // High (Instituional)
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else
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if(val > 1.0)
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BufferColors[i] = 1.0; // Normal
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else
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BufferColors[i] = 0.0; // Low
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for(int i = 0; i < rates_total; i++)
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{
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BufferRVOL[i] = EMPTY_VALUE;
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BufferColors[i] = 0.0;
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BufferSignal[i] = EMPTY_VALUE;
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}
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return rates_total;
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}
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return(rates_total);
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int warmup = InpPeriod + 2;
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int required_bars = warmup + InpSignalPeriod + 10;
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if(rates_total < required_bars || !g_calculator)
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return 0;
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// Force chronological indexing
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ArraySetAsSeries(time, false);
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ArraySetAsSeries(open, false);
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ArraySetAsSeries(high, false);
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ArraySetAsSeries(low, false);
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ArraySetAsSeries(close, false);
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ArraySetAsSeries(tick_volume, false);
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ArraySetAsSeries(volume, false);
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//===================================================================
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// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1))
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//===================================================================
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if(!g_is_mtf_mode)
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{
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// Safe allocation of persistent volume buffers
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if(ArraySize(m_vol_long) != rates_total)
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{
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ArrayResize(m_vol_long, rates_total);
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ArrayResize(g_double_volume, rates_total);
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ArraySetAsSeries(m_vol_long, false);
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ArraySetAsSeries(g_double_volume, false);
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}
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int start_sync = (prev_calculated > 0) ? (prev_calculated - 1) : 0;
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for(int i = start_sync; i < rates_total; i++)
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{
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// Strictly use requested volume type (No silent fallback!)
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m_vol_long[i] = (InpVolumeType == VOLUME_REAL) ? (long)volume[i] : (long)tick_volume[i];
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g_double_volume[i] = (double)m_vol_long[i];
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}
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// 1. Calculate RVOL via Engine
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g_calculator.Calculate(rates_total, prev_calculated, m_vol_long, BufferRVOL, InpHistoryBars);
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int start = (prev_calculated > 0) ? (prev_calculated - 1) : warmup;
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int actual_start = warmup;
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if(InpHistoryBars > 0 && prev_calculated == 0)
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{
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int limit_start = rates_total - InpHistoryBars;
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if(limit_start > start)
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{
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start = limit_start;
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actual_start = limit_start;
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}
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}
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if(prev_calculated == 0)
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{
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for(int i = 0; i < start; i++)
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{
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BufferRVOL[i] = EMPTY_VALUE;
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BufferColors[i] = 0.0;
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BufferSignal[i] = EMPTY_VALUE;
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}
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}
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// 2. Color Mapping
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for(int i = start; i < rates_total; i++)
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{
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double rvol = BufferRVOL[i];
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if(rvol == EMPTY_VALUE)
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{
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BufferColors[i] = 0.0;
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continue;
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}
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if(rvol >= InpThresholdHigh)
