From 40078946c1269baa406facc733c8f903be7122f3 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Wed, 5 Aug 2026 08:18:43 +0200 Subject: [PATCH] new files added --- .../MyIndicators/Quant/Absorption_MTF_Pro.mq5 | 444 ++++++++++++++++++ 1 file changed, 444 insertions(+) create mode 100644 Indicators/MyIndicators/Quant/Absorption_MTF_Pro.mq5 diff --git a/Indicators/MyIndicators/Quant/Absorption_MTF_Pro.mq5 b/Indicators/MyIndicators/Quant/Absorption_MTF_Pro.mq5 new file mode 100644 index 0000000..3800933 --- /dev/null +++ b/Indicators/MyIndicators/Quant/Absorption_MTF_Pro.mq5 @@ -0,0 +1,444 @@ +//+------------------------------------------------------------------+ +//| Absorption_MTF_Pro.mq5 | +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.00" // Dedicated MTF Absorption release with pure box drawing and state buffers +#property description "Institutional Multi-Timeframe Absorption Detector." +#property description "Draws Higher Timeframe Supply/Demand zones strictly on the HTF grid." + +#property indicator_chart_window +#property indicator_buffers 3 +#property indicator_plots 0 + +#include +#include +#include // Centralized MTF synchronization daemon + +//--- Input Parameters +input group "--- Timeframe Settings ---" +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Higher Timeframe (MTF) + +input group "--- Indicator Settings ---" +input int InpATRPeriod = 14; // ATR Period +input int InpRVOLPeriod = 20; // RVOL Period (Relative Volume) +input int InpHistoryBars = 500; // Limit object creation history (Bars) +input bool InpShowObjects = true; // Toggle zone and rectangle visuals + +//--- Buffers (For calculations and iCustom export) +double BufATR[]; +double BufRVOL[]; +double BufState[]; // 0=None, 1=Bull, -1=Bear, 2=Climax, 0.5=Neut + +//--- Internal HTF Data Caches +double h_open[], h_high[], h_low[], h_close[], h_volume[]; +double h_res_atr[], h_res_rvol[], h_res_state[]; +datetime h_time[]; + +//--- Global Objects & Synchronizer State +CATRCalculator *g_atr; +CRelativeVolumeCalculator *g_rvol; + +ENUM_TIMEFRAMES g_calc_timeframe; +bool g_data_ready = false; +bool g_data_synced = false; +int g_htf_count = 0; +datetime g_last_htf_time = 0; + +//+------------------------------------------------------------------+ +//| Custom Indicator Initialization | +//+------------------------------------------------------------------+ +int OnInit() + { + g_data_ready = false; + g_data_synced = false; + g_htf_count = 0; + g_last_htf_time = 0; + +//--- 1. Resolve Timeframe and validate direction + g_calc_timeframe = InpTimeframe; + if(g_calc_timeframe == PERIOD_CURRENT) + g_calc_timeframe = (ENUM_TIMEFRAMES)Period(); + + if(g_calc_timeframe < Period()) + { + PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).", + EnumToString(g_calc_timeframe), EnumToString(Period())); + return(INIT_FAILED); + } + +//--- 2. Bind Buffers to index mapping (No visual plots, calculations only) + SetIndexBuffer(0, BufATR, INDICATOR_CALCULATIONS); + SetIndexBuffer(1, BufRVOL, INDICATOR_CALCULATIONS); + SetIndexBuffer(2, BufState, INDICATOR_CALCULATIONS); + +//--- Force strict chronological alignment + ArraySetAsSeries(BufATR, false); + ArraySetAsSeries(BufRVOL, false); + ArraySetAsSeries(BufState, false); + +//--- Instantiate Calculators + g_atr = new CATRCalculator(); + if(CheckPointer(g_atr) != POINTER_INVALID) + g_atr.Init(InpATRPeriod, ATR_POINTS); + + g_rvol = new CRelativeVolumeCalculator(); + if(CheckPointer(g_rvol) != POINTER_INVALID) + g_rvol.Init(InpRVOLPeriod); + +//--- Setup Dynamic Shortname + IndicatorSetString(INDICATOR_SHORTNAME, "Absorption MTF Pro (" + EnumToString(g_calc_timeframe) + ")"); + +//--- Initialize Timer for MTF synchronization (Required) + EventSetTimer(1); + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| Custom Indicator Deinitialization | +//+------------------------------------------------------------------+ +void OnDeinit(const int r) + { + EventKillTimer(); + ObjectsDeleteAll(0, "AbsZone_MTF_"); + if(CheckPointer(g_atr) != POINTER_INVALID) + delete g_atr; + if(CheckPointer(g_rvol) != POINTER_INVALID) + delete