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refactor: Upgraded with corrected color polarity, dynamic horizontal levels input panel, smoothed Signal line (with VWMA support) and chronological safety

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Toh4iem9
2026-07-07 15:00:53 +02:00
parent 981e5a25b6
commit a1cccf314b
1 changed files with 146 additions and 48 deletions
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Indicators/MyIndicators/Quant/VScore_Pro.mq5
+146 -48
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@@ -3,74 +3,141 @@
//| Copyright 2026, xxxxxxxx| //| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx" #property copyright "Copyright 2026, xxxxxxxx"
#property version "2.10" // Simplified 5-Zone Thermal Heatmap #property version "2.20" // Upgraded with corrected color polarity, dynamic horizontal levels input panel, smoothed Signal line (with VWMA support) and chronological safety
#property description "Professional V-Score (VWAP Z-Score)." #property description "Professional V-Score (VWAP Z-Score)."
#property description "5-Zone logic: Neutral, Flow (Bull/Bear), Extreme (Bull/Bear)" #property description "5-Zone logic: Neutral, Flow (Bull/Bear), Extreme (Bull/Bear)"
#property indicator_separate_window #property indicator_separate_window
#property indicator_buffers 2 #property indicator_buffers 3
#property indicator_plots 1 #property indicator_plots 2
//--- Institutional Levels Configuration //--- Plot 1: Color Histogram (Swapped Bull/Bear Thermal Palette)
#property indicator_level1 2.5
#property indicator_level2 2.0
#property indicator_level3 1.5 // Point of No Return
#property indicator_level4 -1.5 // Point of No Return
#property indicator_level5 -2.0
#property indicator_level6 -2.5
// Level Colors & Styles
#property indicator_levelcolor clrSilver
#property indicator_levelstyle STYLE_DOT
//--- Plot: Color Histogram (5-Zone Thermal Palette)
#property indicator_label1 "V-Score" #property indicator_label1 "V-Score"
#property indicator_type1 DRAW_COLOR_HISTOGRAM #property indicator_type1 DRAW_COLOR_HISTOGRAM
// Swapped Palette:
// 5-Color Palette:
// 0: Noise/Neutral (Gray) // 0: Noise/Neutral (Gray)
// 1: Bull Flow (Coral - warming up) // 1: Bullish Flow (LightSkyBlue)
// 2: Bull Extreme (OrangeRed - hot/overbought) // 2: Bullish Climax (DeepSkyBlue)
// 3: Bear Flow (LightSkyBlue - cooling down) // 3: Bearish Flow (Coral)
// 4: Bear Extreme (DeepSkyBlue - freezing/oversold) // 4: Bearish Climax (OrangeRed)
#property indicator_color1 clrGray, clrCoral, clrOrangeRed, clrLightSkyBlue, clrDeepSkyBlue #property indicator_color1 clrGray, clrLightSkyBlue, clrDeepSkyBlue, clrCoral, clrOrangeRed
#property indicator_style1 STYLE_SOLID #property indicator_style1 STYLE_SOLID
#property indicator_width1 2 #property indicator_width1 2
//--- Plot 2: Optional Smoothed Signal Line
#property indicator_label2 "Signal"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrFireBrick
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
#include <MyIncludes\VScore_Calculator.mqh> #include <MyIncludes\VScore_Calculator.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
//--- Input Parameters //--- Input Parameters
input int InpPeriod = 20; // Volatility Lookback input group "V-Score Settings"
input ENUM_VWAP_PERIOD InpVWAPReset = PERIOD_SESSION; // VWAP Anchor input int InpPeriod = 20; // Volatility Lookback
input ENUM_VWAP_PERIOD InpVWAPReset = PERIOD_SESSION; // VWAP Anchor
input group "Signal Line Settings"
input bool InpShowSignal = true; // Show Signal Line?
