mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-26 10:48:05 +00:00
refactor: Unified Native & MTF V-Score with Custom Session & Thermal Matrix
This commit is contained in:
@@ -1,17 +1,17 @@
|
|||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
//| VScore_Pro.mq5 |
|
//| VScore_Pro.mq5 |
|
||||||
//| Copyright 2026, xxxxxxxx|
|
//| Copyright 2026, xxxxxxxx|
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
#property copyright "Copyright 2026, xxxxxxxx"
|
#property copyright "Copyright 2026, xxxxxxxx"
|
||||||
#property version "2.20" // Upgraded with corrected color polarity, dynamic horizontal levels input panel, smoothed Signal line (with VWMA support) and chronological safety
|
#property version "3.00" // Unified Native & MTF V-Score with Custom Session & Thermal Matrix
|
||||||
#property description "Professional V-Score (VWAP Z-Score)."
|
#property description "Statistical V-Score Oscillator (VWAP-based Z-Score in Sigma units)."
|
||||||
#property description "5-Zone logic: Neutral, Flow (Bull/Bear), Extreme (Bull/Bear)"
|
#property description "Measures standardized statistical price deviations from Volume Weighted Average Price."
|
||||||
|
|
||||||
#property indicator_separate_window
|
#property indicator_separate_window
|
||||||
#property indicator_buffers 3
|
#property indicator_buffers 3
|
||||||
#property indicator_plots 2
|
#property indicator_plots 2
|
||||||
|
|
||||||
//--- Plot 1: Color Histogram (Swapped Bull/Bear Thermal Palette)
|
//--- Plot 1: V-Score Histogram (Swapped Thermal Palette)
|
||||||
#property indicator_label1 "V-Score"
|
#property indicator_label1 "V-Score"
|
||||||
#property indicator_type1 DRAW_COLOR_HISTOGRAM
|
#property indicator_type1 DRAW_COLOR_HISTOGRAM
|
||||||
// Swapped Palette:
|
// Swapped Palette:
|
||||||
@@ -31,47 +31,104 @@
|
|||||||
#property indicator_style2 STYLE_SOLID
|
#property indicator_style2 STYLE_SOLID
|
||||||
#property indicator_width2 1
|
#property indicator_width2 1
|
||||||
|
|
||||||
|
//--- Included Engines & Central Tools
|
||||||
#include <MyIncludes\VScore_Calculator.mqh>
|
#include <MyIncludes\VScore_Calculator.mqh>
|
||||||
#include <MyIncludes\MovingAverage_Engine.mqh>
|
#include <MyIncludes\MovingAverage_Engine.mqh>
|
||||||
|
#include <MyIncludes\DataSync_Tools.mqh>
|
||||||
|
|
||||||
//--- Input Parameters
|
//--- Enum for selecting candle source ---
|
||||||
input group "V-Score Settings"
|
#ifndef ENUM_CANDLE_SOURCE_DEFINED
|
||||||
input int InpPeriod = 20; // Volatility Lookback
|
#define ENUM_CANDLE_SOURCE_DEFINED
|
||||||
input ENUM_VWAP_PERIOD InpVWAPReset = PERIOD_SESSION; // VWAP Anchor
|
enum ENUM_CANDLE_SOURCE
|
||||||
|
{
|
||||||
|
CANDLE_STANDARD, // Use standard OHLC data
|
||||||
|
CANDLE_HEIKIN_ASHI // Use Heikin Ashi smoothed data
|
||||||
|
};
|
||||||
|
#endif
|
||||||
|
|
||||||
input group "Signal Line Settings"
|
//--- Input Parameters ---
|
||||||
input bool InpShowSignal = true; // Show Signal Line?
