refactor(indicators): Added Mirrored Speed (Negative Scalar)

This commit is contained in:
Toh4iem9
2026-02-10 13:37:50 +01:00
parent 479cc55323
commit 3c23566582
+41 -33
View File
@@ -1,16 +1,16 @@
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| Velocity_Pro.mq5 | //| Velocity_Pro.mq5 |
//| Velocity (Vector) vs Speed (Scalar) | //| Velocity vs Scaler Speed Envelope |
//| Copyright 2026, xxxxxxxx | //| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
#property version "3.00" #property version "3.10" // Added Mirrored Speed (Negative Scalar)
#property description "Displays Velocity (Histogram) and Speed (Line)." #property description "Displays Velocity (Histogram) and Speed Envelope."
#property description "Velocity = Directional. Speed = Distance Traveled." #property description "Touching the envelope lines signals climatic efficiency."
#property indicator_separate_window #property indicator_separate_window
#property indicator_buffers 3 #property indicator_buffers 4
#property indicator_plots 2 #property indicator_plots 3
//--- Levels //--- Levels
#property indicator_level1 1.0 #property indicator_level1 1.0
@@ -20,32 +20,40 @@
#property indicator_levelstyle STYLE_DOT #property indicator_levelstyle STYLE_DOT
//--- Plot 1: Velocity Histogram //--- Plot 1: Velocity Histogram
#property indicator_label1 "Velocity (Vector)" #property indicator_label1 "Velocity"
#property indicator_type1 DRAW_COLOR_HISTOGRAM #property indicator_type1 DRAW_COLOR_HISTOGRAM
#property indicator_color1 clrGray, clrLime, clrRed // Neutral, Up, Down #property indicator_color1 clrGray, clrLime, clrRed
#property indicator_style1 STYLE_SOLID #property indicator_style1 STYLE_SOLID
#property indicator_width1 2 #property indicator_width1 2
//--- Plot 2: Speed Line (Optional) //--- Plot 2: Speed Positive (Top)
#property indicator_label2 "Speed (Scalar)" #property indicator_label2 "Speed (+)"
#property indicator_type2 DRAW_LINE #property indicator_type2 DRAW_LINE
#property indicator_color2 clrGold #property indicator_color2 clrGold
#property indicator_style2 STYLE_SOLID #property indicator_style2 STYLE_SOLID
#property indicator_width2 1 #property indicator_width2 1
//--- Plot 3: Speed Negative (Bottom)
#property indicator_label3 "Speed (-)"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrGold
#property indicator_style3 STYLE_SOLID
#property indicator_width3 1
#include <MyIncludes\ATR_Calculator.mqh> #include <MyIncludes\ATR_Calculator.mqh>
#include <MyIncludes\Metrics_Tools.mqh> #include <MyIncludes\Metrics_Tools.mqh>
//--- Parameters //--- Parameters
input int InpVelPeriod = 3; // Lookback Period input int InpVelPeriod = 3;
input int InpATRPeriod = 14; // Normalization ATR input int InpATRPeriod = 14;
input double InpThreshold = 1.0; // High Velocity Threshold input double InpThreshold = 1.0;
input bool InpShowSpeed = true; // Show Scalar Speed Line? input bool InpShowSpeed = true;
//--- Buffers //--- Buffers
double BufVel[]; double BufVel[];
double BufCol[]; double BufCol[];
double BufSpeed[]; double BufSpeedPos[];
double BufSpeedNeg[];
CATRCalculator *g_atr; CATRCalculator *g_atr;
@@ -56,11 +64,14 @@ int OnInit()
{ {
SetIndexBuffer(0, BufVel, INDICATOR_DATA); SetIndexBuffer(0, BufVel, INDICATOR_DATA);
SetIndexBuffer(1, BufCol, INDICATOR_COLOR_INDEX); SetIndexBuffer(1, BufCol, INDICATOR_COLOR_INDEX);
SetIndexBuffer(2, BufSpeed, INDICATOR_DATA); SetIndexBuffer(2, BufSpeedPos, INDICATOR_DATA);
SetIndexBuffer(3, BufSpeedNeg, INDICATOR_DATA);
// Hide Speed line if requested
if(!InpShowSpeed) if(!InpShowSpeed)
{
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE); PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
PlotIndexSetInteger(2, PLOT_DRAW_TYPE, DRAW_NONE);
}
g_atr = new CATRCalculator(); g_atr = new CATRCalculator();
g_atr.Init(InpATRPeriod, ATR_POINTS); g_atr.Init(InpATRPeriod, ATR_POINTS);
@@ -70,9 +81,6 @@ int OnInit()
return(INIT_SUCCEEDED); return(INIT_SUCCEEDED);
} }
//+------------------------------------------------------------------+
//| Deinit |
//+------------------------------------------------------------------+
void OnDeinit(const int r) { if(CheckPointer(g_atr)==POINTER_DYNAMIC) delete g_atr; } void OnDeinit(const int r) { if(CheckPointer(g_atr)==POINTER_DYNAMIC) delete g_atr; }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
@@ -83,7 +91,6 @@ int OnCalculate(const int rates_total, const int prev_calculated, const datetime
if(rates_total < InpATRPeriod+InpVelPeriod) if(rates_total < InpATRPeriod+InpVelPeriod)
return 0; return 0;
// 1. Calc ATR
double atr_buf[]; double atr_buf[];
g_atr.Calculate(rates_total, prev_calculated, open, high, low, close, atr_buf); g_atr.Calculate(rates_total, prev_calculated, open, high, low, close, atr_buf);
@@ -95,34 +102,35 @@ int OnCalculate(const int rates_total, const int prev_calculated, const datetime
if(atr == 0) if(atr == 0)
{ {
BufVel[i]=0; BufVel[i]=0;
BufSpeed[i]=0; BufSpeedPos[i]=0;
BufSpeedNeg[i]=0;
continue; continue;
} }
// --- A. Velocity (Vector) --- // 1. Velocity (Vector)
// (Close[i] - Close[i-N]) / (N * ATR)
double vel = CMetricsTools::CalculateSlope(close[i], close[i-InpVelPeriod], atr, InpVelPeriod); double vel = CMetricsTools::CalculateSlope(close[i], close[i-InpVelPeriod], atr, InpVelPeriod);
BufVel[i] = vel; BufVel[i] = vel;
// Color Logic for Velocity // Color
if(vel > InpThreshold) if(vel > InpThreshold)
BufCol[i] = 1.0; // Lime BufCol[i] = 1.0;
else else
if(vel < -InpThreshold) if(vel < -InpThreshold)
BufCol[i] = 2.0;// Red BufCol[i] = 2.0;
else else
BufCol[i] = 0.0; // Gray BufCol[i] = 0.0;
// --- B. Speed (Scalar) --- // 2. Speed (Scalar) - Path Length
// Avg(Abs(Close[k] - Close[k-1])) / ATR
// Path Length over period
double path_length = 0; double path_length = 0;
for(int k=0; k<InpVelPeriod; k++) for(int k=0; k<InpVelPeriod; k++)
{ {
path_length += MathAbs(close[i-k] - close[i-k-1]); path_length += MathAbs(close[i-k] - close[i-k-1]);
} }
double avg_step = path_length / InpVelPeriod; double speed = (path_length / InpVelPeriod) / atr;
BufSpeed[i] = avg_step / atr;
// 3. Mirroring
BufSpeedPos[i] = speed;
BufSpeedNeg[i] = -speed; // Mirror for downside analysis
} }
return rates_total; return rates_total;