From 826c400bf7d68ba2ee1ad8ae4fbe64a51135cffe Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Tue, 23 Jun 2026 13:41:12 +0200 Subject: [PATCH] refactor: Optimized with Forming LTF Block Flat-Force, OnTimer Guard and dynamic HTF volume routing --- .../MyIndicators/Quant/RVOL_MTF_Pro.mq5 | 218 ++++++++++++++---- 1 file changed, 179 insertions(+), 39 deletions(-) diff --git a/Indicators/MyIndicators/Quant/RVOL_MTF_Pro.mq5 b/Indicators/MyIndicators/Quant/RVOL_MTF_Pro.mq5 index e308809..42dbf55 100644 --- a/Indicators/MyIndicators/Quant/RVOL_MTF_Pro.mq5 +++ b/Indicators/MyIndicators/Quant/RVOL_MTF_Pro.mq5 @@ -3,9 +3,9 @@ //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" -#property version "1.00" +#property version "1.20" // Optimized with Forming LTF Block Flat-Force, OnTimer Guard and dynamic HTF volume routing #property description "Relative Volume (Multi-Timeframe)." -#property description "Displays Normalized Volume of Higher Timeframe." +#property description "Displays Normalized Volume of Higher Timeframe cleanly without live-bar warping." #property indicator_separate_window #property indicator_buffers 2 @@ -28,50 +28,89 @@ #include //--- Input Parameters -input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M15; // Target Timeframe -input int InpPeriod = 20; // Average Period -input double InpThreshold = 2.0; // High Activity Level +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M5; // Target Higher Timeframe +input int InpPeriod = 20; // Volume Average Lookback Period +input double InpThreshold = 2.0; // High Volume Threshold //--- Buffers -double BufRVOL[]; +double BufRatio[]; double BufColor[]; -//--- Internal HTF Data +//--- Internal HTF Data Caches long h_vol[]; datetime h_time[]; -double h_res[]; // Result +double h_res[]; // HTF Results cached +//--- Global HTF State Tracking CRelativeVolumeCalculator *g_calc; +datetime g_last_htf_time = 0; +int g_htf_count = 0; +bool g_data_ready = false; +bool g_data_synced = false; //+------------------------------------------------------------------+ -//| Init | +//| EnsureHTFDataReady | +//+------------------------------------------------------------------+ +bool EnsureHTFDataReady(const string symbol, const ENUM_TIMEFRAMES timeframe, const int required_bars) + { + ResetLastError(); + if(!SymbolInfoInteger(symbol, SYMBOL_SELECT)) + { + SymbolSelect(symbol, true); + } + datetime times[]; + int copied = CopyTime(symbol, timeframe, 0, required_bars, times); + return (copied >= required_bars); + } + +//+------------------------------------------------------------------+ +//| OnInit | //+------------------------------------------------------------------+ int OnInit() { + g_data_ready = false; + g_data_synced = false; + g_last_htf_time = 0; + g_htf_count = 0; + if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT) { Print("Warning: Target Timeframe should be > Current Timeframe."); } - SetIndexBuffer(0, BufRVOL, INDICATOR_DATA); + SetIndexBuffer(0, BufRatio, INDICATOR_DATA); SetIndexBuffer(1, BufColor, INDICATOR_COLOR_INDEX); + ArraySetAsSeries(BufRatio, false); + ArraySetAsSeries(BufColor, false); + string tf_name = StringSubstr(EnumToString(InpTimeframe), 7); string name = StringFormat("RVOL MTF %s(%d)", tf_name, InpPeriod); IndicatorSetString(INDICATOR_SHORTNAME, name); IndicatorSetInteger(INDICATOR_DIGITS, 2); g_calc = new CRelativeVolumeCalculator(); - if(!g_calc.Init(InpPeriod)) + if(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpPeriod)) return INIT_FAILED; +//--- Initialize 1-second timer for weekend/async chart refreshes + EventSetTimer(1); + return(INIT_SUCCEEDED); } -void OnDeinit(const int r) { if(CheckPointer(g_calc)==POINTER_DYNAMIC) delete g_calc; } +//+------------------------------------------------------------------+ +//| OnDeinit | +//+------------------------------------------------------------------+ +void OnDeinit(const int r) + { + EventKillTimer(); + if(CheckPointer(g_calc) != POINTER_INVALID) + delete g_calc; + } //+------------------------------------------------------------------+ -//| Calculate | +//| OnCalculate | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, @@ -84,30 +123,109 @@ int OnCalculate(const int rates_total, const long &volume[], const int &spread[]) { -// 1. Fetch HTF Data - int htf_bars = iBars(_Symbol, InpTimeframe); - if(htf_bars < InpPeriod + 10) +//--- Ensure target timeframe history is ready + int required_bars = InpPeriod + 10; + if(!EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars)) + { + g_data_synced = false; + return 0; // Wait for next tick to let history load + } + + g_data_synced = true; + +//--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume) + long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + +//--- 1. Check if a new HTF bar has formed + datetime htf_time_current = iTime(_Symbol, InpTimeframe, 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, InpTimeframe); + if(htf_bars < required_bars) + { + g_data_ready = false; + return 0; + } + + g_htf_count = MathMin(htf_bars, 3000); + + ArrayResize(h_time, g_htf_count); + ArrayResize(h_vol, g_htf_count); + ArrayResize(h_res, g_htf_count); + + if(CopyTime(_Symbol, InpTimeframe, 0, g_htf_count, h_time) != g_htf_count) + { + g_data_ready = false; + return 0; + } + + //--- High-Performance dynamic volume routing on the HTF Timeline + int copied_vol = 0; + if(volume_limit > 0) + copied_vol = CopyRealVolume(_Symbol, InpTimeframe, 0, g_htf_count, h_vol); + else + copied_vol = CopyTickVolume(_Symbol, InpTimeframe, 0, g_htf_count, h_vol); + + if(copied_vol != g_htf_count) + { + g_data_ready = false; + return 0; + } + + //--- Calculate Relative Volume on HTF (Closed bars and forming bar initialized) + g_calc.Calculate(g_htf_count, 0, h_vol, h_res); + + g_data_ready = true; + } + + if(!g_data_ready) return 0; - int count = MathMin(htf_bars, 3000); +//--- 2. Live Update for the Current Forming HTF Bar (Index: g_htf_count - 1) on every tick! + int live_idx = g_htf_count - 1; + if(live_idx >= InpPeriod) + { + long vol[1]; + int shift = iBarShift(_Symbol, InpTimeframe, htf_time_current, false); + if(shift >= 0) + { + // Copy dynamic volume (Real or Tick depending on volume_limit) from the forming HTF bar + int copied = 0; + if(volume_limit > 0) + copied = CopyRealVolume(_Symbol, InpTimeframe, shift, 1, vol); + else + copied = CopyTickVolume(_Symbol, InpTimeframe, shift, 1, vol); - ArraySetAsSeries(h_time, false); - ArraySetAsSeries(h_vol, false); + if(copied == 1) + { + h_vol[live_idx] = vol[0]; -// Use Tick Volume mostly - if(CopyTime(_Symbol, InpTimeframe, 0, count, h_time) != count) - return 0; - if(CopyTickVolume(_Symbol, InpTimeframe, 0, count, h_vol) != count) - return 0; + // Incremental recalculation on the live HTF index (O(1) tick performance) + g_calc.Calculate(g_htf_count, live_idx, h_vol, h_res); + } + } + } -// 2. Calc on HTF - if(ArraySize(h_res) != count) - ArrayResize(h_res, count); - g_calc.Calculate(count, 0, h_vol, h_res); - -// 3. Map to Current Chart +//--- 3. FIXED: Dynamically adjust 'start' to the beginning of the current forming HTF bar +//--- This forces the entire forming LTF step block to remain perfectly flat, updating on every tick! 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, InpTimeframe, time[first_bar_of_forming_htf], false) == 0) + { + first_bar_of_forming_htf--; + } + first_bar_of_forming_htf++; // This is the start of the forming step on lower TF chart + + if(start > first_bar_of_forming_htf) + start = first_bar_of_forming_htf; + +//--- 4. Incremental Mapping of HTF results to Current Chart Timeframe (O(1) per tick) for(int i = start; i < rates_total; i++) { datetime t = time[i]; @@ -115,30 +233,52 @@ int OnCalculate(const int rates_total, if(shift_htf >= 0) { - int idx_htf = count - 1 - shift_htf; - - if(idx_htf >= 0 && idx_htf < count) + int idx_htf = g_htf_count - 1 - shift_htf; + if(idx_htf >= 0 && idx_htf < g_htf_count) { double val = h_res[idx_htf]; - BufRVOL[i] = val; + BufRatio[i] = val; - // Color Logic + // Color Logic (Low, Normal, High) if(val > InpThreshold) - BufColor[i] = 2.0; // High + BufColor[i] = 2.0; // Index 2: OrangeRed (High activity / Institutional Spike) else if(val > 1.0) - BufColor[i] = 1.0; // Normal + BufColor[i] = 1.0; // Index 1: DodgerBlue (Normal activity) else - BufColor[i] = 0.0; // Low + BufColor[i] = 0.0; // Index 0: Gray (Low activity / Calm) } else { - BufRVOL[i] = EMPTY_VALUE; + BufRatio[i] = EMPTY_VALUE; + BufColor[i] = 0.0; } } + else + { + BufRatio[i] = EMPTY_VALUE; + BufColor[i] = 0.0; + } } return(rates_total); } + +//+------------------------------------------------------------------+ +//| OnTimer | +//| Handles loading checks and force-redraws | +//+------------------------------------------------------------------+ +void OnTimer() + { + if(!g_data_synced) + { + int required_bars = InpPeriod + 5; + if(EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars)) + { + g_data_synced = true; + ChartRedraw(); // Force MT5 to invoke OnCalculate + } + } + } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+