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//+------------------------------------------------------------------+
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//| VScore_Bands_Pro.mq5 |
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//| Copyright 2026, xxxxxxxx|
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "2.00" // Upgraded with Double Buffering (Session Gaps)
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#property description "V-Score Projected Bands on Main Chart."
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#property description "Rolling standard deviation (Bollinger style) around VWAP."
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#property indicator_chart_window
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#property indicator_buffers 14
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#property indicator_plots 14
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//--- Plot 1 & 2: VWAP Base (Odd / Even)
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#property indicator_label1 "VWAP"
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrOrange
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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#property indicator_label2 ""
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrOrange
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//--- Plot 3 & 4: Upper 1.5 Band (Odd / Even)
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#property indicator_label3 "Bull Flow (+1.5)"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrCoral
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 1
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#property indicator_label4 ""
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#property indicator_type4 DRAW_LINE
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#property indicator_color4 clrCoral
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#property indicator_style4 STYLE_SOLID
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#property indicator_width4 1
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//--- Plot 5 & 6: Lower 1.5 Band (Odd / Even)
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#property indicator_label5 "Bear Flow (-1.5)"
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#property indicator_type5 DRAW_LINE
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#property indicator_color5 clrLightSkyBlue
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#property indicator_style5 STYLE_SOLID
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#property indicator_width5 1
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#property indicator_label6 ""
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#property indicator_type6 DRAW_LINE
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#property indicator_color6 clrLightSkyBlue
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#property indicator_style6 STYLE_SOLID
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#property indicator_width6 1
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//--- Plot 7 & 8: Upper 2.0 Band (Odd / Even)
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#property indicator_label7 "Bull Extreme (+2.0)"
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#property indicator_type7 DRAW_LINE
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#property indicator_color7 clrCoral
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#property indicator_style7 STYLE_SOLID
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#property indicator_width7 1
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#property indicator_label8 ""
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#property indicator_type8 DRAW_LINE
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#property indicator_color8 clrCoral
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#property indicator_style8 STYLE_SOLID
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#property indicator_width8 1
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//--- Plot 9 & 10: Lower 2.0 Band (Odd / Even)
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#property indicator_label9 "Bear Extreme (-2.0)"
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#property indicator_type9 DRAW_LINE
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#property indicator_color9 clrLightSkyBlue
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#property indicator_style9 STYLE_SOLID
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#property indicator_width9 1
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#property indicator_label10 ""
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#property indicator_type10 DRAW_LINE
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#property indicator_color10 clrLightSkyBlue
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#property indicator_style10 STYLE_SOLID
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#property indicator_width10 1
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//--- Plot 11 & 12: Upper 2.5 Band (Odd / Even)
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#property indicator_label11 "Bull Wall (+2.5)"
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#property indicator_type11 DRAW_LINE
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#property indicator_color11 clrOrangeRed
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#property indicator_style11 STYLE_SOLID
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#property indicator_width11 1
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#property indicator_label12 ""
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#property indicator_type12 DRAW_LINE
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#property indicator_color12 clrOrangeRed
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#property indicator_style12 STYLE_SOLID
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#property indicator_width12 1
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//--- Plot 13 & 14: Lower 2.5 Band (Odd / Even)
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#property indicator_label13 "Bear Wall (-2.5)"
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#property indicator_type13 DRAW_LINE
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#property indicator_color13 clrDeepSkyBlue
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#property indicator_style13 STYLE_SOLID
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#property indicator_width13 1
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#property indicator_label14 ""
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#property indicator_type14 DRAW_LINE
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#property indicator_color14 clrDeepSkyBlue
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#property indicator_style14 STYLE_SOLID
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#property indicator_width14 1
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#include <MyIncludes\VWAP_Calculator.mqh>
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//--- Input Parameters
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input group "V-Score Logic Settings"
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input int InpPeriod = 20; // Volatility Lookback
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input ENUM_VWAP_PERIOD InpVWAPReset = PERIOD_SESSION; // VWAP Anchor
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input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK; // Volume Type
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//--- Double Buffers
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double BufVWAP_Odd[], BufVWAP_Even[];
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double BufUp15_Odd[], BufUp15_Even[];
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double BufDn15_Odd[], BufDn15_Even[];
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double BufUp20_Odd[], BufUp20_Even[];
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double BufDn20_Odd[], BufDn20_Even[];
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double BufUp25_Odd[], BufUp25_Even[];
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double BufDn25_Odd[], BufDn25_Even[];
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// Internal Arrays
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double m_vwap_odd[];
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double m_vwap_even[];
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double m_merged_vwap[];
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//--- Global Engine
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CVWAPCalculator *g_vwap;
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//+------------------------------------------------------------------+
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//| OnInit |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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// VWAP
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SetIndexBuffer(0, BufVWAP_Odd, INDICATOR_DATA);
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SetIndexBuffer(1, BufVWAP_Even, INDICATOR_DATA);
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// +1.5
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SetIndexBuffer(2, BufUp15_Odd, INDICATOR_DATA);
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SetIndexBuffer(3, BufUp15_Even, INDICATOR_DATA);
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// -1.5
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SetIndexBuffer(4, BufDn15_Odd, INDICATOR_DATA);
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SetIndexBuffer(5, BufDn15_Even, INDICATOR_DATA);
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// +2.0
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SetIndexBuffer(6, BufUp20_Odd, INDICATOR_DATA);
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SetIndexBuffer(7, BufUp20_Even, INDICATOR_DATA);
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// -2.0
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SetIndexBuffer(8, BufDn20_Odd, INDICATOR_DATA);
