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2026-08-07 09:37:46 +00:00 · 2026-06-21 10:58:49 +02:00
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+//+------------------------------------------------------------------+
+//|                                                   ZScore_Pro.mq5 |
+//|                                          Copyright 2026, xxxxxxxx|
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.40" // Upgraded with dynamic MA type selectors and volume support
+#property description "Statistical Z-Score Oscillator."
+#property description "Displays deviations from any selected Moving Average in Sigma units."
+
+#property indicator_separate_window
+#property indicator_buffers 2
+#property indicator_plots   1
+
+//--- Institutional Levels Configuration (Sigma boundaries)
+#property indicator_level1 2.0
+#property indicator_level2 -2.0
+#property indicator_level3 3.0
+#property indicator_level4 -3.0
+#property indicator_levelcolor clrSilver
+#property indicator_levelstyle STYLE_DOT
+
+//--- Plot: Z-Score Histogram (Colored)
+#property indicator_label1  "Z-Score"
+#property indicator_type1   DRAW_COLOR_HISTOGRAM
+// Color Index: 0=Normal, 1=High(Red), 2=Low(Lime)
+#property indicator_color1  clrGray, clrOrangeRed, clrSpringGreen
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  2
+
+#include <MyIncludes\ZScore_Calculator.mqh>
+
+//--- Input Parameters
+input int                       InpPeriod      = 20;          // Lookback Period
+input ENUM_MA_TYPE              InpMAType      = SMA;         // Moving Average Type
+input ENUM_APPLIED_PRICE        InpPrice       = PRICE_CLOSE; // Applied Price
+
+//--- Buffers
+double BufferZ[];
+double BufferColors[];
+
+//--- Global Calculator Object
+CZScoreCalculator *g_calculator;
+
+//+------------------------------------------------------------------+
+//| OnInit                                                           |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   SetIndexBuffer(0, BufferZ, INDICATOR_DATA);
+   SetIndexBuffer(1, BufferColors, INDICATOR_COLOR_INDEX);
+
+   ArraySetAsSeries(BufferZ, false);
+   ArraySetAsSeries(BufferColors, false);
+
+//--- Dynamically set the indicator name based on MA selection
+   string ma_name = EnumToString(InpMAType);
+   StringToUpper(ma_name);
+
+   string short_name = StringFormat("ZScore(%d, %s)", InpPeriod, ma_name);
+   IndicatorSetString(INDICATOR_SHORTNAME, short_name);
+   PlotIndexSetString(0, PLOT_LABEL, "Z-Score");
+   IndicatorSetInteger(INDICATOR_DIGITS, 2); // Z-Score usually has 2 decimals (e.g., 1.96)
+
+   g_calculator = new CZScoreCalculator();
+   if(CheckPointer(g_calculator) == POINTER_INVALID || !g_calculator.Init(InpPeriod, InpMAType))
+     {
+      Print("Error: Failed to initialize ZScore Calculator Engine.");
+      return INIT_FAILED;
+     }
+
+   return(INIT_SUCCEEDED);
+  }
+
+//+------------------------------------------------------------------+
+//| OnDeinit                                                         |
+//+------------------------------------------------------------------+
+void OnDeinit(const int reason)
+  {
+   if(CheckPointer(g_calculator) != POINTER_INVALID)
+      delete g_calculator;
+  }
+
+//+------------------------------------------------------------------+
+//| OnCalculate                                                      |
+//+------------------------------------------------------------------+
+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[])
+  {
+   if(rates_total < InpPeriod)
+      return 0;
+
+//--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume)
+   long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
+
+//--- Route calculations dynamically to support volume-weighted types (VWMA)
+   if(volume_limit > 0)
+     {
+      g_calculator.Calculate(rates_total, prev_calculated, InpPrice, open, high, low, close, volume, BufferZ);
+     }
+   else
+     {
+      g_calculator.Calculate(rates_total, prev_calculated, InpPrice, open, high, low, close, tick_volume, BufferZ);
+     }
+
+//--- 2. Apply Dynamic Coloring Logic (O(1) incremental)
+   int start_index = (prev_calculated > 0) ? prev_calculated - 1 : 0;
+
+   for(int i = start_index; i < rates_total; i++)
+     {
+      double z = BufferZ[i];
+
+      // Color Logic:
+      // > 2.0  -> OrangeRed (Extreme High / Overbought)
+      // < -2.0 -> SpringGreen (Extreme Low / Oversold)
+      // Else   -> Gray (Normal Noise Zone)
+      if(z > 2.0)
+         BufferColors[i] = 1.0; // Index 1: OrangeRed
+      else
+         if(z < -2.0)
+            BufferColors[i] = 2.0; // Index 2: SpringGreen
+         else
+            BufferColors[i] = 0.0; // Index 0: Gray
+     }
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+