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refactor(indicators): Refactored with Dynamic Input Levels
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Toh4iem9
@@ -3,7 +3,7 @@
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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 "2.00" // Upgraded with Double Buffering (Session Gaps)
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#property version "2.10" // Refactored with Dynamic Input Levels
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#property description "V-Score Projected Bands on Main Chart."
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#property description "Rolling standard deviation (Bollinger style) around VWAP."
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@@ -24,8 +24,8 @@
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//--- Plot 3 & 4: Upper 1.5 Band (Odd / Even)
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#property indicator_label3 "Bull Flow (+1.5)"
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//--- Plot 3 & 4: Upper Flow Band (Odd / Even)
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#property indicator_label3 "Bull Flow" // Dynamically updated in OnInit
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrCoral
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#property indicator_style3 STYLE_SOLID
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@@ -37,8 +37,8 @@
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#property indicator_style4 STYLE_SOLID
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#property indicator_width4 1
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//--- Plot 5 & 6: Lower 1.5 Band (Odd / Even)
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#property indicator_label5 "Bear Flow (-1.5)"
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//--- Plot 5 & 6: Lower Flow Band (Odd / Even)
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#property indicator_label5 "Bear Flow" // Dynamically updated in OnInit
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#property indicator_type5 DRAW_LINE
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#property indicator_color5 clrLightSkyBlue
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#property indicator_style5 STYLE_SOLID
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@@ -50,8 +50,8 @@
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#property indicator_style6 STYLE_SOLID
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#property indicator_width6 1
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//--- Plot 7 & 8: Upper 2.0 Band (Odd / Even)
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#property indicator_label7 "Bull Extreme (+2.0)"
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//--- Plot 7 & 8: Upper Extreme Band (Odd / Even)
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#property indicator_label7 "Bull Extreme" // Dynamically updated in OnInit
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#property indicator_type7 DRAW_LINE
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#property indicator_color7 clrCoral
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#property indicator_style7 STYLE_SOLID
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@@ -63,8 +63,8 @@
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#property indicator_style8 STYLE_SOLID
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#property indicator_width8 1
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//--- Plot 9 & 10: Lower 2.0 Band (Odd / Even)
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#property indicator_label9 "Bear Extreme (-2.0)"
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//--- Plot 9 & 10: Lower Extreme Band (Odd / Even)
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#property indicator_label9 "Bear Extreme" // Dynamically updated in OnInit
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#property indicator_type9 DRAW_LINE
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#property indicator_color9 clrLightSkyBlue
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#property indicator_style9 STYLE_SOLID
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@@ -76,8 +76,8 @@
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#property indicator_style10 STYLE_SOLID
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#property indicator_width10 1
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//--- Plot 11 & 12: Upper 2.5 Band (Odd / Even)
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#property indicator_label11 "Bull Wall (+2.5)"
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//--- Plot 11 & 12: Upper Wall Band (Odd / Even)
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#property indicator_label11 "Bull Wall" // Dynamically updated in OnInit
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#property indicator_type11 DRAW_LINE
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#property indicator_color11 clrOrangeRed
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#property indicator_style11 STYLE_SOLID
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@@ -89,8 +89,8 @@
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#property indicator_style12 STYLE_SOLID
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#property indicator_width12 1
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//--- Plot 13 & 14: Lower 2.5 Band (Odd / Even)
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#property indicator_label13 "Bear Wall (-2.5)"
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//--- Plot 13 & 14: Lower Wall Band (Odd / Even)
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#property indicator_label13 "Bear Wall" // Dynamically updated in OnInit
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#property indicator_type13 DRAW_LINE
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#property indicator_color13 clrDeepSkyBlue
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#property indicator_style13 STYLE_SOLID
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@@ -105,19 +105,27 @@
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#include <MyIncludes\VWAP_Calculator.mqh>
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//--- Input Parameters
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input group "V-Score Logic Settings"
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input int InpPeriod = 20; // Volatility Lookback
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input ENUM_VWAP_PERIOD InpVWAPReset = PERIOD_SESSION; // VWAP Anchor
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input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK; // Volume Type
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input group "V-Score Core Settings"
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input int InpPeriod = 20; // Volatility Lookback
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input ENUM_VWAP_PERIOD InpVWAPReset = PERIOD_SESSION; // VWAP Anchor
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input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK; // Volume Type
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//--- Double Buffers
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double BufVWAP_Odd[], BufVWAP_Even[];
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double BufUp15_Odd[], BufUp15_Even[];
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double BufDn15_Odd[], BufDn15_Even[];
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double BufUp20_Odd[], BufUp20_Even[];