|
input group "--- Timeframe Settings ---"
|
||||||
input int InpSignalPeriod = 5; // Signal Line Period
|
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF)
|
||||||
input ENUM_MA_TYPE InpSignalType = SMA; // Signal Line MA Type
|
|
||||||
|
|
||||||
input group "Indicator Levels"
|
input group "--- V-Score Settings ---"
|
||||||
input double InpLevelFlowHigh = 1.5; // High Warning Level (Bullish Flow)
|
input int InpPeriod = 20; // Volatility Lookback (Sigma)
|
||||||
input double InpLevelFlowLow = -1.5; // Low Warning Level (Bearish Flow)
|
input ENUM_VWAP_PERIOD InpVWAPReset = PERIOD_SESSION; // VWAP Anchor Period
|
||||||
input double InpLevelClimaxHigh = 2.0; // High Climax Level (Bullish Climax)
|
input int InpTzShift = 0; // Timezone Shift in hours vs Broker Time
|
||||||
input double InpLevelClimaxLow = -2.0; // Low Climax Level (Bearish Climax)
|
input string InpCustomSessionStart = "09:30"; // Start time (HH:MM) for Custom Session
|
||||||
input double InpLevelExtremeHigh= 2.5; // High Exhaustion Level
|
input string InpCustomSessionEnd = "16:00"; // End time (HH:MM) for Custom Session
|
||||||
input double InpLevelExtremeLow = -2.5; // Low Exhaustion Level
|
|
||||||
input color InpLevelColor = clrSilver; // Levels Color
|
|
||||||
input ENUM_LINE_STYLE InpLevelStyle = STYLE_DOT; // Levels Style
|
|
||||||
|
|
||||||
//--- Buffers
|
input group "--- Calculation Settings ---"
|
||||||
double ExtVScoreBuffer[];
|
input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK; // Volume Type
|
||||||
double ExtColorsBuffer[];
|
input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD; // Candle Source
|
||||||
double ExtSignalBuffer[];
|
|
||||||
|
|
||||||
//--- Volume Cache to support Volume-Weighted types (VWMA) on custom arrays
|
input group "--- Signal Line Settings ---"
|
||||||
double g_double_volume[];
|
input bool InpShowSignal = true; // Show Signal Line?
|
||||||
|
input int InpSignalPeriod = 5; // Signal Line Period
|
||||||
//--- Global Engines
|
input ENUM_MA_TYPE InpSignalType = EMA; // Signal Line MA Type
|
||||||
CVScoreCalculator *g_calc;
|
input color InpColorSignal = clrFireBrick; // Signal Line Color
|
||||||
CMovingAverageCalculator *g_signal_calculator;
|
|
||||||
|
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
//| OnInit |
|
//| |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
input group "--- Indicator Levels (Sigma Units) ---"
|
||||||
|
input double InpLevelFlowHigh = 1.5; // High Warning Level (Bullish Flow)
|
||||||
|
input double InpLevelFlowLow = -1.5; // Low Warning Level (Bearish Flow)
|
||||||
|
input double InpLevelClimaxHigh = 2.0; // High Climax Level (Bullish Climax)
|
||||||
|
input double InpLevelClimaxLow = -2.0; // Low Climax Level (Bearish Climax)
|
||||||
|
input double InpLevelExtremeHigh = 2.5; // High Exhaustion Level
|
||||||
|
input double InpLevelExtremeLow = -2.5; // Low Exhaustion Level
|
||||||
|
input color InpLevelColor = clrSilver; // Levels Color
|
||||||
|
input ENUM_LINE_STYLE InpLevelStyle = STYLE_DOT; // Levels Style
|
||||||
|
|
||||||
|
//--- Visual Indicator Buffers ---
|
||||||
|
double ExtVScoreBuffer[];
|
||||||
|
double ExtColorsBuffer[];
|
||||||
|
double ExtSignalBuffer[];
|
||||||
|
|
||||||
|
//--- Volume Cache (For Current Timeframe VWMA)
|
||||||
|
double g_double_volume[];
|
||||||
|
|
||||||
|
//--- Internal HTF Data Caches
|
||||||
|
double h_open[], h_high[], h_low[], h_close[];
|
||||||
|
long h_tick_vol[], h_vol[];
|
||||||
|
double h_res_vscore[], h_res_color[], h_res_signal[];
|
||||||
|
datetime h_time[];
|
||||||
|
|
||||||
|
//--- Global Objects & State Management
|
||||||
|
CVScoreCalculator *g_calc = NULL;
|
||||||
|
CMovingAverageCalculator *g_signal_calculator = NULL;
|
||||||
