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Toh4iem9
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//+------------------------------------------------------------------+
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//| Absorption_MTF_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" // Dedicated MTF Absorption release with pure box drawing and state buffers
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#property description "Institutional Multi-Timeframe Absorption Detector."
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#property description "Draws Higher Timeframe Supply/Demand zones strictly on the HTF grid."
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#property indicator_chart_window
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#property indicator_buffers 3
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#property indicator_plots 0
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#include <MyIncludes\ATR_Calculator.mqh>
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#include <MyIncludes\RelativeVolume_Calculator.mqh>
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#include <MyIncludes\DataSync_Tools.mqh> // Centralized MTF synchronization daemon
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//--- Input Parameters
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input group "--- Timeframe Settings ---"
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Higher Timeframe (MTF)
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input group "--- Indicator Settings ---"
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input int InpATRPeriod = 14; // ATR Period
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input int InpRVOLPeriod = 20; // RVOL Period (Relative Volume)
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input int InpHistoryBars = 500; // Limit object creation history (Bars)
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input bool InpShowObjects = true; // Toggle zone and rectangle visuals
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//--- Buffers (For calculations and iCustom export)
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double BufATR[];
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double BufRVOL[];
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double BufState[]; // 0=None, 1=Bull, -1=Bear, 2=Climax, 0.5=Neut
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//--- Internal HTF Data Caches
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double h_open[], h_high[], h_low[], h_close[], h_volume[];
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double h_res_atr[], h_res_rvol[], h_res_state[];
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datetime h_time[];
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//--- Global Objects & Synchronizer State
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CATRCalculator *g_atr;
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CRelativeVolumeCalculator *g_rvol;
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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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//+------------------------------------------------------------------+
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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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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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//--- 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_FAILED);
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}
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//--- 2. Bind Buffers to index mapping (No visual plots, calculations only)
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SetIndexBuffer(0, BufATR, INDICATOR_CALCULATIONS);
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SetIndexBuffer(1, BufRVOL, INDICATOR_CALCULATIONS);
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SetIndexBuffer(2, BufState, INDICATOR_CALCULATIONS);
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//--- Force strict chronological alignment
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ArraySetAsSeries(BufATR, false);
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ArraySetAsSeries(BufRVOL, false);
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ArraySetAsSeries(BufState, false);
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//--- Instantiate Calculators
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g_atr = new CATRCalculator();
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if(CheckPointer(g_atr) != POINTER_INVALID)
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g_atr.Init(InpATRPeriod, ATR_POINTS);
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g_rvol = new CRelativeVolumeCalculator();
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if(CheckPointer(g_rvol) != POINTER_INVALID)
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g_rvol.Init(InpRVOLPeriod);
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//--- Setup Dynamic Shortname
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IndicatorSetString(INDICATOR_SHORTNAME, "Absorption MTF Pro (" + EnumToString(g_calc_timeframe) + ")");
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//--- Initialize Timer for MTF synchronization (Required)
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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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//| Custom Indicator Deinitialization |
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//+------------------------------------------------------------------+
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void OnDeinit(const int r)
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{
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EventKillTimer();
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ObjectsDeleteAll(0, "AbsZone_MTF_");
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if(CheckPointer(g_atr) != POINTER_INVALID)
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delete g_atr;
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if(CheckPointer(g_rvol) != POINTER_INVALID)
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delete g_rvol;
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}
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//+------------------------------------------------------------------+
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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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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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int required_bars = InpATRPeriod + InpRVOLPeriod + 10;
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if(rates_total < required_bars)
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return 0;
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if(CheckPointer(g_atr) == POINTER_INVALID || CheckPointer(g_rvol) == POINTER_INVALID)
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return 0;
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//--- Force strict chronological alignment on all input price and volume arrays
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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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//--- Synchronize history up to the target evaluation window
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if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
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{
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g_data_synced = false;
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return 0; // Wait for next tick to let history synchronize
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}
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g_data_synced = true;
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//--- Check if a new HTF candle has opened
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datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0);
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bool htf_updated = (htf_time_current != g_last_htf_time);
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if(htf_updated || prev_calculated == 0)
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{
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g_last_htf_time = htf_time_current;
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int htf_bars = iBars(_Symbol, g_calc_timeframe);
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if(htf_bars < required_bars)
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{