input int InpSignalPeriod = 5; // Signal Line Period
input ENUM_MA_TYPE InpSignalType = SMA; // Signal Line MA Type
input group "Indicator Levels"
input double InpLevelFlowHigh = 1.5; // High Warning Level (Bullish Flow)
input double InpLevelFlowLow = -1.5; // Low Warning Level (Bearish Flow)
input double InpLevelClimaxHigh = 2.0; // High Climax Level (Bullish Climax)
input double InpLevelClimaxLow = -2.0; // Low Climax Level (Bearish Climax)
input double InpLevelExtremeHigh= 2.5; // High Exhaustion Level
input double InpLevelExtremeLow = -2.5; // Low Exhaustion Level
input color InpLevelColor = clrSilver; // Levels Color
input ENUM_LINE_STYLE InpLevelStyle = STYLE_DOT; // Levels Style
//--- Buffers //--- Buffers
double ExtVScoreBuffer[]; double ExtVScoreBuffer[];
double ExtColorsBuffer[]; double ExtColorsBuffer[];
double ExtSignalBuffer[];
//--- Global Engine //--- Volume Cache to support Volume-Weighted types (VWMA) on custom arrays
CVScoreCalculator *g_calc; double g_double_volume[];
//--- Global Engines
CVScoreCalculator *g_calc;
CMovingAverageCalculator *g_signal_calculator;
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//| OnInit | //| OnInit |
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
int OnInit() int OnInit()
{ {
//--- Bind Buffers
SetIndexBuffer(0, ExtVScoreBuffer, INDICATOR_DATA); SetIndexBuffer(0, ExtVScoreBuffer, INDICATOR_DATA);
SetIndexBuffer(1, ExtColorsBuffer, INDICATOR_COLOR_INDEX); SetIndexBuffer(1, ExtColorsBuffer, INDICATOR_COLOR_INDEX);
SetIndexBuffer(2, ExtSignalBuffer, INDICATOR_DATA);
ArraySetAsSeries(ExtVScoreBuffer, false); ArraySetAsSeries(ExtVScoreBuffer, false);
ArraySetAsSeries(ExtColorsBuffer, false); ArraySetAsSeries(ExtColorsBuffer, false);
ArraySetAsSeries(ExtSignalBuffer, false);
string name = StringFormat("V-Score Pro(%d)", InpPeriod); //--- Dynamically configure horizontal levels to support custom input parameters
IndicatorSetString(INDICATOR_SHORTNAME, name); IndicatorSetInteger(INDICATOR_LEVELS, 6);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 0, InpLevelFlowHigh);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 1, InpLevelFlowLow);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 2, InpLevelClimaxHigh);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 3, InpLevelClimaxLow);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 4, InpLevelExtremeHigh);
IndicatorSetDouble(INDICATOR_LEVELVALUE, 5, InpLevelExtremeLow);
IndicatorSetInteger(INDICATOR_LEVELCOLOR, InpLevelColor);
IndicatorSetInteger(INDICATOR_LEVELSTYLE, InpLevelStyle);
//--- Configure Core V-Score Calculator
g_calc = new CVScoreCalculator(); g_calc = new CVScoreCalculator();
if(!g_calc.Init(InpPeriod, InpVWAPReset)) if(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpPeriod, InpVWAPReset))
{ {
Print("Error: Failed to initialize VScore Calculator."); Print("Error: Failed to initialize VScore Calculator.");
return INIT_FAILED; return INIT_FAILED;
} }
//--- Configure Optional Signal Line Calculator
if(InpShowSignal)
{
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
PlotIndexSetString(1, PLOT_LABEL, "Signal");
g_signal_calculator = new CMovingAverageCalculator();
if(CheckPointer(g_signal_calculator) == POINTER_INVALID || !g_signal_calculator.Init(InpSignalPeriod, InpSignalType))
{
Print("Error: Failed to initialize Signal Line Calculator Engine.");
return INIT_FAILED;
}
}
else
{
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
PlotIndexSetString(1, PLOT_LABEL, NULL);
}
//--- Dynamically set the indicator short name
string name = StringFormat("V-Score Pro(%d)", InpPeriod);
string short_name = "";
if(InpShowSignal)
{
string sig_name = EnumToString(InpSignalType);
StringToUpper(sig_name);