|
|
||||||
|
bool g_is_mtf_mode = false;
|
||||||
|
ENUM_TIMEFRAMES g_calc_timeframe;
|
||||||
|
bool g_data_ready = false;
|
||||||
|
bool g_data_synced = false;
|
||||||
|
int g_htf_count = 0;
|
||||||
|
datetime g_last_htf_time = 0;
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| Custom Indicator Initialization |
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
int OnInit()
|
int OnInit()
|
||||||
{
|
{
|
||||||
//--- Bind Buffers
|
g_data_ready = false;
|
||||||
|
g_data_synced = false;
|
||||||
|
g_htf_count = 0;
|
||||||
|
g_last_htf_time = 0;
|
||||||
|
|
||||||
|
// 1. Resolve Timeframe and validate direction
|
||||||
|
g_calc_timeframe = InpTimeframe;
|
||||||
|
if(g_calc_timeframe == PERIOD_CURRENT)
|
||||||
|
g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
|
||||||
|
|
||||||
|
if(g_calc_timeframe < Period())
|
||||||
|
{
|
||||||
|
PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).",
|
||||||
|
EnumToString(g_calc_timeframe), EnumToString(Period()));
|
||||||
|
return INIT_PARAMETERS_INCORRECT;
|
||||||
|
}
|
||||||
|
g_is_mtf_mode = (g_calc_timeframe > Period());
|
||||||
|
|
||||||
|
// 2. Bind Buffers
|
||||||
SetIndexBuffer(0, ExtVScoreBuffer, INDICATOR_DATA);
|
SetIndexBuffer(0, ExtVScoreBuffer, INDICATOR_DATA);
|
||||||
SetIndexBuffer(1, ExtColorsBuffer, INDICATOR_COLOR_INDEX);
|
SetIndexBuffer(1, ExtColorsBuffer, INDICATOR_COLOR_INDEX);
|
||||||
SetIndexBuffer(2, ExtSignalBuffer, INDICATOR_DATA);
|
SetIndexBuffer(2, ExtSignalBuffer, INDICATOR_DATA);
|
||||||
@@ -80,7 +137,13 @@ int OnInit()
|
|||||||
ArraySetAsSeries(ExtColorsBuffer, false);
|
ArraySetAsSeries(ExtColorsBuffer, false);
|
||||||
ArraySetAsSeries(ExtSignalBuffer, false);
|
ArraySetAsSeries(ExtSignalBuffer, false);
|
||||||
|
|
||||||
//--- Dynamically configure horizontal levels to support custom input parameters
|
ArrayInitialize(ExtVScoreBuffer, 0.0);
|
||||||
|
ArrayInitialize(ExtColorsBuffer, 0.0);
|
||||||
|
ArrayInitialize(ExtSignalBuffer, EMPTY_VALUE);
|
||||||
|
|
||||||
|
PlotIndexSetDouble(1, PLOT_EMPTY_VALUE, EMPTY_VALUE);
|
||||||
|
|
||||||
|
// 3. Configure Dynamic Horizontal Sigma Levels
|
||||||
IndicatorSetInteger(INDICATOR_LEVELS, 6);
|
IndicatorSetInteger(INDICATOR_LEVELS, 6);
|
||||||
IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpLevelFlowHigh);
|
IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpLevelFlowHigh);
|
||||||
IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpLevelFlowLow);
|
IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpLevelFlowLow);
|
||||||
@@ -92,68 +155,104 @@ int OnInit()
|
|||||||
IndicatorSetInteger(INDICATOR_LEVELCOLOR, InpLevelColor);
|
IndicatorSetInteger(INDICATOR_LEVELCOLOR, InpLevelColor);
|
||||||
IndicatorSetInteger(INDICATOR_LEVELSTYLE, InpLevelStyle);
|
IndicatorSetInteger(INDICATOR_LEVELSTYLE, InpLevelStyle);
|
||||||
|
|
||||||
//--- Configure Core V-Score Calculator
|
// 4. Initialize Core V-Score Calculator
|
||||||
g_calc = new CVScoreCalculator();
|
g_calc = new CVScoreCalculator();
|
||||||
if(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpPeriod, InpVWAPReset))
|
if(CheckPointer(g_calc) == POINTER_INVALID)
|
||||||
{
|
{
|
||||||
Print("Error: Failed to initialize VScore Calculator.");
|
Print("Critical Error: Failed to create VScore Calculator object.");
|
||||||
return INIT_FAILED;
|
return INIT_FAILED;
|
||||||
}
|
}
|
||||||
|
|
||||||
//--- Configure Optional Signal Line Calculator
|
bool init_success = false;
|
||||||
|
bool is_ha = (InpCandleSource == CANDLE_HEIKIN_ASHI);
|
||||||
|
|
||||||
|
if(InpVWAPReset == PERIOD_CUSTOM_SESSION)
|
||||||
|
init_success = g_calc.Init(InpPeriod, InpCustomSessionStart, InpCustomSessionEnd, InpVolumeType, InpTzShift, is_ha, InpPeriod * 5);
|
||||||
|
