new files added

2026-08-08 18:17:44 +00:00 · 2026-02-11 12:07:18 +01:00
parent 0cf3496a1b
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+//+------------------------------------------------------------------+
+//|                                         VolatilityRegime_Pro.mq5 |
+//|                                          Copyright 2026, xxxxxxxx|
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.00"
+#property description "Volatility Regime (Expansion vs Contraction)."
+#property description "Ratio of Fast ATR / Slow ATR."
+
+#property indicator_separate_window
+#property indicator_buffers 2
+#property indicator_plots   1
+
+//--- Levels
+#property indicator_level1 1.0
+#property indicator_levelcolor clrSilver
+#property indicator_levelstyle STYLE_DOT
+
+//--- Plot: Regime Histogram
+#property indicator_label1  "Vola Ratio"
+#property indicator_type1   DRAW_COLOR_HISTOGRAM
+// Color Index: 0=Contracting (Gray), 1=Expanding (Lime)
+#property indicator_color1  clrGray, clrLime
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  2
+
+#include <MyIncludes\ATR_Calculator.mqh>
+
+//--- Input Parameters
+input int      InpPeriodFast     = 5;     // Short-term Volatility
+input int      InpPeriodSlow     = 50;    // Long-term Baseline
+input double   InpThreshold      = 1.0;   // Expansion Threshold
+
+//--- Buffers
+double BufRatio[];
+double BufColors[];
+
+//--- Calculators
+CATRCalculator *g_atr_fast;
+CATRCalculator *g_atr_slow;
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   SetIndexBuffer(0, BufRatio, INDICATOR_DATA);
+   SetIndexBuffer(1, BufColors, INDICATOR_COLOR_INDEX);
+
+   string name = StringFormat("VolaRegime(%d/%d)", InpPeriodFast, InpPeriodSlow);
+   IndicatorSetString(INDICATOR_SHORTNAME, name);
+   IndicatorSetInteger(INDICATOR_DIGITS, 2);
+
+   g_atr_fast = new CATRCalculator();
+   if(!g_atr_fast.Init(InpPeriodFast, ATR_POINTS))
+      return INIT_FAILED;
+
+   g_atr_slow = new CATRCalculator();
+   if(!g_atr_slow.Init(InpPeriodSlow, ATR_POINTS))
+      return INIT_FAILED;
+
+   return(INIT_SUCCEEDED);
+  }
+
+//+------------------------------------------------------------------+
+//| Deinit                                                           |
+//+------------------------------------------------------------------+
+void OnDeinit(const int r)
+  {
+   if(CheckPointer(g_atr_fast)==POINTER_DYNAMIC)
+      delete g_atr_fast;
+   if(CheckPointer(g_atr_slow)==POINTER_DYNAMIC)
+      delete g_atr_slow;
+  }
+
+//+------------------------------------------------------------------+
+//| 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[])
+  {
+   if(rates_total < InpPeriodSlow)
+      return 0;
+
+   double atr_f[], atr_s[];
+
+// Calc both ATRs
+   g_atr_fast.Calculate(rates_total, prev_calculated, open, high, low, close, atr_f);
+   g_atr_slow.Calculate(rates_total, prev_calculated, open, high, low, close, atr_s);
+
+   int start = (prev_calculated > 0) ? prev_calculated - 1 : InpPeriodSlow;
+
+   for(int i = start; i < rates_total; i++)
+     {
+      double fast = atr_f[i];
+      double slow = atr_s[i];
+
+      if(slow > 0.00000001)
+        {
+         double ratio = fast / slow;
+         BufRatio[i] = ratio;
+
+         // Coloring Legend:
+         // Gray (0): Contraction (Ratio < 1.0) -> Market is sleeping/dying.
+         // Lime (1): Expansion (Ratio > 1.0)   -> Market is moving.
+
+         if(ratio >= InpThreshold)
+            BufColors[i] = 1.0; // Expansion
+         else
+            BufColors[i] = 0.0; // Contraction
+        }
+      else
+        {
+         BufRatio[i] = 1.0;
+         BufColors[i] = 0.0;
+        }
+     }
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+