From 6399ca4602edf7cd3da31f1adc50aea8042fd1e6 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Wed, 24 Jun 2026 10:52:13 +0200 Subject: [PATCH] refactor: Restored Init signature for maximum compatibility across indicators --- Include/MyIncludes/VScore_Calculator.mqh | 31 +++++++++++++++--------- 1 file changed, 19 insertions(+), 12 deletions(-) diff --git a/Include/MyIncludes/VScore_Calculator.mqh b/Include/MyIncludes/VScore_Calculator.mqh index d49255d..5318a1c 100644 --- a/Include/MyIncludes/VScore_Calculator.mqh +++ b/Include/MyIncludes/VScore_Calculator.mqh @@ -2,10 +2,14 @@ //| VScore_Calculator.mqh | //| Engine for V-Score (VWAP Z-Score). | //| Measures statistical deviation from VWAP. | -//| VERSION 2.00: Strictly O(1) Incremental Optimized. | +//| VERSION 2.12: Restored classic signature with auto-volume | //| Copyright 2026, xxxxxxxx | //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" +#property version "2.12" // Restored Init signature for maximum compatibility across indicators + +#ifndef VSCORE_CALCULATOR_MQH +#define VSCORE_CALCULATOR_MQH #include @@ -27,6 +31,7 @@ public: CVScoreCalculator(); virtual ~CVScoreCalculator(); + //--- RESTORED: Classic Init signature bool Init(int period, ENUM_VWAP_PERIOD vwap_reset); void Calculate(int rates_total, int prev_calculated, @@ -47,7 +52,7 @@ CVScoreCalculator::CVScoreCalculator() : m_vwap_calc(NULL) //+------------------------------------------------------------------+ CVScoreCalculator::~CVScoreCalculator() { - if(CheckPointer(m_vwap_calc) == POINTER_DYNAMIC) + if(CheckPointer(m_vwap_calc) != POINTER_INVALID) delete m_vwap_calc; } @@ -59,8 +64,15 @@ bool CVScoreCalculator::Init(int period, ENUM_VWAP_PERIOD vwap_reset) m_period = (period < 2) ? 2 : period; m_vwap_calc = new CVWAPCalculator(); -// Init VWAP with Tick Volume, enabled - if(!m_vwap_calc.Init(vwap_reset, VOLUME_TICK, 0, true)) + if(CheckPointer(m_vwap_calc) == POINTER_INVALID) + return false; + +// Dynamic volume type selection based on broker capability (Real Volume vs Tick Volume) + long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + ENUM_APPLIED_VOLUME vol_type = (volume_limit > 0) ? VOLUME_REAL : VOLUME_TICK; + +// Init VWAP with optimal volume, enabled + if(!m_vwap_calc.Init(vwap_reset, vol_type, 0, true)) return false; return true; @@ -85,20 +97,17 @@ void CVScoreCalculator::Calculate(int rates_total, int prev_calculated, ArrayResize(m_vwap_even, rates_total); } -// 2. Calculate VWAP Incrementally! (Passing prev_calculated) +// 2. Calculate VWAP Incrementally m_vwap_calc.Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, m_vwap_odd, m_vwap_even); // 3. Calculate Standard Deviation of (Price - VWAP) -// Determine start index for true O(1) performance int start = (prev_calculated > m_period) ? prev_calculated - 1 : m_period; for(int i = start; i < rates_total; i++) { - // Merge Odd/Even logic continuously double current_vwap = (m_vwap_odd[i] != EMPTY_VALUE && m_vwap_odd[i] != 0) ? m_vwap_odd[i] : m_vwap_even[i]; m_vwap_buf[i] = current_vwap; - // If VWAP is newly reset (0 or empty), VScore is 0 if(current_vwap == 0 || current_vwap == EMPTY_VALUE) { out_vscore[i] = 0.0; @@ -107,14 +116,12 @@ void CVScoreCalculator::Calculate(int rates_total, int prev_calculated, double sum_sq_diff = 0; - // StdDev of deviation over the window for(int k = 0; k < m_period; k++) { int idx = i - k; double p = close[idx]; double v = m_vwap_buf[idx]; - // If history has bad vwap, use price (diff=0) to avoid spikes if(v == 0 || v == EMPTY_VALUE) v = p; @@ -124,12 +131,12 @@ void CVScoreCalculator::Calculate(int rates_total, int prev_calculated, double std_dev = MathSqrt(sum_sq_diff / m_period); - // Z-Score calculation if(std_dev > 1.0e-9) out_vscore[i] = (close[i] - current_vwap) / std_dev; else out_vscore[i] = 0.0; } } -//+------------------------------------------------------------------+ + +#endif // VSCORE_CALCULATOR_MQH //+------------------------------------------------------------------+