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refactor(indicators): Added Mirrored Speed (Negative Scalar)
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Toh4iem9
@@ -1,16 +1,16 @@
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//+------------------------------------------------------------------+
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//| Velocity_Pro.mq5 |
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//| Velocity (Vector) vs Speed (Scalar) |
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//| Velocity vs Scaler Speed Envelope |
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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 "3.00"
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#property description "Displays Velocity (Histogram) and Speed (Line)."
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#property description "Velocity = Directional. Speed = Distance Traveled."
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#property version "3.10" // Added Mirrored Speed (Negative Scalar)
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#property description "Displays Velocity (Histogram) and Speed Envelope."
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#property description "Touching the envelope lines signals climatic efficiency."
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#property indicator_separate_window
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#property indicator_buffers 3
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#property indicator_plots 2
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#property indicator_buffers 4
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#property indicator_plots 3
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//--- Levels
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#property indicator_level1 1.0
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@@ -20,32 +20,40 @@
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#property indicator_levelstyle STYLE_DOT
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//--- Plot 1: Velocity Histogram
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#property indicator_label1 "Velocity (Vector)"
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#property indicator_label1 "Velocity"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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#property indicator_color1 clrGray, clrLime, clrRed // Neutral, Up, Down
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#property indicator_color1 clrGray, clrLime, clrRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Plot 2: Speed Line (Optional)
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#property indicator_label2 "Speed (Scalar)"
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//--- Plot 2: Speed Positive (Top)
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#property indicator_label2 "Speed (+)"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrGold
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//--- Plot 3: Speed Negative (Bottom)
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#property indicator_label3 "Speed (-)"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrGold
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 1
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#include <MyIncludes\ATR_Calculator.mqh>
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#include <MyIncludes\Metrics_Tools.mqh>
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//--- Parameters
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input int InpVelPeriod = 3; // Lookback Period
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input int InpATRPeriod = 14; // Normalization ATR
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input double InpThreshold = 1.0; // High Velocity Threshold
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input bool InpShowSpeed = true; // Show Scalar Speed Line?
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input int InpVelPeriod = 3;
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input int InpATRPeriod = 14;
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input double InpThreshold = 1.0;
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input bool InpShowSpeed = true;
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//--- Buffers
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double BufVel[];
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double BufCol[];
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double BufSpeed[];
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double BufSpeedPos[];
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double BufSpeedNeg[];
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CATRCalculator *g_atr;
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@@ -56,11 +64,14 @@ int OnInit()
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{
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SetIndexBuffer(0, BufVel, INDICATOR_DATA);
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SetIndexBuffer(1, BufCol, INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2, BufSpeed, INDICATOR_DATA);
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SetIndexBuffer(2, BufSpeedPos, INDICATOR_DATA);
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SetIndexBuffer(3, BufSpeedNeg, INDICATOR_DATA);
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// Hide Speed line if requested
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if(!InpShowSpeed)
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{
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
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PlotIndexSetInteger(2, PLOT_DRAW_TYPE, DRAW_NONE);
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}
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g_atr = new CATRCalculator();
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g_atr.Init(InpATRPeriod, ATR_POINTS);
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@@ -70,9 +81,6 @@ int OnInit()
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Deinit |
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//+------------------------------------------------------------------+
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void OnDeinit(const int r) { if(CheckPointer(g_atr)==POINTER_DYNAMIC) delete g_atr; }
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//+------------------------------------------------------------------+
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@@ -83,7 +91,6 @@ int OnCalculate(const int rates_total, const int prev_calculated, const datetime
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if(rates_total < InpATRPeriod+InpVelPeriod)
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return 0;
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// 1. Calc ATR
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double atr_buf[];
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g_atr.Calculate(rates_total, prev_calculated, open, high, low, close, atr_buf);
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@@ -95,34 +102,35 @@ int OnCalculate(const int rates_total, const int prev_calculated, const datetime
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if(atr == 0)
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{
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BufVel[i]=0;
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BufSpeed[i]=0;
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BufSpeedPos[i]=0;
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BufSpeedNeg[i]=0;
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continue;
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}
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// --- A. Velocity (Vector) ---
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// (Close[i] - Close[i-N]) / (N * ATR)
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// 1. Velocity (Vector)
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double vel = CMetricsTools::CalculateSlope(close[i], close[i-InpVelPeriod], atr, InpVelPeriod);
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BufVel[i] = vel;
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// Color Logic for Velocity
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// Color
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if(vel > InpThreshold)
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BufCol[i] = 1.0; // Lime
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BufCol[i] = 1.0;
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else
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if(vel < -InpThreshold)
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BufCol[i] = 2.0;// Red
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BufCol[i] = 2.0;
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else
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BufCol[i] = 0.0; // Gray
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BufCol[i] = 0.0;
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// --- B. Speed (Scalar) ---
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// Avg(Abs(Close[k] - Close[k-1])) / ATR
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// Path Length over period
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// 2. Speed (Scalar) - Path Length
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double path_length = 0;
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for(int k=0; k<InpVelPeriod; k++)
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{
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path_length += MathAbs(close[i-k] - close[i-k-1]);
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}
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double avg_step = path_length / InpVelPeriod;
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BufSpeed[i] = avg_step / atr;
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double speed = (path_length / InpVelPeriod) / atr;
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// 3. Mirroring
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BufSpeedPos[i] = speed;
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BufSpeedNeg[i] = -speed; // Mirror for downside analysis
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}
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return rates_total;
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