else
|
||||||
|
init_success = g_calc.Init(InpPeriod, InpVWAPReset, InpVolumeType, InpTzShift, is_ha, InpPeriod * 5);
|
||||||
|
|
||||||
|
if(!init_success)
|
||||||
|
{
|
||||||
|
Print("Critical Error: Failed to initialize VScore Calculator logic.");
|
||||||
|
return INIT_FAILED;
|
||||||
|
}
|
||||||
|
|
||||||
|
// 5. Initialize Optional Signal Line Calculator
|
||||||
if(InpShowSignal)
|
if(InpShowSignal)
|
||||||
{
|
{
|
||||||
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
|
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
|
||||||
PlotIndexSetString(1, PLOT_LABEL, "Signal");
|
PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpColorSignal);
|
||||||
|
PlotIndexSetString(1, PLOT_LABEL, "Signal");
|
||||||
|
|
||||||
g_signal_calculator = new CMovingAverageCalculator();
|
g_signal_calculator = new CMovingAverageCalculator();
|
||||||
if(CheckPointer(g_signal_calculator) == POINTER_INVALID || !g_signal_calculator.Init(InpSignalPeriod, InpSignalType))
|
if(CheckPointer(g_signal_calculator) == POINTER_INVALID ||
|
||||||
|
!g_signal_calculator.Init(InpSignalPeriod, InpSignalType))
|
||||||
{
|
{
|
||||||
Print("Error: Failed to initialize Signal Line Calculator Engine.");
|
Print("Critical Error: Failed to initialize Signal Line Calculator Engine.");
|
||||||
return INIT_FAILED;
|
return INIT_FAILED;
|
||||||
}
|
}
|
||||||
}
|
}
|
||||||
else
|
else
|
||||||
{
|
{
|
||||||
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
|
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
|
||||||
PlotIndexSetString(1, PLOT_LABEL, NULL);
|
PlotIndexSetString(1, PLOT_LABEL, NULL);
|
||||||
}
|
}
|
||||||
|
|
||||||
//--- Dynamically set the indicator short name
|
// 6. Dynamic Indicator Shortname Setup
|
||||||
string name = StringFormat("V-Score Pro(%d)", InpPeriod);
|
string ha_tag = (InpCandleSource == CANDLE_HEIKIN_ASHI) ? " HA" : "";
|
||||||
string short_name = "";
|
string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
|
||||||
|
string sig_str = "";
|
||||||
if(InpShowSignal)
|
if(InpShowSignal)
|
||||||
{
|
{
|
||||||
string sig_name = EnumToString(InpSignalType);
|
string sig_name = EnumToString(InpSignalType);
|
||||||
StringToUpper(sig_name);
|
StringToUpper(sig_name);
|
||||||
short_name = StringFormat("%s %s(%d)", name, sig_name, InpSignalPeriod);
|
sig_str = StringFormat(" | %s(%d)", sig_name, InpSignalPeriod);
|
||||||
}
|
|
||||||
else
|
|
||||||
{
|
|
||||||
short_name = name;
|
|
||||||
}
|
}
|
||||||
|
|
||||||
|
string short_name = StringFormat("V-Score%s%s(%d, %s)%s",
|
||||||
|
ha_tag, tf_str,
|
||||||
|
InpPeriod, EnumToString(InpVWAPReset),
|
||||||
|
sig_str);
|
||||||
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
|
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
|
||||||
PlotIndexSetString(0, PLOT_LABEL, "V-Score");
|
PlotIndexSetString(0, PLOT_LABEL, "V-Score");
|
||||||
|
|
||||||
|
int draw_begin = InpPeriod + InpSignalPeriod + 5;
|
||||||
|
if(g_is_mtf_mode)
|
||||||
|
draw_begin = 0;
|
||||||
|
|
||||||
|
PlotIndexSetInteger(0, PLOT_DRAW_BEGIN, draw_begin);
|
||||||
|
PlotIndexSetInteger(1, PLOT_DRAW_BEGIN, draw_begin);
|
||||||
IndicatorSetInteger(INDICATOR_DIGITS, 2);
|
IndicatorSetInteger(INDICATOR_DIGITS, 2);
|
||||||
|
|
||||||
|
// 7. Initialize Background Synchronization Timer (Only for MTF mode)
|
||||||
|
if(g_is_mtf_mode)
|
||||||
|
EventSetTimer(1);
|
||||||
|
|
||||||
return(INIT_SUCCEEDED);
|
return(INIT_SUCCEEDED);
|
||||||
}
|
}
|
||||||
|
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
//| OnDeinit |
|
//| Custom Indicator Deinitialization |
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
void OnDeinit(const int reason)
|
void OnDeinit(const int reason)
|
||||||
{
|
{
|
||||||
|
if(g_is_mtf_mode)
|
||||||
