feat: Outputs State Buffer

This commit is contained in:
Toh4iem9
2026-03-03 09:49:56 +01:00
parent 9e3c3a4f47
commit 5cfe0fc08b
@@ -3,20 +3,21 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.00"
#property description "Institutional Absorption Detector (Wyckoff)."
#property description "Draws Supply/Demand zones based on Volume/Price anomalies."
#property version "1.10"
#property description "Institutional Absorption Detector."
#property description "Draws Supply/Demand zones & Outputs State Buffer."
#property indicator_chart_window
#property indicator_buffers 4
#property indicator_buffers 5
#property indicator_plots 2
// Use arrow buffers just to mark the signal bar visually on top/bottom
// Plot 1: Bull Arrow
#property indicator_label1 "Bull Abs"
#property indicator_type1 DRAW_ARROW
#property indicator_color1 clrLime
#property indicator_width1 2
// Plot 2: Bear Arrow
#property indicator_label2 "Bear Abs"
#property indicator_type2 DRAW_ARROW
#property indicator_color2 clrRed
@@ -26,22 +27,22 @@
#include <MyIncludes\RelativeVolume_Calculator.mqh>
//--- Parameters
input int InpATRPeriod = 14; // Volatility Period
input int InpRVOLPeriod = 20; // Volume Period
input int InpHistoryBars = 500; // Max Bars to analyze (for objects)
input int InpATRPeriod = 14;
input int InpRVOLPeriod = 20;
input int InpHistoryBars = 500; // Limit object creation history
//--- Buffers
double BufBull[];
double BufBear[];
double BufATR[]; // Internal
double BufRVOL[]; // Internal
double BufATR[];
double BufRVOL[];
double BufState[]; // 0=None, 1=Bull, -1=Bear, 2=Climax, 0.5=Neut
//--- Objects
CATRCalculator *g_atr;
CRelativeVolumeCalculator *g_rvol;
//+------------------------------------------------------------------+
//| Init |
//| |
//+------------------------------------------------------------------+
int OnInit()
{
@@ -49,17 +50,15 @@ int OnInit()
SetIndexBuffer(1, BufBear, INDICATOR_DATA);
SetIndexBuffer(2, BufATR, INDICATOR_CALCULATIONS);
SetIndexBuffer(3, BufRVOL, INDICATOR_CALCULATIONS);
SetIndexBuffer(4, BufState, INDICATOR_CALCULATIONS);
PlotIndexSetInteger(0, PLOT_ARROW, 233); // Up Arrow
PlotIndexSetInteger(1, PLOT_ARROW, 234); // Down Arrow
PlotIndexSetInteger(0, PLOT_ARROW, 233);
PlotIndexSetInteger(1, PLOT_ARROW, 234);
g_atr = new CATRCalculator();
if(!g_atr.Init(InpATRPeriod, ATR_POINTS))
return INIT_FAILED;
g_atr.Init(InpATRPeriod, ATR_POINTS);
g_rvol = new CRelativeVolumeCalculator();
if(!g_rvol.Init(InpRVOLPeriod))
return INIT_FAILED;
g_rvol.Init(InpRVOLPeriod);
IndicatorSetString(INDICATOR_SHORTNAME, "Absorption Pro");
return(INIT_SUCCEEDED);
@@ -78,47 +77,35 @@ void OnDeinit(const int r)
}
//+------------------------------------------------------------------+
//| Calculate |
//| |
//+------------------------------------------------------------------+
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 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[])
{
// Safety
if(rates_total < InpATRPeriod + InpRVOLPeriod)
return 0;
// 1. Data Prep & Calc
g_atr.Calculate(rates_total, prev_calculated, open, high, low, close, BufATR);
g_rvol.Calculate(rates_total, prev_calculated, tick_volume, BufRVOL);
// Limit loop for objects (don't draw 100000 objects)
// Always recalc recent history to update "Open" zones
int start = rates_total - InpHistoryBars;
if(start < 0)
start = 0;
int start = (prev_calculated > 0) ? prev_calculated - 1 : InpATRPeriod + InpRVOLPeriod;
// Optimization: Only create objects if not exists. But update "End Time" of active zones.
// Simplified approach: scan history, manage objects.