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SetIndexBuffer(9, BufDn20_Even, INDICATOR_DATA);
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// +2.5
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SetIndexBuffer(10, BufUp25_Odd, INDICATOR_DATA);
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SetIndexBuffer(11, BufUp25_Even, INDICATOR_DATA);
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// -2.5
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SetIndexBuffer(12, BufDn25_Odd, INDICATOR_DATA);
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SetIndexBuffer(13, BufDn25_Even, INDICATOR_DATA);
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// Prevent drawing lines to 0 when values are empty
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for(int i=0; i<14; i++)
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PlotIndexSetDouble(i, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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string name = StringFormat("V-Score Bands(%d)", InpPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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g_vwap = new CVWAPCalculator();
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if(!g_vwap.Init(InpVWAPReset, InpVolumeType, 0, true, 0))
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{
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Print("Error: Failed to initialize VWAP Engine.");
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return INIT_FAILED;
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}
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| OnDeinit |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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if(CheckPointer(g_vwap) == POINTER_DYNAMIC)
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delete g_vwap;
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}
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//+------------------------------------------------------------------+
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//| OnCalculate |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total < InpPeriod)
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return 0;
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// 1. Resize internal arrays
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if(ArraySize(m_vwap_odd) != rates_total)
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{
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ArrayResize(m_vwap_odd, rates_total);
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ArrayResize(m_vwap_even, rates_total);
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ArrayResize(m_merged_vwap, rates_total);
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}
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// 2. Calculate Base VWAP Incrementally
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g_vwap.Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, m_vwap_odd, m_vwap_even);
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// 3. Project Bands matching V-Score standard deviation logic
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int start = (prev_calculated > InpPeriod) ? prev_calculated - 1 : InpPeriod;
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for(int i = start; i < rates_total; i++)
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{
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// Determine if the current session is using the Odd or Even buffer
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bool is_odd = (m_vwap_odd[i] != EMPTY_VALUE && m_vwap_odd[i] != 0);
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double current_vwap = is_odd ? m_vwap_odd[i] : m_vwap_even[i];
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m_merged_vwap[i] = current_vwap;
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// Reset all outputs for current bar first
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BufVWAP_Odd[i] = EMPTY_VALUE;
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BufVWAP_Even[i] = EMPTY_VALUE;
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BufUp15_Odd[i] = EMPTY_VALUE;
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BufUp15_Even[i] = EMPTY_VALUE;
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BufDn15_Odd[i] = EMPTY_VALUE;
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BufDn15_Even[i] = EMPTY_VALUE;
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BufUp20_Odd[i] = EMPTY_VALUE;
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BufUp20_Even[i] = EMPTY_VALUE;
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BufDn20_Odd[i] = EMPTY_VALUE;
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BufDn20_Even[i] = EMPTY_VALUE;
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BufUp25_Odd[i] = EMPTY_VALUE;
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BufUp25_Even[i] = EMPTY_VALUE;
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BufDn25_Odd[i] = EMPTY_VALUE;
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BufDn25_Even[i] = EMPTY_VALUE;
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// If VWAP is missing or just reset, continue
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if(current_vwap == 0 || current_vwap == EMPTY_VALUE)
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continue;
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// Calculate StdDev of the distance (Price - VWAP) over InpPeriod
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double sum_sq_diff = 0;
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for(int k = 0; k < InpPeriod; k++)
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{
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int idx = i - k;
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double p = close[idx];
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double v = m_merged_vwap[idx];
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// Fallback if historical VWAP is invalid during rolling window
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if(v == 0 || v == EMPTY_VALUE)
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v = p;
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double diff = p - v;
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sum_sq_diff += diff * diff;
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}
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double std_dev = MathSqrt(sum_sq_diff / InpPeriod);
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// Assign calculated values to the correct Active Buffer (Odd or Even)
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if(is_odd)
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{
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BufVWAP_Odd[i] = current_vwap;
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if(std_dev > 1.0e-9)
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{
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BufUp15_Odd[i] = current_vwap + (1.5 * std_dev);
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BufDn15_Odd[i] = current_vwap - (1.5 * std_dev);
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BufUp20_Odd[i] = current_vwap + (2.0 * std_dev);
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BufDn20_Odd[i] = current_vwap - (2.0 * std_dev);
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BufUp25_Odd[i] = current_vwap + (2.5 * std_dev);
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BufDn25_Odd[i] = current_vwap - (2.5 * std_dev);
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}
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else
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{
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// Collapse bands to VWAP if zero volatility
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BufUp15_Odd[i] = current_vwap;
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BufDn15_Odd[i] = current_vwap;
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BufUp20_Odd[i] = current_vwap;
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BufDn20_Odd[i] = current_vwap;
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BufUp25_Odd[i] = current_vwap;
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BufDn25_Odd[i] = current_vwap;
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}
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}
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else
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{
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BufVWAP_Even[i] = current_vwap;
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if(std_dev > 1.0e-9)
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{
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BufUp15_Even[i] = current_vwap + (1.5 * std_dev);
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BufDn15_Even[i] = current_vwap - (1.5 * std_dev);
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BufUp20_Even[i] = current_vwap + (2.0 * std_dev);
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BufDn20_Even[i] = current_vwap - (2.0 * std_dev);
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BufUp25_Even[i] = current_vwap + (2.5 * std_dev);
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BufDn25_Even[i] = current_vwap - (2.5 * std_dev);
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}
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else
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{
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BufUp15_Even[i] = current_vwap;
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BufDn15_Even[i] = current_vwap;
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BufUp20_Even[i] = current_vwap;
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BufDn20_Even[i] = current_vwap;
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BufUp25_Even[i] = current_vwap;
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BufDn25_Even[i] = current_vwap;
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}
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}
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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