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BufferColors[i] = 2.0; // Institutional Spike (OrangeRed)
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else
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if(rvol >= InpThresholdNormal)
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BufferColors[i] = 1.0; // Active Normal (DodgerBlue)
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else
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BufferColors[i] = 0.0; // Below Average (Gray)
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}
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// 3. Compute Signal Line via Unified CalculateOnArray Engine with exact actual_start offset
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if(InpShowSignal && g_signal_calculator != NULL)
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{
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g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufferRVOL, g_double_volume, BufferSignal, actual_start);
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}
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else
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{
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for(int i = start_sync; i < rates_total; i++)
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BufferSignal[i] = EMPTY_VALUE;
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}
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return rates_total;
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}
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//===================================================================
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// MODE 2: Multi-Timeframe Engine (High-Performance Fast-Path)
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//===================================================================
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int required_bars_mtf = warmup + 10;
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if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars_mtf))
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{
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g_data_synced = false;
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return 0;
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}
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g_data_synced = true;
|
||||
|
||||
datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0);
|
||||
bool htf_updated = (htf_time_current != g_last_htf_time);
|
||||
|
||||
// A) HTF Bar Closure / Startup: Perform full history sync once
|
||||
if(htf_updated || prev_calculated == 0)
|
||||
{
|
||||
g_last_htf_time = htf_time_current;
|
||||
|
||||
int htf_bars = iBars(_Symbol, g_calc_timeframe);
|
||||
if(htf_bars < required_bars_mtf)
|
||||
{
|
||||
g_data_ready = false;
|
||||
return 0;
|
||||
}
|
||||
|
||||
g_htf_count = MathMin(htf_bars, 2000);
|
||||
|
||||
if(ArraySize(h_time) != g_htf_count)
|
||||
{
|
||||
ArrayResize(h_time, g_htf_count);
|
||||
ArrayResize(h_open, g_htf_count);
|
||||
ArrayResize(h_high, g_htf_count);
|
||||
ArrayResize(h_low, g_htf_count);
|
||||
ArrayResize(h_close, g_htf_count);
|
||||
ArrayResize(h_vol_long, g_htf_count);
|
||||
ArrayResize(h_double_vol, g_htf_count);
|
||||
ArrayResize(h_res_rvol, g_htf_count);
|
||||
ArrayResize(h_res_sig, g_htf_count);
|
||||
|
||||
ArraySetAsSeries(h_time, false);
|
||||
ArraySetAsSeries(h_open, false);
|
||||
ArraySetAsSeries(h_high, false);
|
||||
ArraySetAsSeries(h_low, false);
|
||||
ArraySetAsSeries(h_close, false);
|
||||
ArraySetAsSeries(h_vol_long, false);
|
||||
ArraySetAsSeries(h_double_vol, false);
|
||||
ArraySetAsSeries(h_res_rvol, false);
|
||||
ArraySetAsSeries(h_res_sig, false);
|
||||
}
|
||||
|
||||
MqlRates htf_bulk_rates[];
|
||||
if(CopyRates(_Symbol, g_calc_timeframe, 0, g_htf_count, htf_bulk_rates) != g_htf_count)
|
||||
{
|
||||
g_data_ready = false;
|
||||
return 0;
|
||||
}
|
||||
|
||||
for(int i = 0; i < g_htf_count; i++)
|
||||
{
|
||||
h_time[i] = htf_bulk_rates[i].time;
|
||||
h_open[i] = htf_bulk_rates[i].open;
|
||||
h_high[i] = htf_bulk_rates[i].high;
|
||||
h_low[i] = htf_bulk_rates[i].low;
|
||||
h_close[i] = htf_bulk_rates[i].close;
|
||||
h_vol_long[i] = (InpVolumeType == VOLUME_REAL) ? (long)htf_bulk_rates[i].real_volume : (long)htf_bulk_rates[i].tick_volume;
|
||||
h_double_vol[i] = (double)h_vol_long[i];
|
||||
}
|
||||
|
||||
// Compute HTF RVOL Values
|
||||
g_calculator.Calculate(g_htf_count, 0, h_vol_long, h_res_rvol, InpHistoryBars);
|
||||
|
||||
// Compute HTF Signal Line via Unified Engine with exact persistent volume buffer
|
||||
if(InpShowSignal && g_signal_calculator != NULL)
|
||||
{
|
||||
int htf_actual_start = (InpHistoryBars > 0) ? MathMax(warmup, g_htf_count - InpHistoryBars) : warmup;
|
||||
g_signal_calculator.CalculateOnArray(g_htf_count, 0, h_res_rvol, h_double_vol, h_res_sig, htf_actual_start);
|
||||
}
|
||||
|
||||
g_data_ready = true;
|
||||
|
||||
// TWO-POINTER CHRONOLOGICAL SWEEP (Zero API calls, Nanosecond Execution!)
|
||||
int htf_ptr = 0;
|
||||
datetime oldest_htf = h_time[0];
|
||||
|
||||
for(int i = 0; i < rates_total; i++)
|
||||
{
|
||||
datetime t = time[i];
|
||||
if(t < oldest_htf)
|
||||
{
|
||||
BufferRVOL[i] = EMPTY_VALUE;
|
||||
BufferColors[i] = 0.0;
|
||||
BufferSignal[i] = EMPTY_VALUE;
|
||||
continue;
|
||||
}
|
||||
|
||||
while(htf_ptr + 1 < g_htf_count && h_time[htf_ptr + 1] <= t)
|
||||
htf_ptr++;
|
||||
|
||||
double rvol = h_res_rvol[htf_ptr];
|
||||
BufferRVOL[i] = rvol;
|
||||
|
||||
if(rvol == EMPTY_VALUE)
|
||||
{
|
||||
BufferColors[i] = 0.0;
|
||||
}
|
||||
else
|
||||
{
|
||||
if(rvol >= InpThresholdHigh)
|
||||
BufferColors[i] = 2.0;
|
||||
else
|
||||
if(rvol >= InpThresholdNormal)
|
||||
BufferColors[i] = 1.0;
|
||||
else
|
||||
BufferColors[i] = 0.0;
|
||||
}
|
||||
|
||||
BufferSignal[i] = (InpShowSignal && h_res_sig[htf_ptr] != EMPTY_VALUE) ? h_res_sig[htf_ptr] : EMPTY_VALUE;
|
||||
}
|
||||
|
||||
return rates_total;
|
||||
}
|
||||
|
||||
if(!g_data_ready)
|
||||
return 0;
|
||||
|
||||
// B) LIVE TICK FAST-PATH: HTF bar did not close. Update forming candle in RAM!