|
EventKillTimer();
|
||||||
|
|
||||||
if(CheckPointer(g_calc) != POINTER_INVALID)
|
if(CheckPointer(g_calc) != POINTER_INVALID)
|
||||||
|
{
|
||||||
delete g_calc;
|
delete g_calc;
|
||||||
|
g_calc = NULL;
|
||||||
|
}
|
||||||
if(CheckPointer(g_signal_calculator) != POINTER_INVALID)
|
if(CheckPointer(g_signal_calculator) != POINTER_INVALID)
|
||||||
|
{
|
||||||
delete g_signal_calculator;
|
delete g_signal_calculator;
|
||||||
|
g_signal_calculator = NULL;
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
//| OnCalculate |
|
//| Custom Indicator Calculation Loop |
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
int OnCalculate(const int rates_total,
|
int OnCalculate(const int rates_total,
|
||||||
const int prev_calculated,
|
const int prev_calculated,
|
||||||
@@ -166,69 +265,304 @@ int OnCalculate(const int rates_total,
|
|||||||
const long &volume[],
|
const long &volume[],
|
||||||
const int &spread[])
|
const int &spread[])
|
||||||
{
|
{
|
||||||
if(rates_total < InpPeriod)
|
int required_bars = InpPeriod + InpSignalPeriod + 10;
|
||||||
|
if(rates_total < required_bars || CheckPointer(g_calc) == POINTER_INVALID)
|
||||||
return 0;
|
return 0;
|
||||||
|
|
||||||
if(CheckPointer(g_calc) == POINTER_INVALID)
|
// Force chronological indexing on current timeframe arrays
|
||||||
|
ArraySetAsSeries(time, false);
|
||||||
|
ArraySetAsSeries(open, false);
|
||||||
|
ArraySetAsSeries(high, false);
|
||||||
|
ArraySetAsSeries(low, false);
|
||||||
|
ArraySetAsSeries(close, false);
|
||||||
|
ArraySetAsSeries(tick_volume, false);
|
||||||
|
ArraySetAsSeries(volume, false);
|
||||||
|
|
||||||
|
//===================================================================
|
||||||
|
// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1))
|
||||||
|
//===================================================================
|
||||||
|
if(!g_is_mtf_mode)
|
||||||
|
{
|
||||||
|
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
|
||||||
|
if(ArraySize(g_double_volume) != rates_total)
|
||||||
|
{
|
||||||
|
ArrayResize(g_double_volume, rates_total);
|
||||||
|
ArraySetAsSeries(g_double_volume, false);
|
||||||
|
}
|
||||||
|
|
||||||
|
int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
||||||
|
if(volume_limit > 0)
|
||||||
|
{
|
||||||
|
for(int i = start_sync; i < rates_total; i++)
|
||||||
|
g_double_volume[i] = (double)volume[i];
|
||||||
|
}
|
||||||
|
else
|
||||||
|
{
|
||||||
|
for(int i = start_sync; i < rates_total; i++)
|
||||||
|
g_double_volume[i] = (double)tick_volume[i];
|
||||||
|
}
|
||||||
|
|
||||||
|
// 1. Calculate V-Score
|
||||||
|
g_calc.Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, ExtVScoreBuffer);
|
||||||
|
|
||||||
|
// 2. Calculate Signal MA Line
|
||||||
|
if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
|
||||||
|
{
|
||||||
|
g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, ExtVScoreBuffer, g_double_volume, ExtSignalBuffer, InpPeriod);
|
||||||
|
}
|
||||||
|
else
|
||||||
|
{
|
||||||
|
for(int i = start_sync; i < rates_total; i++)
|
||||||
|
ExtSignalBuffer[i] = EMPTY_VALUE;
|
||||||
|
}
|
||||||
|
|
||||||
|
// 3. Dynamic Swapped Thermal Palette Coloring
|
||||||
|
int start_index = (prev_calculated > 0) ? prev_calculated - 1 : InpPeriod;
|
||||||
|
for(int i = start_index; i < rates_total; i++)
|
||||||
|
{
|
||||||
|
double v = ExtVScoreBuffer[i];
|
||||||
|
|
||||||
|
if(v >= InpLevelClimaxHigh)
|
||||||
|
ExtColorsBuffer[i] = 2.0; // DeepSkyBlue (Bullish Climax)
|
||||||
|
else
|
||||||
|
if(v >= InpLevelFlowHigh)
|
||||||
|
ExtColorsBuffer[i] = 1.0; // LightSkyBlue (Bullish Flow)
|
||||||
|
else
|
||||||
|
if(v <= InpLevelClimaxLow)
|
||||||
|
ExtColorsBuffer[i] = 4.0; // OrangeRed (Bearish Climax)
|
||||||
|
else
|