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double BufDn20_Odd[], BufDn20_Even[];
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double BufUp25_Odd[], BufUp25_Even[];
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double BufDn25_Odd[], BufDn25_Even[];
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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input group "V-Score Z-Levels (Standard Deviations)"
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input double InpLevelFlow = 1.5; // Flow Level (Point of No Return)
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input double InpLevelExtreme = 2.0; // Extreme Level (Warning)
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input double InpLevelWall = 2.5; // Wall Level (Climax Exhaustion)
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//--- Double Buffers (Semantically Named)
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double BufVWAP_Odd[], BufVWAP_Even[];
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double BufUpFlow_Odd[], BufUpFlow_Even[];
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double BufDnFlow_Odd[], BufDnFlow_Even[];
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double BufUpExtr_Odd[], BufUpExtr_Even[];
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double BufDnExtr_Odd[], BufDnExtr_Even[];
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double BufUpWall_Odd[], BufUpWall_Even[];
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double BufDnWall_Odd[], BufDnWall_Even[];
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// Internal Arrays
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double m_vwap_odd[];
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@@ -132,27 +140,35 @@ CVWAPCalculator *g_vwap;
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//+------------------------------------------------------------------+
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int OnInit()
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{
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// VWAP
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// VWAP Base
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SetIndexBuffer(0, BufVWAP_Odd, INDICATOR_DATA);
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SetIndexBuffer(1, BufVWAP_Even, INDICATOR_DATA);
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// +1.5
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SetIndexBuffer(2, BufUp15_Odd, INDICATOR_DATA);
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SetIndexBuffer(3, BufUp15_Even, INDICATOR_DATA);
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// -1.5
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SetIndexBuffer(4, BufDn15_Odd, INDICATOR_DATA);
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SetIndexBuffer(5, BufDn15_Even, INDICATOR_DATA);
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// +2.0
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SetIndexBuffer(6, BufUp20_Odd, INDICATOR_DATA);
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SetIndexBuffer(7, BufUp20_Even, INDICATOR_DATA);
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// -2.0
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SetIndexBuffer(8, BufDn20_Odd, INDICATOR_DATA);
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SetIndexBuffer(9, BufDn20_Even, INDICATOR_DATA);
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// +2.5
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SetIndexBuffer(10, BufUp25_Odd, INDICATOR_DATA);
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SetIndexBuffer(11, BufUp25_Even, INDICATOR_DATA);
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// -2.5
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SetIndexBuffer(12, BufDn25_Odd, INDICATOR_DATA);
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SetIndexBuffer(13, BufDn25_Even, INDICATOR_DATA);
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// Flow Level Bands
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SetIndexBuffer(2, BufUpFlow_Odd, INDICATOR_DATA);
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SetIndexBuffer(3, BufUpFlow_Even, INDICATOR_DATA);
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SetIndexBuffer(4, BufDnFlow_Odd, INDICATOR_DATA);
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SetIndexBuffer(5, BufDnFlow_Even, INDICATOR_DATA);
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// Extreme Level Bands
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SetIndexBuffer(6, BufUpExtr_Odd, INDICATOR_DATA);
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SetIndexBuffer(7, BufUpExtr_Even, INDICATOR_DATA);
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SetIndexBuffer(8, BufDnExtr_Odd, INDICATOR_DATA);
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SetIndexBuffer(9, BufDnExtr_Even, INDICATOR_DATA);
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// Wall Level Bands
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SetIndexBuffer(10, BufUpWall_Odd, INDICATOR_DATA);
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SetIndexBuffer(11, BufUpWall_Even, INDICATOR_DATA);
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SetIndexBuffer(12, BufDnWall_Odd, INDICATOR_DATA);
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SetIndexBuffer(13, BufDnWall_Even, INDICATOR_DATA);
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// Dynamically set plot labels to reflect custom input levels in the Data Window
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PlotIndexSetString(2, PLOT_LABEL, StringFormat("Bull Flow (+%.2f)", InpLevelFlow));
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PlotIndexSetString(4, PLOT_LABEL, StringFormat("Bear Flow (-%.2f)", InpLevelFlow));
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PlotIndexSetString(6, PLOT_LABEL, StringFormat("Bull Extr (+%.2f)", InpLevelExtreme));
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PlotIndexSetString(8, PLOT_LABEL, StringFormat("Bear Extr (-%.2f)", InpLevelExtreme));
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PlotIndexSetString(10, PLOT_LABEL, StringFormat("Bull Wall (+%.2f)", InpLevelWall));
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PlotIndexSetString(12, PLOT_LABEL, StringFormat("Bear Wall (-%.2f)", InpLevelWall));
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// Prevent drawing lines to 0 when values are empty
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for(int i=0; i<14; i++)
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@@ -222,18 +238,18 @@ int OnCalculate(const int rates_total,
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// Reset all outputs for current bar first
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BufVWAP_Odd[i] = EMPTY_VALUE;
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BufVWAP_Even[i] = EMPTY_VALUE;
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BufUp15_Odd[i] = EMPTY_VALUE;
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BufUp15_Even[i] = EMPTY_VALUE;
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BufDn15_Odd[i] = EMPTY_VALUE;
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BufDn15_Even[i] = EMPTY_VALUE;
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BufUp20_Odd[i] = EMPTY_VALUE;
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BufUp20_Even[i] = EMPTY_VALUE;
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BufDn20_Odd[i] = EMPTY_VALUE;
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BufDn20_Even[i] = EMPTY_VALUE;
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BufUp25_Odd[i] = EMPTY_VALUE;
