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feat: add RVScore_Widget
This commit is contained in:
Toh4iem9
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//+------------------------------------------------------------------+
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//| RVScore_Widget_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"
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#property description "Rolling Volume-Weighted Z-Score (RV-Score) Chart HUD Widget."
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#property description "Displays real-time stationary RV-Score telemetry in the bottom-left corner with 7-zone thermal matrix."
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#property indicator_chart_window
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#property indicator_buffers 0
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#property indicator_plots 0
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//--- Included Core Suite Frameworks
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#include <MyIncludes\RVScore_Calculator.mqh>
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#include <MyIncludes\DataSync_Tools.mqh>
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//--- Candle Source Enum
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#ifndef ENUM_CANDLE_SOURCE_DEFINED
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#define ENUM_CANDLE_SOURCE_DEFINED
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enum ENUM_CANDLE_SOURCE
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{
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CANDLE_STANDARD, // Standard OHLC Data
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CANDLE_HEIKIN_ASHI // Heikin Ashi Smoothed Data
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};
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#endif
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//--- Inputs
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input group "--- Heads-Up Display Settings ---"
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M15; // Target Higher Timeframe (MTF)
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input int InpRefreshSeconds = 3; // Background Timer Fallback (Seconds)
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input group "--- Rolling VWAP Engine ---"
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input ENUM_ROLLING_TYPE InpRollingType = ROLLING_BARS; // Rolling Window Type
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input int InpRollingWindow = 144; // Rolling Window (Bars or Minutes)
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input int InpSigmaPeriod = 20; // Volatility Lookback (Sigma)
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input group "--- Calculation Settings ---"
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input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK; // Volume Type
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input ENUM_CANDLE_SOURCE InpCandleSource = CANDLE_STANDARD; // Candle Source
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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input group "--- Indicator Levels (Sigma Multiples) ---"
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input double InpLevelFlowHigh = 1.5; // High Warning Level (Bullish Flow)
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input double InpLevelFlowLow = -1.5; // Low Warning Level (Bearish Flow)
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input double InpLevelClimaxHigh = 2.0; // High Climax Level (Bullish Climax)
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input double InpLevelClimaxLow = -2.0; // Low Climax Level (Bearish Climax)
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input double InpLevelExtremeHigh = 2.5; // High Extreme Level (Bullish Exhaustion)
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input double InpLevelExtremeLow = -2.5; // Low Extreme Level (Bearish Exhaustion)
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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input group "--- Widget Placement (Pixels) ---"
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input int InpTableX = 20; // Widget X Offset (From Left)
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input int InpTableY = 30; // Widget Y Offset (From Bottom)
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input int InpFontSize = 9; // UI Font Size
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//--- Global HUD State Variables
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string g_prefix = "";
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bool g_updating = false;
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ulong g_last_update_ms = 0; // Throttle timestamp
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//+------------------------------------------------------------------+
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//| Heap-Free RV-Score Calculation for Widget Telemetry |
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//+------------------------------------------------------------------+
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double GetRVScoreValue(const string symbol, const ENUM_TIMEFRAMES tf)
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{
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// 1. Calculate Required Lookback History Dynamically
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int required_bars = 50;
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if(InpRollingType == ROLLING_BARS)
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{
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required_bars = InpRollingWindow + InpSigmaPeriod + 10;
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}
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else // ROLLING_TIME
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{
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int tf_sec = PeriodSeconds(tf);
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if(tf_sec < 1)
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tf_sec = 60;
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int bars_in_time = (int)(((long)InpRollingWindow * 60) / tf_sec) + 10;
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required_bars = bars_in_time + InpSigmaPeriod + 10;
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}
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required_bars = MathMin(required_bars, 3000); // Enterprise memory safeguard
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// 2. Asynchronous Data Readiness Verification
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if(!CDataSync::EnsureHTFDataReady(symbol, tf, required_bars))
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return EMPTY_VALUE;
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int htf_bars = iBars(symbol, tf);
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if(htf_bars < required_bars)
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return EMPTY_VALUE;
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int count = MathMin(htf_bars, required_bars);
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// 3. Fetch Pricing & Volume Caches
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double h_open[], h_high[], h_low[], h_close[];
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long h_tick_vol[], h_vol[];
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datetime h_time[];
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ArrayResize(h_open, count);
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ArraySetAsSeries(h_open, false);
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ArrayResize(h_high, count);
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ArraySetAsSeries(h_high, false);
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ArrayResize(h_low, count);
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ArraySetAsSeries(h_low, false);
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ArrayResize(h_close, count);
