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Indicators/MyIndicators/Quant/Autocorrelation_Pro.mq5

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+//+------------------------------------------------------------------+
+//|                                          Autocorrelation_Pro.mq5 |
+//|                                          Copyright 2026, xxxxxxxx|
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.00"
+#property description "Lag-1 Serial Correlation."
+#property description "Positive = Trend / Momentum. Negative = Mean Reversion."
+
+#property indicator_separate_window
+#property indicator_buffers 2
+#property indicator_plots   1
+
+// Levels
+#property indicator_level1 0.0
+#property indicator_levelcolor clrSilver
+#property indicator_levelstyle STYLE_DOT
+#property indicator_minimum -1.0
+#property indicator_maximum 1.0
+
+// Plot: Histogram
+#property indicator_label1  "AutoCorr"
+#property indicator_type1   DRAW_COLOR_HISTOGRAM
+// Colors: MeanRev(Red), Random(Gray), Trend(Green)
+#property indicator_color1  clrCrimson, clrGray, clrSpringGreen
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  2
+
+#include <MyIncludes\Autocorrelation_Calculator.mqh>
+
+//--- Parameters
+input int             InpPeriod      = 20;           // Window Size
+input double          InpThreshold   = 0.1;          // Significance Threshold
+input ENUM_APPLIED_PRICE InpPrice    = PRICE_CLOSE;
+
+//--- Buffers
+double BufAC[];
+double BufColors[]; // 0=Neg, 1=Neu, 2=Pos
+
+CAutocorrelationCalculator *g_calc;
+double g_price[];
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   SetIndexBuffer(0, BufAC, INDICATOR_DATA);
+   SetIndexBuffer(1, BufColors, INDICATOR_COLOR_INDEX);
+
+   string name = StringFormat("AutoCorr(%d)", InpPeriod);
+   IndicatorSetString(INDICATOR_SHORTNAME, name);
+   IndicatorSetInteger(INDICATOR_DIGITS, 2);
+
+   g_calc = new CAutocorrelationCalculator();
+   if(!g_calc.Init(InpPeriod))
+      return INIT_FAILED;
+
+   return(INIT_SUCCEEDED);
+  }
+
+void OnDeinit(const int r) { if(CheckPointer(g_calc)==POINTER_DYNAMIC) delete g_calc; }
+
+//+------------------------------------------------------------------+
+//| 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 < InpPeriod + 5)
+      return 0;
+
+// Calc
+   g_calc.Calculate(rates_total, prev_calculated, InpPrice, open, high, low, close, BufAC);
+
+// Color Logic
+   int start = (prev_calculated > 0) ? prev_calculated - 1 : InpPeriod;
+
+   for(int i = start; i < rates_total; i++)
+     {
+      double ac = BufAC[i];
+
+      if(ac > InpThreshold)
+         BufColors[i] = 2.0; // Green (Momentum)
+      else
+         if(ac < -InpThreshold)
+            BufColors[i] = 0.0; // Red (Mean Rev)
+         else
+            BufColors[i] = 1.0; // Gray (Random)
+     }
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+