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BufUp25_Even[i] = EMPTY_VALUE;
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BufDn25_Odd[i] = EMPTY_VALUE;
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BufDn25_Even[i] = EMPTY_VALUE;
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BufUpFlow_Odd[i] = EMPTY_VALUE;
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BufUpFlow_Even[i] = EMPTY_VALUE;
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BufDnFlow_Odd[i] = EMPTY_VALUE;
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BufDnFlow_Even[i] = EMPTY_VALUE;
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BufUpExtr_Odd[i] = EMPTY_VALUE;
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BufUpExtr_Even[i] = EMPTY_VALUE;
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BufDnExtr_Odd[i] = EMPTY_VALUE;
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BufDnExtr_Even[i] = EMPTY_VALUE;
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BufUpWall_Odd[i] = EMPTY_VALUE;
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BufUpWall_Even[i] = EMPTY_VALUE;
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BufDnWall_Odd[i] = EMPTY_VALUE;
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BufDnWall_Even[i] = EMPTY_VALUE;
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// If VWAP is missing or just reset, continue
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if(current_vwap == 0 || current_vwap == EMPTY_VALUE)
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@@ -263,22 +279,22 @@ int OnCalculate(const int rates_total,
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BufVWAP_Odd[i] = current_vwap;
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if(std_dev > 1.0e-9)
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{
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BufUp15_Odd[i] = current_vwap + (1.5 * std_dev);
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BufDn15_Odd[i] = current_vwap - (1.5 * std_dev);
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BufUp20_Odd[i] = current_vwap + (2.0 * std_dev);
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BufDn20_Odd[i] = current_vwap - (2.0 * std_dev);
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BufUp25_Odd[i] = current_vwap + (2.5 * std_dev);
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BufDn25_Odd[i] = current_vwap - (2.5 * std_dev);
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BufUpFlow_Odd[i] = current_vwap + (InpLevelFlow * std_dev);
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BufDnFlow_Odd[i] = current_vwap - (InpLevelFlow * std_dev);
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BufUpExtr_Odd[i] = current_vwap + (InpLevelExtreme * std_dev);
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BufDnExtr_Odd[i] = current_vwap - (InpLevelExtreme * std_dev);
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BufUpWall_Odd[i] = current_vwap + (InpLevelWall * std_dev);
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BufDnWall_Odd[i] = current_vwap - (InpLevelWall * std_dev);
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}
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else
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{
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// Collapse bands to VWAP if zero volatility
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BufUp15_Odd[i] = current_vwap;
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BufDn15_Odd[i] = current_vwap;
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BufUp20_Odd[i] = current_vwap;
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BufDn20_Odd[i] = current_vwap;
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BufUp25_Odd[i] = current_vwap;
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BufDn25_Odd[i] = current_vwap;
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BufUpFlow_Odd[i] = current_vwap;
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BufDnFlow_Odd[i] = current_vwap;
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BufUpExtr_Odd[i] = current_vwap;
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BufDnExtr_Odd[i] = current_vwap;
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BufUpWall_Odd[i] = current_vwap;
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BufDnWall_Odd[i] = current_vwap;
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}
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}
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else
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@@ -286,21 +302,22 @@ int OnCalculate(const int rates_total,
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BufVWAP_Even[i] = current_vwap;
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if(std_dev > 1.0e-9)
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{
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BufUp15_Even[i] = current_vwap + (1.5 * std_dev);
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BufDn15_Even[i] = current_vwap - (1.5 * std_dev);
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BufUp20_Even[i] = current_vwap + (2.0 * std_dev);
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BufDn20_Even[i] = current_vwap - (2.0 * std_dev);
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BufUp25_Even[i] = current_vwap + (2.5 * std_dev);
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BufDn25_Even[i] = current_vwap - (2.5 * std_dev);
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BufUpFlow_Even[i] = current_vwap + (InpLevelFlow * std_dev);
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BufDnFlow_Even[i] = current_vwap - (InpLevelFlow * std_dev);
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BufUpExtr_Even[i] = current_vwap + (InpLevelExtreme * std_dev);
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BufDnExtr_Even[i] = current_vwap - (InpLevelExtreme * std_dev);
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BufUpWall_Even[i] = current_vwap + (InpLevelWall * std_dev);
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BufDnWall_Even[i] = current_vwap - (InpLevelWall * std_dev);
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}
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else
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{
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BufUp15_Even[i] = current_vwap;
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BufDn15_Even[i] = current_vwap;
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BufUp20_Even[i] = current_vwap;
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BufDn20_Even[i] = current_vwap;
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BufUp25_Even[i] = current_vwap;
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BufDn25_Even[i] = current_vwap;
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// Collapse bands to VWAP if zero volatility
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BufUpFlow_Even[i] = current_vwap;
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BufDnFlow_Even[i] = current_vwap;
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BufUpExtr_Even[i] = current_vwap;
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BufDnExtr_Even[i] = current_vwap;
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BufUpWall_Even[i] = current_vwap;
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BufDnWall_Even[i] = current_vwap;
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}
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}
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}
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