// Limit Drawing loop to history bars to avoid lag on recompiles with huge history
int draw_limit = rates_total - InpHistoryBars;
if(draw_limit < 0)
draw_limit = 0;
if(start < draw_limit)
start = draw_limit;
for(int i = start; i < rates_total; i++)
{
// Reset arrow buffers
BufBull[i] = EMPTY_VALUE;
BufBear[i] = EMPTY_VALUE;
BufState[i] = 0;
double atr = BufATR[i];
if(atr == 0)
continue;
// LOGIC from Script
double body = MathAbs(close[i] - open[i]);
double total_range = high[i] - low[i];
double rvol = BufRVOL[i];
@@ -137,70 +124,70 @@ int OnCalculate(const int rates_total,
close_pos = (close[i] - low[i]) / total_range;
if(close_pos > 0.66)
{
BufState[i] = 1.0;
is_bull = true;
}
else
if(close_pos < 0.33)
{
BufState[i] = -1.0;
is_bear = true;
}
else
{
// Neutral Abs - maybe mark as yellow?
BufState[i] = 0.5;
}
}
else
if(rvol > 3.5 && body < (0.6 * atr))
{
is_climax = true; // Use neutral/warning color
BufState[i] = 2.0;
is_climax = true;
}
// Drawing Logic
// Visuals & Objects
if(is_bull || is_bear || is_climax)
{
// Mark Arrow
// Arrows
if(is_bull)
BufBull[i] = low[i] - atr * 0.5;
BufBull[i] = low[i] - atr*0.3;
if(is_bear)
BufBear[i] = high[i] + atr * 0.5;
if(is_climax) { /* Maybe draw both or special? */ }
BufBear[i] = high[i] + atr*0.3;
// Create/Update Zone Object
// ZONES (Rectangles)
string name = "AbsZone_" + TimeToString(time[i]);
color zone_col = is_bull ? clrGreen : (is_bear ? clrRed : clrGold);
if(is_bull)
zone_col = C'0,64,0'; // Darker Green for fill
if(is_bear)
zone_col = C'64,0,0'; // Darker Red
color zone_col = is_bull ? C'0,64,0' : (is_bear ? C'64,0,0' : C'184,134,11'); // Dark Green/Red/Gold
// Create if not exists
if(ObjectFind(0, name) < 0)
{
ObjectCreate(0, name, OBJ_RECTANGLE, 0, time[i], high[i], time[i], low[i]);
ObjectSetInteger(0, name, OBJPROP_COLOR, zone_col);
ObjectSetInteger(0, name, OBJPROP_FILL, true);
ObjectSetInteger(0, name, OBJPROP_BACK, true); // Draw behind candles
ObjectSetInteger(0, name, OBJPROP_WIDTH, 1);
ObjectSetInteger(0, name, OBJPROP_BACK, true);
ObjectSetInteger(0, name, OBJPROP_WIDTH, 1); // Borderless look if fill
}
// Manage Zone Extension
// Find if/when price broke the zone
datetime end_time = time[rates_total-1] + PeriodSeconds()*5; // Default: Live into future
// Extend Logic: Find breaker candle
datetime end_time = time[rates_total-1] + PeriodSeconds()*5; // Default: Live
bool broken = false;
// Scan forward from signal bar
for(int k = i + 1; k < rates_total; k++)
{
// Bull Zone broken if Close < Low
if(is_bull && close[k] < low[i])
{
end_time = time[k];
broken = true;
break;
}
// Bear Zone broken if Close > High
if(is_bear && close[k] > high[i])
{
end_time = time[k];
broken = true;
break;
}
// Climax broken if broken either way
if(is_climax)
{
if(close[k] > high[i] || close[k] < low[i])
@@ -212,14 +199,13 @@ int OnCalculate(const int rates_total,
}
}
// FIX: Use Modifier Index 1 for Time2
// Update Time2
ObjectSetInteger(0, name, OBJPROP_TIME, 1, end_time);
// Visual Polish: If broken, make it lighter or dashed?
// For now, standard rectangle.
// Optional: Change style if broken
if(broken)
ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_DOT);
}
}
return(rates_total);
}
//+------------------------------------------------------------------+