diff --git a/Indicators/MyIndicators/Quant/VolatilityRegime_MTF_Pro.mq5 b/Indicators/MyIndicators/Quant/VolatilityRegime_MTF_Pro.mq5 new file mode 100644 index 0000000..1f15635 --- /dev/null +++ b/Indicators/MyIndicators/Quant/VolatilityRegime_MTF_Pro.mq5 @@ -0,0 +1,179 @@ +//+------------------------------------------------------------------+ +//| VolatilityRegime_MTF_Pro.mq5 | +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.00" +#property description "Volatility Regime (Multi-Timeframe)." +#property description "Displays Higher Timeframe ATR Ratio (Fast/Slow)." + +#property indicator_separate_window +#property indicator_buffers 2 +#property indicator_plots 1 + +// Level 1.0 +#property indicator_level1 1.0 +#property indicator_levelcolor clrSilver +#property indicator_levelstyle STYLE_DOT + +// Plot: Regime Histogram +#property indicator_label1 "Vola Ratio MTF" +#property indicator_type1 DRAW_COLOR_HISTOGRAM +// Colors: Contracting(Gray), Expanding(Lime) +#property indicator_color1 clrGray, clrLime +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +#include + +//--- Input Parameters +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Timeframe +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 BufColor[]; + +//--- Internal HTF Data +double h_open[], h_high[], h_low[], h_close[]; +datetime h_time[]; + +double h_atr_f[], h_atr_s[]; // HTF ATR results +double h_res[]; // HTF Ratio result + +CATRCalculator *g_atr_fast; +CATRCalculator *g_atr_slow; + +//+------------------------------------------------------------------+ +//| Init | +//+------------------------------------------------------------------+ +int OnInit() + { + if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT) + { + Print("Warning: Target Timeframe should be > Current Timeframe."); + } + + SetIndexBuffer(0, BufRatio, INDICATOR_DATA); + SetIndexBuffer(1, BufColor, INDICATOR_COLOR_INDEX); + + string tf_name = StringSubstr(EnumToString(InpTimeframe), 7); + string name = StringFormat("VolaRegime MTF %s(%d/%d)", tf_name, 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); + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +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[]) + { +// 1. Fetch HTF Data + int htf_bars = iBars(_Symbol, InpTimeframe); + if(htf_bars < InpPeriodSlow + 10) + return 0; + + int count = MathMin(htf_bars, 3000); + + ArraySetAsSeries(h_time, false); + ArraySetAsSeries(h_open, false); + ArraySetAsSeries(h_high, false); + ArraySetAsSeries(h_low, false); + ArraySetAsSeries(h_close, false); + + if(CopyTime(_Symbol, InpTimeframe, 0, count, h_time) != count) + return 0; + if(CopyOpen(_Symbol, InpTimeframe, 0, count, h_open) != count) + return 0; + if(CopyHigh(_Symbol, InpTimeframe, 0, count, h_high) != count) + return 0; + if(CopyLow(_Symbol, InpTimeframe, 0, count, h_low) != count) + return 0; + if(CopyClose(_Symbol, InpTimeframe, 0, count, h_close) != count) + return 0; + +// 2. Calc on HTF + if(ArraySize(h_atr_f) != count) + { + ArrayResize(h_atr_f, count); + ArrayResize(h_atr_s, count); + ArrayResize(h_res, count); + } + + g_atr_fast.Calculate(count, 0, h_open, h_high, h_low, h_close, h_atr_f); + g_atr_slow.Calculate(count, 0, h_open, h_high, h_low, h_close, h_atr_s); + + for(int i=0; i 0) + h_res[i] = h_atr_f[i] / h_atr_s[i]; + else + h_res[i] = 1.0; + } + +// 3. Map to Current Chart + int start = (prev_calculated > 0) ? prev_calculated - 1 : 0; + + for(int i = start; i < rates_total; i++) + { + datetime t = time[i]; + int shift_htf = iBarShift(_Symbol, InpTimeframe, t, false); + + if(shift_htf >= 0) + { + int idx_htf = count - 1 - shift_htf; + + if(idx_htf >= 0 && idx_htf < count) + { + double val = h_res[idx_htf]; + BufRatio[i] = val; + + // Color Logic + if(val >= InpThreshold) + BufColor[i] = 1.0; // Lime + else + BufColor[i] = 0.0; // Gray + } + else + { + BufRatio[i] = EMPTY_VALUE; + } + } + } + + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+