From 6751d6fdfe0517d71528334d2f5d67be2253ddb5 Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Wed, 11 Feb 2026 12:07:18 +0100 Subject: [PATCH] new files added --- .../Quant/VolatilityRegime_Pro.mq5 | 130 ++++++++++++++++++ 1 file changed, 130 insertions(+) create mode 100644 Indicators/MyIndicators/Quant/VolatilityRegime_Pro.mq5 diff --git a/Indicators/MyIndicators/Quant/VolatilityRegime_Pro.mq5 b/Indicators/MyIndicators/Quant/VolatilityRegime_Pro.mq5 new file mode 100644 index 0000000..702a987 --- /dev/null +++ b/Indicators/MyIndicators/Quant/VolatilityRegime_Pro.mq5 @@ -0,0 +1,130 @@ +//+------------------------------------------------------------------+ +//| 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 + +//--- 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); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+