||||||
|
if(v <= InpLevelFlowLow)
|
||||||
|
ExtColorsBuffer[i] = 3.0; // Coral (Bearish Flow)
|
||||||
|
else
|
||||||
|
ExtColorsBuffer[i] = 0.0; // Gray (Neutral Noise Zone)
|
||||||
|
}
|
||||||
|
|
||||||
|
return rates_total;
|
||||||
|
}
|
||||||
|
|
||||||
|
//===================================================================
|
||||||
|
// MODE 2: Multi-Timeframe Engine (Warp-free Step Synchronization)
|
||||||
|
//===================================================================
|
||||||
|
if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
|
||||||
|
{
|
||||||
|
g_data_synced = false;
|
||||||
|
return 0;
|
||||||
|
}
|
||||||
|
|
||||||
|
g_data_synced = true;
|
||||||
|
|
||||||
|
datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0);
|
||||||
|
bool htf_updated = (htf_time_current != g_last_htf_time);
|
||||||
|
|
||||||
|
if(htf_updated || prev_calculated == 0)
|
||||||
|
{
|
||||||
|
g_last_htf_time = htf_time_current;
|
||||||
|
|
||||||
|
int htf_bars = iBars(_Symbol, g_calc_timeframe);
|
||||||
|
if(htf_bars < required_bars)
|
||||||
|
{
|
||||||
|
g_data_ready = false;
|
||||||
|
return 0;
|
||||||
|
}
|
||||||
|
|
||||||
|
g_htf_count = MathMin(htf_bars, 3000); // Memory safeguard
|
||||||
|
|
||||||
|
// Resize all HTF caching arrays
|
||||||
|
ArrayResize(h_time, g_htf_count);
|
||||||
|
ArrayResize(h_open, g_htf_count);
|
||||||
|
ArrayResize(h_high, g_htf_count);
|
||||||
|
ArrayResize(h_low, g_htf_count);
|
||||||
|
ArrayResize(h_close, g_htf_count);
|
||||||
|
ArrayResize(h_tick_vol, g_htf_count);
|
||||||
|
ArrayResize(h_vol, g_htf_count);
|
||||||
|
ArrayResize(h_res_vscore, g_htf_count);
|
||||||
|
ArrayResize(h_res_color, g_htf_count);
|
||||||
|
ArrayResize(h_res_signal, g_htf_count);
|
||||||
|
|
||||||
|
// Force chronological alignment
|
||||||
|
ArraySetAsSeries(h_time, false);
|
||||||
|
ArraySetAsSeries(h_open, false);
|
||||||
|
ArraySetAsSeries(h_high, false);
|
||||||
|
ArraySetAsSeries(h_low, false);
|
||||||
|
ArraySetAsSeries(h_close, false);
|
||||||
|
ArraySetAsSeries(h_tick_vol, false);
|
||||||
|
ArraySetAsSeries(h_vol, false);
|
||||||
|
ArraySetAsSeries(h_res_vscore, false);
|
||||||
|
ArraySetAsSeries(h_res_color, false);
|
||||||
|
ArraySetAsSeries(h_res_signal, false);
|
||||||
|
|
||||||
|
// Copy pricing & volume data
|
||||||
|
if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count ||
|
||||||
|
CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count ||
|
||||||
|
CopyHigh(_Symbol, g_calc_timeframe, 0, g_htf_count, h_high) != g_htf_count ||
|
||||||
|
CopyLow(_Symbol, g_calc_timeframe, 0, g_htf_count, h_low) != g_htf_count ||
|
||||||
|
CopyClose(_Symbol, g_calc_timeframe, 0, g_htf_count, h_close) != g_htf_count ||
|
||||||
|
CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, h_tick_vol) != g_htf_count)
|
||||||
|
{
|
||||||
|
g_data_ready = false;
|
||||||
|
return 0;
|
||||||
|
}
|
||||||
|
|
||||||
|
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
|
||||||
|
if(vol_limit > 0)
|
||||||
|
CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, h_vol);
|
||||||
|
else
|
||||||
|
ArrayCopy(h_vol, h_tick_vol, 0, 0, g_htf_count);
|
||||||
|
|
||||||
|
// Compute HTF V-Score Values
|
||||||
|
g_calc.Calculate(g_htf_count, 0, h_time, h_open, h_high, h_low, h_close, h_tick_vol, h_vol, h_res_vscore);
|
||||||
|
|
||||||
|
if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
|
||||||
|
{
|
||||||
|
double htf_double_vol[];
|
||||||
|
ArrayResize(htf_double_vol, g_htf_count);
|
||||||
|
ArraySetAsSeries(htf_double_vol, false);
|
||||||
|
for(int k = 0; k < g_htf_count; k++)
|
||||||
|
htf_double_vol[k] = (double)h_vol[k];
|
||||||
|
|
||||||
|
g_signal_calculator.CalculateOnArray(g_htf_count, 0, h_res_vscore, htf_double_vol, h_res_signal, InpPeriod);