short_name = StringFormat("%s %s(%d)", name, sig_name, InpSignalPeriod);
}
else
{
short_name = name;
}
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
PlotIndexSetString(0, PLOT_LABEL, "V-Score");
IndicatorSetInteger(INDICATOR_DIGITS, 2);
return(INIT_SUCCEEDED); return(INIT_SUCCEEDED);
} }
@@ -79,8 +146,10 @@ int OnInit()
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
void OnDeinit(const int reason) void OnDeinit(const int reason)
{ {
if(CheckPointer(g_calc) == POINTER_DYNAMIC) if(CheckPointer(g_calc) != POINTER_INVALID)
delete g_calc; delete g_calc;
if(CheckPointer(g_signal_calculator) != POINTER_INVALID)
delete g_signal_calculator;
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
@@ -100,37 +169,66 @@ int OnCalculate(const int rates_total,
if(rates_total < InpPeriod) if(rates_total < InpPeriod)
return 0; return 0;
// 1. Calculate Core Mathematical Values (O(1) Engine) if(CheckPointer(g_calc) == POINTER_INVALID)
return 0;
//--- Force strict chronological indexing for state-safety on input price arrays
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
//--- Convert long volume to double cache array in O(1) incrementally
ArrayResize(g_double_volume, rates_total);
int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0;
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
if(volume_limit > 0)
{
for(int i = start_sync; i < rates_total; i++)
g_double_volume[i] = (double)volume[i];
}
else
{
for(int i = start_sync; i < rates_total; i++)
g_double_volume[i] = (double)tick_volume[i];
}
//--- 1. Calculate Core Mathematical Values (O(1) Engine)
g_calc.Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, ExtVScoreBuffer); g_calc.Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, ExtVScoreBuffer);
// 2. Simplified 5-Zone Color Mapping Loop //--- 2. Calculate Optional Signal Line on top of V-Score values (Handles VWMA dynamically)
if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
{
g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, ExtVScoreBuffer, g_double_volume, ExtSignalBuffer, InpPeriod);
}
//--- 3. Apply Dynamic 5-Zone Corrected Thermal Color Mapping Loop (O(1) incremental)
int start = (prev_calculated > 0) ? prev_calculated - 1 : 0; int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
for(int i = start; i < rates_total; i++) for(int i = start; i < rates_total; i++)
{ {
double v = ExtVScoreBuffer[i]; double v = ExtVScoreBuffer[i];
// -- Bullish Scenarios (Price > VWAP) -- //--- Swapped Corrected 5-Zone Thermal Color Mapping
if(v >= 2.0) // Positive Deviation -> Bluish Upward Flow (Index 1 & 2)
ExtColorsBuffer[i] = 2.0; // Bull Extreme (Hot) -> OrangeRed // Negative Deviation -> Reddish Downward Flow (Index 3 & 4)
if(v >= InpLevelClimaxHigh)
ExtColorsBuffer[i] = 2.0; // Index 2: DeepSkyBlue Climax (Bullish)
else else
if(v >= 1.5) if(v >= InpLevelFlowHigh)
ExtColorsBuffer[i] = 1.0; // Bull Flow (Warming) -> Coral ExtColorsBuffer[i] = 1.0; // Index 1: LightSkyBlue Flow (Bullish)
// -- Bearish Scenarios (Price < VWAP) --
else else
if(v <= -2.0) if(v <= InpLevelClimaxLow)
ExtColorsBuffer[i] = 4.0; // Bear Extreme (Freezing) -> DeepSkyBlue ExtColorsBuffer[i] = 4.0; // Index 4: OrangeRed Climax (Bearish)
else else
if(v <= -1.5) if(v <= InpLevelFlowLow)
ExtColorsBuffer[i] = 3.0; // Bear Flow (Cooling) -> LightSkyBlue ExtColorsBuffer[i] = 3.0; // Index 3: Coral Flow (Bearish)
// -- Neutral Scenario --
else else
ExtColorsBuffer[i] = 0.0; // Noise -> Gray ExtColorsBuffer[i] = 0.0; // Index 0: Gray Neutral
} }
return(rates_total); return(rates_total);
} }
//+------------------------------------------------------------------+ //+------------------------------------------------------------------+
//+------------------------------------------------------------------+