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g_data_ready = false;
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return 0;
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}
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g_htf_count = MathMin(htf_bars, 3000); // Guard rails to prevent thread memory overload
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// Resize all HTF caching arrays
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ArrayResize(h_time, g_htf_count);
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ArrayResize(h_open, g_htf_count);
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ArrayResize(h_high, g_htf_count);
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ArrayResize(h_low, g_htf_count);
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ArrayResize(h_close, g_htf_count);
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ArrayResize(h_volume, g_htf_count);
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ArrayResize(h_res_atr, g_htf_count);
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ArrayResize(h_res_rvol, g_htf_count);
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ArrayResize(h_res_state, g_htf_count);
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// Force chronological structure on high-level arrays
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ArraySetAsSeries(h_time, false);
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ArraySetAsSeries(h_open, false);
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ArraySetAsSeries(h_high, false);
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ArraySetAsSeries(h_low, false);
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ArraySetAsSeries(h_close, false);
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ArraySetAsSeries(h_volume, false);
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ArraySetAsSeries(h_res_atr, false);
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ArraySetAsSeries(h_res_rvol, false);
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ArraySetAsSeries(h_res_state, false);
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// Copy basic pricing data
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if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count ||
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CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count ||
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CopyHigh(_Symbol, g_calc_timeframe, 0, g_htf_count, h_high) != g_htf_count ||
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CopyLow(_Symbol, g_calc_timeframe, 0, g_htf_count, h_low) != g_htf_count ||
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CopyClose(_Symbol, g_calc_timeframe, 0, g_htf_count, h_close) != g_htf_count)
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{
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g_data_ready = false;
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return 0;
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}
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// Copy proper volume types for RVOL
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long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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if(vol_limit > 0)
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{
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long temp_vol[];
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if(CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count)
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{
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for(int i = 0; i < g_htf_count; i++)
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h_volume[i] = (double)temp_vol[i];
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}
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}
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else
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{
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long temp_vol[];
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if(CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count)
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{
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for(int i = 0; i < g_htf_count; i++)
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h_volume[i] = (double)temp_vol[i];
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}
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}
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//--- Calculate HTF baseline indicators
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g_atr.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_atr);
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// Calculate RVOL on HTF (using long volume casting)
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long h_vol_long[];
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ArrayResize(h_vol_long, g_htf_count);
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for(int i=0; i<g_htf_count; i++)
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h_vol_long[i] = (long)h_volume[i];
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g_rvol.Calculate(g_htf_count, 0, h_vol_long, h_res_rvol);
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//--- Run Wyckoff VSA Analysis on HTF Bars
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ArrayInitialize(h_res_state, 0.0);
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g_data_ready = true;
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}
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if(!g_data_ready)
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return 0;
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//--- 5. Real-Time Update for the active forming HTF candle (Index: g_htf_count - 1) on every tick
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int live_idx = g_htf_count - 1;
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if(live_idx >= required_bars)
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{
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double o[1], h[1], l[1], c[1];
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long v[1];
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int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false);
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if(shift >= 0 &&
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CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 &&
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CopyHigh(_Symbol, g_calc_timeframe, shift, 1, h) == 1 &&
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CopyLow(_Symbol, g_calc_timeframe, shift, 1, l) == 1 &&
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CopyClose(_Symbol, g_calc_timeframe, shift, 1, c) == 1)
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{
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h_open[live_idx] = o[0];
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h_high[live_idx] = h[0];
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h_low[live_idx] = l[0];
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h_close[live_idx] = c[0];
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long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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if(vol_limit > 0)
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{
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if(CopyRealVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1)
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h_volume[live_idx] = (double)v[0];
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}
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else
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{
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if(CopyTickVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1)
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h_volume[live_idx] = (double)v[0];
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}
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// Stateful, O(1) mock update for the live HTF bar
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g_atr.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_atr);
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long h_vol_long[];
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ArrayResize(h_vol_long, g_htf_count);
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for(int i=0; i<g_htf_count; i++)
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h_vol_long[i] = (long)h_volume[i];
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g_rvol.Calculate(g_htf_count, g_htf_count, h_vol_long, h_res_rvol);