|
||||||
|
}
|
||||||
|
|
||||||
|
// Color HTF Cache
|
||||||
|
for(int i = 0; i < g_htf_count; i++)
|
||||||
|
{
|
||||||
|
double v = h_res_vscore[i];
|
||||||
|
if(v >= InpLevelClimaxHigh)
|
||||||
|
h_res_color[i] = 2.0;
|
||||||
|
else
|
||||||
|
if(v >= InpLevelFlowHigh)
|
||||||
|
h_res_color[i] = 1.0;
|
||||||
|
else
|
||||||
|
if(v <= InpLevelClimaxLow)
|
||||||
|
h_res_color[i] = 4.0;
|
||||||
|
else
|
||||||
|
if(v <= InpLevelFlowLow)
|
||||||
|
h_res_color[i] = 3.0;
|
||||||
|
else
|
||||||
|
h_res_color[i] = 0.0;
|
||||||
|
}
|
||||||
|
|
||||||
|
g_data_ready = true;
|
||||||
|
}
|
||||||
|
|
||||||
|
if(!g_data_ready)
|
||||||
return 0;
|
return 0;
|
||||||
|
|
||||||
//--- Force strict chronological indexing for state-safety on input price arrays
|
// 5. Stateful live-bar update for active forming HTF candle
|
||||||
ArraySetAsSeries(time, false);
|
int live_idx = g_htf_count - 1;
|
||||||
ArraySetAsSeries(open, false);
|
if(live_idx >= required_bars)
|
||||||
ArraySetAsSeries(high, false);
|
|
||||||
ArraySetAsSeries(low, false);
|
|
||||||
ArraySetAsSeries(close, false);
|
|
||||||
|
|
||||||
//--- Convert long volume to double cache array in O(1) incrementally
|
|
||||||
ArrayResize(g_double_volume, rates_total);
|
|
||||||
int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
|
||||||
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
|
|
||||||
|
|
||||||
if(volume_limit > 0)
|
|
||||||
{
|
{
|
||||||
for(int i = start_sync; i < rates_total; i++)
|
double o[1], h[1], l[1], c[1];
|
||||||
g_double_volume[i] = (double)volume[i];
|
datetime t_bar[1];
|
||||||
}
|
long tv[1], v[1];
|
||||||
else
|
|
||||||
{
|
int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false);
|
||||||
for(int i = start_sync; i < rates_total; i++)
|
if(shift >= 0 &&
|
||||||
g_double_volume[i] = (double)tick_volume[i];
|
CopyTime(_Symbol, g_calc_timeframe, shift, 1, t_bar) == 1 &&
|
||||||
|
CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 &&
|
||||||
|
CopyHigh(_Symbol, g_calc_timeframe, shift, 1, h) == 1 &&
|
||||||
|
CopyLow(_Symbol, g_calc_timeframe, shift, 1, l) == 1 &&
|
||||||
|
CopyClose(_Symbol, g_calc_timeframe, shift, 1, c) == 1 &&
|
||||||
|
CopyTickVolume(_Symbol, g_calc_timeframe, shift, 1, tv) == 1)
|
||||||
|
{
|
||||||
|
h_time[live_idx] = t_bar[0];
|
||||||
|
h_open[live_idx] = o[0];
|
||||||
|
h_high[live_idx] = h[0];
|
||||||
|
h_low[live_idx] = l[0];
|
||||||
|
h_close[live_idx] = c[0];
|
||||||
|
h_tick_vol[live_idx] = tv[0];
|
||||||
|
|
||||||
|
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
|
||||||
|
if(vol_limit > 0 && CopyRealVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1)
|
||||||
|
h_vol[live_idx] = v[0];
|
||||||
|
else
|
||||||
|
h_vol[live_idx] = tv[0];
|
||||||
|
|
||||||
|
// Mock update on live bar
|
||||||
|
g_calc.Calculate(g_htf_count, g_htf_count, h_time, h_open, h_high, h_low, h_close, h_tick_vol, h_vol, h_res_vscore);
|
||||||
|
|
||||||
|
if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
|
||||||
|
{
|
||||||
|
double htf_double_vol[];
|
||||||
|
ArrayResize(htf_double_vol, g_htf_count);
|
||||||
|
ArraySetAsSeries(htf_double_vol, false);
|
||||||
|
for(int k = 0; k < g_htf_count; k++)
|
||||||
|
htf_double_vol[k] = (double)h_vol[k];
|
||||||
|
|
||||||
|
g_signal_calculator.CalculateOnArray(g_htf_count, g_htf_count, h_res_vscore, htf_double_vol, h_res_signal, InpPeriod);
|
||||||
|
}
|
||||||
|
|
||||||
|
double v_val = h_res_vscore[live_idx];
|
||||||
|
if(v_val >= InpLevelClimaxHigh)
|
||||||
|
h_res_color[live_idx] = 2.0;
|
||||||
|
else
|
||||||
|
if(v_val >= InpLevelFlowHigh)
|
||||||
|
h_res_color[live_idx] = 1.0;
|
||||||
|
else
|
||||||
|
if(v_val <= InpLevelClimaxLow)
|