|
||||
int live_idx = g_htf_count - 1;
|
||||
if(live_idx >= required_bars_mtf)
|
||||
{
|
||||
MqlRates htf_rate[1];
|
||||
if(CopyRates(_Symbol, g_calc_timeframe, 0, 1, htf_rate) == 1)
|
||||
{
|
||||
h_time[live_idx] = htf_rate[0].time;
|
||||
h_open[live_idx] = htf_rate[0].open;
|
||||
h_high[live_idx] = htf_rate[0].high;
|
||||
h_low[live_idx] = htf_rate[0].low;
|
||||
h_close[live_idx] = htf_rate[0].close;
|
||||
|
||||
h_vol_long[live_idx] = (InpVolumeType == VOLUME_REAL) ? (long)htf_rate[0].real_volume : (long)htf_rate[0].tick_volume;
|
||||
h_double_vol[live_idx] = (double)h_vol_long[live_idx];
|
||||
|
||||
// Mock incremental calculation strictly on forming HTF bar
|
||||
h_res_rvol[live_idx] = g_calculator.CalculateSingle(g_htf_count, h_vol_long, live_idx);
|
||||
|
||||
if(InpShowSignal && g_signal_calculator != NULL)
|
||||
{
|
||||
int htf_actual_start = (InpHistoryBars > 0) ? MathMax(warmup, g_htf_count - InpHistoryBars) : warmup;
|
||||
g_signal_calculator.CalculateOnArray(g_htf_count, g_htf_count, h_res_rvol, h_double_vol, h_res_sig, htf_actual_start);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Instant Binary Search for Forming Block Start
|
||||
int first_bar_of_forming_htf = ArrayBsearch(time, htf_time_current);
|
||||
if(first_bar_of_forming_htf < 0)
|
||||
first_bar_of_forming_htf = 0;
|
||||
if(time[first_bar_of_forming_htf] < htf_time_current && first_bar_of_forming_htf < rates_total - 1)
|
||||
first_bar_of_forming_htf++;
|
||||
|
||||
int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
||||
if(start > first_bar_of_forming_htf)
|
||||
start = first_bar_of_forming_htf;
|
||||
|
||||
// Vectorized Assignment across forming block
|
||||
double rvol_val = h_res_rvol[live_idx];
|
||||
double col_val = 0.0;
|
||||
double sig_val = InpShowSignal ? h_res_sig[live_idx] : EMPTY_VALUE;
|
||||
|
||||
if(rvol_val != EMPTY_VALUE)
|
||||
{
|
||||
if(rvol_val >= InpThresholdHigh)
|
||||
col_val = 2.0;
|
||||
else
|
||||
if(rvol_val >= InpThresholdNormal)
|
||||
col_val = 1.0;
|
||||
else
|
||||
col_val = 0.0;
|
||||
}
|
||||
|
||||
for(int i = start; i < rates_total; i++)
|
||||
{
|
||||
BufferRVOL[i] = rvol_val;
|
||||
BufferColors[i] = col_val;
|
||||
BufferSignal[i] = sig_val;
|
||||
}
|
||||
|
||||
return rates_total;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| OnTimer Event Handler (Data Synchronization Daemon) |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTimer()
|
||||
{
|
||||
int warmup = InpPeriod + 2;
|
||||
int required_bars_mtf = warmup + InpSignalPeriod + 10;
|
||||
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars_mtf, g_data_synced);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
Reference in New Issue
Block a user