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}
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}
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//--- 6. Perform VSA classification and draw objects STRICTLY on HTF Grid
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int htf_start_calc = (prev_calculated > 0) ? g_htf_count - 2 : required_bars;
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if(htf_start_calc < required_bars)
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htf_start_calc = required_bars;
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datetime cutoff_time = TimeCurrent() - InpHistoryBars * PeriodSeconds();
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for(int i = htf_start_calc; i < g_htf_count; i++)
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{
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h_res_state[i] = 0.0;
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double atr = h_res_atr[i];
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if(atr <= 0.0)
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continue;
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double body = MathAbs(h_close[i] - h_open[i]);
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double total_range = h_high[i] - h_low[i];
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double r_vol = h_res_rvol[i];
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bool is_bull = false;
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bool is_bear = false;
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bool is_climax = false;
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// Quantitative VSA rules on HTF
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bool high_effort = (r_vol > 2.0);
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bool low_result = (body < (0.35 * atr));
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if(high_effort && low_result)
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{
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double close_pos = 0.5;
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if(total_range > 0.0)
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close_pos = (h_close[i] - h_low[i]) / total_range;
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if(close_pos > 0.66)
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{
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h_res_state[i] = 1.0;
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is_bull = true;
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}
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else
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if(close_pos < 0.33)
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{
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h_res_state[i] = -1.0;
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is_bear = true;
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}
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else
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{
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h_res_state[i] = 0.5;
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}
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}
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else
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if(r_vol > 3.5 && body < (0.6 * atr))
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{
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h_res_state[i] = 2.0;
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is_climax = true;
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}
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// Object drawing strictly on HTF Grid for absolute stability!
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if((is_bull || is_bear || is_climax) && h_time[i] >= cutoff_time)
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{
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if(InpShowObjects)
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{
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string name = "AbsZone_MTF_" + TimeToString(h_time[i]);
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color zone_col = is_bull ? clrLightSteelBlue : (is_bear ? clrMistyRose : clrWheat);
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if(ObjectFind(0, name) < 0)
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{
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ObjectCreate(0, name, OBJ_RECTANGLE, 0, h_time[i], h_high[i], h_time[i], h_low[i]);
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ObjectSetInteger(0, name, OBJPROP_COLOR, zone_col);
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ObjectSetInteger(0, name, OBJPROP_FILL, true);
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ObjectSetInteger(0, name, OBJPROP_BACK, true);
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ObjectSetInteger(0, name, OBJPROP_WIDTH, 1);
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}
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// Scan forward strictly on HTF bars to ensure absolute stability!
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datetime end_time = h_time[g_htf_count - 1] + PeriodSeconds(g_calc_timeframe) * 5;
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bool broken = false;
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for(int k = i + 1; k < g_htf_count; k++)
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{
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if(is_bull && h_close[k] < h_low[i])
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{
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end_time = h_time[k];
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broken = true;
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break;
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}
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if(is_bear && h_close[k] > h_high[i])
|
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{
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end_time = h_time[k];
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broken = true;
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break;
|
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}
|
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if(is_climax && (h_close[k] > h_high[i] || h_close[k] < h_low[i]))
|
||||
{
|
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end_time = h_time[k];
|
||||
broken = true;
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break;
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||||
}
|
||||
}
|
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|
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ObjectSetInteger(0, name, OBJPROP_TIME, 1, end_time);
|
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if(broken)
|
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ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_DOT);
|
||||
}
|
||||
}
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||||
}
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//--- 7. Warp-free step force (Staircase Solution anchor determination)
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int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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int first_bar_of_forming_htf = rates_total - 1;
|
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while(first_bar_of_forming_htf > 0 &&
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iBarShift(_Symbol, g_calc_timeframe, time[first_bar_of_forming_htf], false) == 0)
|
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{
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first_bar_of_forming_htf--;
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}
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first_bar_of_forming_htf++; // Anchor set to start of current HTF period block
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||||
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if(start > first_bar_of_forming_htf)
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start = first_bar_of_forming_htf;
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//--- 8. Map HTF Calculated results cleanly to the lower chart timeframe (O(1) complexity)
|
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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)
|
||||
{
|
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BufATR[i] = h_res_atr[idx_htf];
|
||||
BufRVOL[i] = h_res_rvol[idx_htf];
|
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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);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
Reference in New Issue
Block a user