g_rvol; + } + +//+------------------------------------------------------------------+ +//| Custom Indicator Calculation Loop | +//+------------------------------------------------------------------+ +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[]) + { + int required_bars = InpATRPeriod + InpRVOLPeriod + 10; + if(rates_total < required_bars) + return 0; + + if(CheckPointer(g_atr) == POINTER_INVALID || CheckPointer(g_rvol) == POINTER_INVALID) + return 0; + +//--- Force strict chronological alignment on all input price and volume arrays + ArraySetAsSeries(time, false); + ArraySetAsSeries(open, false); + ArraySetAsSeries(high, false); + ArraySetAsSeries(low, false); + ArraySetAsSeries(close, false); + ArraySetAsSeries(tick_volume, false); + ArraySetAsSeries(volume, false); + +//--- Synchronize history up to the target evaluation window + if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars)) + { + g_data_synced = false; + return 0; // Wait for next tick to let history synchronize + } + + g_data_synced = true; + +//--- Check if a new HTF candle has opened + datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0); + bool htf_updated = (htf_time_current != g_last_htf_time); + + 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) + { + g_data_ready = false; + return 0; + } + + g_htf_count = MathMin(htf_bars, 3000); // Guard rails to prevent thread memory overload + + // Resize all HTF caching arrays + 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_volume, g_htf_count); + ArrayResize(h_res_atr, g_htf_count); + ArrayResize(h_res_rvol, g_htf_count); + ArrayResize(h_res_state, g_htf_count); + + // Force chronological structure on high-level arrays + ArraySetAsSeries(h_time, false); + ArraySetAsSeries(h_open, false); + ArraySetAsSeries(h_high, false); + ArraySetAsSeries(h_low, false); + ArraySetAsSeries(h_close, false); + ArraySetAsSeries(h_volume, false); + ArraySetAsSeries(h_res_atr, false); + ArraySetAsSeries(h_res_rvol, false); + ArraySetAsSeries(h_res_state, false); + + // Copy basic pricing data + if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count || + CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count || + CopyHigh(_Symbol, g_calc_timeframe, 0, g_htf_count, h_high) != g_htf_count || + CopyLow(_Symbol, g_calc_timeframe, 0, g_htf_count, h_low) != g_htf_count || + CopyClose(_Symbol, g_calc_timeframe, 0, g_htf_count, h_close) != g_htf_count) + { + g_data_ready = false; + return 0; + } + + // Copy proper volume types for RVOL + long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + if(vol_limit > 0) + { + long temp_vol[]; + if(CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count) + { + for(int i = 0; i < g_htf_count; i++) + h_volume[i] = (double)temp_vol[i]; + } + } + else + { + long temp_vol[]; + if(CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count) + { + for(int i = 0; i < g_htf_count; i++) + h_volume[i] = (double)temp_vol[i]; + } + } + + //--- Calculate HTF baseline indicators + g_atr.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_atr); + + // Calculate RVOL on HTF (using long volume casting) + long h_vol_long[]; + ArrayResize(h_vol_long, g_htf_count); + for(int i=0; i= required_bars) + { + double o[1], h[1], l[1], c[1]; + long v[1]; + int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false); + if(shift >= 0 && + CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 && + CopyHigh(_Symbol, g_calc_timeframe, shift, 1, h) == 1 && + CopyLow(_Symbol, g_calc_timeframe, shift, 1, l) == 1 && + CopyClose(_Symbol, g_calc_timeframe, shift, 1, c) == 1) + { + h_open[live_idx] = o[0]; + h_high[live_idx] = h[0]; + h_low[live_idx] = l[0]; + h_close[live_idx] = c[0]; + + long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + if(vol_limit > 0) + { + if(CopyRealVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1) + h_volume[live_idx] = (double)v[0]; + } + else + { + if(CopyTickVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1) + h_volume[live_idx] = (double)v[0]; + } + + // Stateful, O(1) mock update for the live HTF bar + g_atr.