||||||
|
h_res_color[live_idx] = 4.0;
|
||||||
|
else
|
||||||
|
if(v_val <= InpLevelFlowLow)
|
||||||
|
h_res_color[live_idx] = 3.0;
|
||||||
|
else
|
||||||
|
h_res_color[live_idx] = 0.0;
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
//--- 1. Calculate Core Mathematical Values (O(1) Engine)
|
// 6. Forming LTF Block Flat-Force Anchor (The Staircase Solution)
|
||||||
g_calc.Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, ExtVScoreBuffer);
|
|
||||||
|
|
||||||
//--- 2. Calculate Optional Signal Line on top of V-Score values (Handles VWMA dynamically)
|
|
||||||
if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
|
|
||||||
{
|
|
||||||
g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, ExtVScoreBuffer, g_double_volume, ExtSignalBuffer, InpPeriod);
|
|
||||||
}
|
|
||||||
|
|
||||||
//--- 3. Apply Dynamic 5-Zone Corrected Thermal Color Mapping Loop (O(1) incremental)
|
|
||||||
int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
||||||
|
|
||||||
|
int first_bar_of_forming_htf = rates_total - 1;
|
||||||
|
while(first_bar_of_forming_htf > 0 &&
|
||||||
|
iBarShift(_Symbol, g_calc_timeframe, time[first_bar_of_forming_htf], false) == 0)
|
||||||
|
{
|
||||||
|
first_bar_of_forming_htf--;
|
||||||
|
}
|
||||||
|
first_bar_of_forming_htf++;
|
||||||
|
|
||||||
|
if(start > first_bar_of_forming_htf)
|
||||||
|
start = first_bar_of_forming_htf;
|
||||||
|
|
||||||
|
// 7. Chronological Mapping Loop to Chart Timeframe
|
||||||
for(int i = start; i < rates_total; i++)
|
for(int i = start; i < rates_total; i++)
|
||||||
{
|
{
|
||||||
double v = ExtVScoreBuffer[i];
|
datetime t = time[i];
|
||||||
|
int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false);
|
||||||
|
|
||||||
//--- Swapped Corrected 5-Zone Thermal Color Mapping
|
if(shift_htf >= 0)
|
||||||
// Positive Deviation -> Bluish Upward Flow (Index 1 & 2)
|
{
|
||||||
// Negative Deviation -> Reddish Downward Flow (Index 3 & 4)
|
int idx_htf = g_htf_count - 1 - shift_htf;
|
||||||
if(v >= InpLevelClimaxHigh)
|
if(idx_htf >= 0 && idx_htf < g_htf_count)
|
||||||
ExtColorsBuffer[i] = 2.0; // Index 2: DeepSkyBlue Climax (Bullish)
|
{
|
||||||
else
|
ExtVScoreBuffer[i] = h_res_vscore[idx_htf];
|
||||||
if(v >= InpLevelFlowHigh)
|
ExtColorsBuffer[i] = h_res_color[idx_htf];
|
||||||
ExtColorsBuffer[i] = 1.0; // Index 1: LightSkyBlue Flow (Bullish)
|
ExtSignalBuffer[i] = InpShowSignal ? h_res_signal[idx_htf] : EMPTY_VALUE;
|
||||||
|
}
|
||||||
else
|
else
|
||||||
if(v <= InpLevelClimaxLow)
|
{
|
||||||
ExtColorsBuffer[i] = 4.0; // Index 4: OrangeRed Climax (Bearish)
|
ExtVScoreBuffer[i] = 0.0;
|
||||||
else
|
ExtColorsBuffer[i] = 0.0;
|
||||||
if(v <= InpLevelFlowLow)
|
ExtSignalBuffer[i] = EMPTY_VALUE;
|
||||||
ExtColorsBuffer[i] = 3.0; // Index 3: Coral Flow (Bearish)
|
}
|
||||||
else
|
}
|
||||||
ExtColorsBuffer[i] = 0.0; // Index 0: Gray Neutral
|
else
|
||||||
|
{
|
||||||
|
ExtVScoreBuffer[i] = 0.0;
|
||||||
|
ExtColorsBuffer[i] = 0.0;
|
||||||
|
ExtSignalBuffer[i] = EMPTY_VALUE;
|
||||||
|
}
|
||||||
}
|
}
|
||||||
|
|
||||||
return(rates_total);
|
return rates_total;
|
||||||
|
}
|
||||||
|
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
//| OnTimer Event Handler (Data Synchronization Daemon) |
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
void OnTimer()
|
||||||
|
{
|
||||||
|
int required_bars = InpPeriod + InpSignalPeriod + 10;
|
||||||
|
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
|
||||||
}
|
}
|
||||||
//+------------------------------------------------------------------+
|
//+------------------------------------------------------------------+
|
||||||
|
//+------------------------------------------------------------------+
|
||||||
|
|||||||
Reference in New Issue
Block a user