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ArraySetAsSeries(h_close, false);
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ArrayResize(h_tick_vol, count);
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ArraySetAsSeries(h_tick_vol, false);
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ArrayResize(h_vol, count);
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ArraySetAsSeries(h_vol, false);
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ArrayResize(h_time, count);
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ArraySetAsSeries(h_time, false);
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if(CopyTime(symbol, tf, 0, count, h_time) != count ||
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CopyOpen(symbol, tf, 0, count, h_open) != count ||
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CopyHigh(symbol, tf, 0, count, h_high) != count ||
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CopyLow(symbol, tf, 0, count, h_low) != count ||
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CopyClose(symbol, tf, 0, count, h_close) != count ||
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CopyTickVolume(symbol, tf, 0, count, h_tick_vol) != count)
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{
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return EMPTY_VALUE;
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}
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long vol_limit = (long)SymbolInfoDouble(symbol, SYMBOL_VOLUME_LIMIT);
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if(vol_limit > 0)
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CopyRealVolume(symbol, tf, 0, count, h_vol);
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else
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ArrayCopy(h_vol, h_tick_vol, 0, 0, count);
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// 4. Heap-Free Stack Calculator Execution (Zero Leaks, Deterministic Lifecycle)
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CRVScoreCalculator calc;
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bool is_ha = (InpCandleSource == CANDLE_HEIKIN_ASHI);
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if(!calc.Init(InpSigmaPeriod, InpRollingType, InpRollingWindow, InpVolumeType, is_ha))
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return EMPTY_VALUE;
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double h_res[];
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ArrayResize(h_res, count);
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ArraySetAsSeries(h_res, false);
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ArrayInitialize(h_res, 0.0);
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calc.Calculate(count, 0, h_time, h_open, h_high, h_low, h_close, h_tick_vol, h_vol, h_res);
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return h_res[count - 1];
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}
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//+------------------------------------------------------------------+
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//| CreateButton (HUD Flat Element Primitive) |
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//+------------------------------------------------------------------+
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void CreateButton(const string name, const string text, const int x, const int y, const int w, const int h, const color bg_color, const color text_color)
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{
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if(ObjectFind(0, name) < 0)
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{
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ObjectCreate(0, name, OBJ_BUTTON, 0, 0, 0);
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ObjectSetInteger(0, name, OBJPROP_CORNER, CORNER_LEFT_LOWER); // Fixed Lower-Left Anchor
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ObjectSetInteger(0, name, OBJPROP_FONTSIZE, InpFontSize);
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ObjectSetString(0, name, OBJPROP_FONT, "Trebuchet MS");
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ObjectSetInteger(0, name, OBJPROP_BORDER_TYPE, BORDER_FLAT);
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ObjectSetInteger(0, name, OBJPROP_SELECTABLE, false);
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}
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ObjectSetInteger(0, name, OBJPROP_XDISTANCE, x);
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ObjectSetInteger(0, name, OBJPROP_YDISTANCE, y);
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ObjectSetInteger(0, name, OBJPROP_XSIZE, w);
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ObjectSetInteger(0, name, OBJPROP_YSIZE, h);
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ObjectSetString(0, name, OBJPROP_TEXT, text);
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ObjectSetInteger(0, name, OBJPROP_BGCOLOR, bg_color);
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ObjectSetInteger(0, name, OBJPROP_COLOR, text_color);
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}
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//+------------------------------------------------------------------+
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//| RenderRVScoreCell (Dynamic 7-Zone Super-Thermal Palette) |
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//+------------------------------------------------------------------+
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void RenderRVScoreCell(const string symbol, const double val, const int x, const int y, const int w, const int h)
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{
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string name = g_prefix + "_" + symbol + "_RVScore";
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string text = "";
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color bg_color = clrWhite;
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color text_color = clrBlack;
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if(val == EMPTY_VALUE)
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{
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text = "Sync...";
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bg_color = clrWhite;
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text_color = clrSilver;
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}
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else
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{
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text = DoubleToString(val, 2) + " σ";
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// Symmetrical 7-Zone Super-Thermal Matrix
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if(val >= InpLevelExtremeHigh)
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{
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bg_color = clrMidnightBlue; // Bull Extreme -> Liquidity Exhaustion Climax
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text_color = clrWhite;
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}
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else
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if(val >= InpLevelClimaxHigh)
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{
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bg_color = clrDeepSkyBlue; // Bull Climax
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text_color = clrWhite;
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}
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else
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if(val >= InpLevelFlowHigh)
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{
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bg_color = clrLightSkyBlue; // Bull Flow Expansion
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text_color = clrBlack;
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}
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else