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_atr); + + long h_vol_long[]; + ArrayResize(h_vol_long, g_htf_count); + for(int i=0; i 0) ? g_htf_count - 2 : required_bars; + if(htf_start_calc < required_bars) + htf_start_calc = required_bars; + + datetime cutoff_time = TimeCurrent() - InpHistoryBars * PeriodSeconds(); + + for(int i = htf_start_calc; i < g_htf_count; i++) + { + h_res_state[i] = 0.0; + + double atr = h_res_atr[i]; + if(atr <= 0.0) + continue; + + double body = MathAbs(h_close[i] - h_open[i]); + double total_range = h_high[i] - h_low[i]; + double r_vol = h_res_rvol[i]; + + bool is_bull = false; + bool is_bear = false; + bool is_climax = false; + + // Quantitative VSA rules on HTF + bool high_effort = (r_vol > 2.0); + bool low_result = (body < (0.35 * atr)); + + if(high_effort && low_result) + { + double close_pos = 0.5; + if(total_range > 0.0) + close_pos = (h_close[i] - h_low[i]) / total_range; + + if(close_pos > 0.66) + { + h_res_state[i] = 1.0; + is_bull = true; + } + else + if(close_pos < 0.33) + { + h_res_state[i] = -1.0; + is_bear = true; + } + else + { + h_res_state[i] = 0.5; + } + } + else + if(r_vol > 3.5 && body < (0.6 * atr)) + { + h_res_state[i] = 2.0; + is_climax = true; + } + + // Object drawing strictly on HTF Grid for absolute stability! + if((is_bull || is_bear || is_climax) && h_time[i] >= cutoff_time) + { + if(InpShowObjects) + { + string name = "AbsZone_MTF_" + TimeToString(h_time[i]); + color zone_col = is_bull ? clrLightSteelBlue : (is_bear ? clrMistyRose : clrWheat); + + if(ObjectFind(0, name) < 0) + { + ObjectCreate(0, name, OBJ_RECTANGLE, 0, h_time[i], h_high[i], h_time[i], h_low[i]); + ObjectSetInteger(0, name, OBJPROP_COLOR, zone_col); + ObjectSetInteger(0, name, OBJPROP_FILL, true); + ObjectSetInteger(0, name, OBJPROP_BACK, true); + ObjectSetInteger(0, name, OBJPROP_WIDTH, 1); + } + + // Scan forward strictly on HTF bars to ensure absolute stability! + datetime end_time = h_time[g_htf_count - 1] + PeriodSeconds(g_calc_timeframe) * 5; + bool broken = false; + + for(int k = i + 1; k < g_htf_count; k++) + { + if(is_bull && h_close[k] < h_low[i]) + { + end_time = h_time[k]; + broken = true; + break; + } + if(is_bear && h_close[k] > h_high[i]) + { + end_time = h_time[k]; + broken = true; + break; + } + if(is_climax && (h_close[k] > h_high[i] || h_close[k] < h_low[i])) + { + end_time = h_time[k]; + broken = true; + break; + } + } + + ObjectSetInteger(0, name, OBJPROP_TIME, 1, end_time); + if(broken) + ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_DOT); + } + } + } + +//--- 7. Warp-free step force (Staircase Solution anchor determination) + int start = (prev_calculated > 0) ? prev_calculated - 1 : 0; + + int first_bar_of_forming_htf = rates_total - 1; + while(first_bar_of_forming_htf > 0 && + iBarShift(_Symbol, g_calc_timeframe, time[first_bar_of_forming_htf], false) == 0) + { + first_bar_of_forming_htf--; + } + first_bar_of_forming_htf++; // Anchor set to start of current HTF period block + + if(start > first_bar_of_forming_htf) + start = first_bar_of_forming_htf; + +//--- 8. Map HTF Calculated results cleanly to the lower chart timeframe (O(1) complexity) + for(int i = start; i < rates_total; i++) + { + datetime t = time[i]; + int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false); + + if(shift_htf >= 0) + { + int idx_htf = g_htf_count - 1 - shift_htf; + if(idx_htf >= 0 && idx_htf < g_htf_count) + { + BufATR[i] = h_res_atr[idx_htf]; + BufRVOL[i] = h_res_rvol[idx_htf]; + BufState[i] = h_res_state[idx_htf]; + } + else + { + BufATR[i] = EMPTY_VALUE; + BufRVOL[i] = EMPTY_VALUE; + BufState[i] = 0.0; + } + } + else + { + BufATR[i] = EMPTY_VALUE; + BufRVOL[i] = EMPTY_VALUE; + BufState[i] = 0.0; + } + } + + return(rates_total); + } + +//+------------------------------------------------------------------+ +//| OnTimer Event Handler | +//+------------------------------------------------------------------+ +void OnTimer() + { +//--- Delegate asynchronous history checking and forced redraws to DataSync daemon using correct lookback period + int required_bars = InpATRPeriod + InpRVOLPeriod + 10; + CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+