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if(val <= InpLevelExtremeLow)
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{
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bg_color = clrDarkRed; // Bear Extreme -> Panic Capitulation Floor
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text_color = clrWhite;
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}
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else
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if(val <= InpLevelClimaxLow)
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{
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bg_color = clrOrangeRed; // Bear Climax
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text_color = clrWhite;
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}
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else
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if(val <= InpLevelFlowLow)
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{
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bg_color = clrCoral; // Bear Flow Expansion
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text_color = clrBlack;
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}
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else
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{
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bg_color = clrWhite; // Stationary Equilibrium / Noise Zone
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text_color = clrDarkGray;
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}
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}
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CreateButton(name, text, x, y, w, h, bg_color, text_color);
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}
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//+------------------------------------------------------------------+
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//| RenderDashboard (HUD Layout Engine) |
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//+------------------------------------------------------------------+
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void RenderDashboard()
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{
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if(g_updating)
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return;
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g_updating = true;
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int col_w_sym = 100;
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int col_w_rv = 90;
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int row_h = 22;
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string sym = _Symbol;
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// 1. Render Table Header (Placed above baseline Y - Y grows upwards)
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int header_y = InpTableY + row_h + 2;
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string tf_name = StringSubstr(EnumToString(InpTimeframe), 7);
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CreateButton(g_prefix + "H_Sym", "Symbol (" + tf_name + ")", InpTableX, header_y, col_w_sym, row_h, clrDarkSlateGray, clrWhite);
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CreateButton(g_prefix + "H_RVS", "RV-Score", InpTableX + col_w_sym + 2, header_y, col_w_rv, row_h, clrDarkSlateGray, clrWhite);
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// 2. Render Data Row (Placed at baseline Y)
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int row_y = InpTableY;
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CreateButton(g_prefix + "_SymLbl_" + sym, sym, InpTableX, row_y, col_w_sym, row_h, clrLightGray, clrBlack);
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// Calculate and Render RV-Score cell
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double rv_val = GetRVScoreValue(sym, InpTimeframe);
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RenderRVScoreCell(sym, rv_val, InpTableX + col_w_sym + 2, row_y, col_w_rv, row_h);
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ChartRedraw(0);
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g_updating = false;
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}
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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g_updating = false;
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g_last_update_ms = 0;
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g_prefix = StringFormat("RVSW_%I64d_", ChartID());
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ObjectsDeleteAll(0, g_prefix);
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RenderDashboard();
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EventSetTimer(InpRefreshSeconds);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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EventKillTimer();
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ObjectsDeleteAll(0, g_prefix);
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ChartRedraw(0);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator calculation iteration |
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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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// GUI Throttling: Enforce maximum 5 UI updates per second (200ms)
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ulong current_ms = GetTickCount64();
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if(current_ms - g_last_update_ms >= 200)
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{
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g_last_update_ms = current_ms;
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RenderDashboard();
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}
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return rates_total;
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}
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//+------------------------------------------------------------------+
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//| OnTimer Event Handler (Data Synchronization & Fallback Daemon) |
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//+------------------------------------------------------------------+
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void OnTimer()
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{
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RenderDashboard();
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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@@ -0,0 +1,251 @@
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# Rolling Volume-Weighted Z-Score (RV-Score) Widget Pro (v2.00)
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Single-Asset Real-Time Heads-Up Display (HUD) Telemetry & Statistical Execution Filter
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---
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## 1. Summary (Introduction)
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**RV-Score Widget Pro** is an ultra-lightweight, institutional-grade Heads-Up Display (HUD) engine designed to project real-time **Rolling Volume-Weighted Z-Score (RV-Score)** telemetry directly onto the main trading chart window.
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Rather than consuming precious vertical chart real estate with separate oscillator subwindows, the widget renders a compact, two-tiered telemetry dashboard anchored permanently in the bottom-left corner (`CORNER_LEFT_LOWER`). It enables algorithmic and discretionary traders to instantly quantify whether the active asset is trading at institutional fair value, within a healthy trend expansion flow, or in an unsustainable statistical climax.
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```text
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┌────────────────────────────────────────────────────────────────────────┐
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│ RV-SCORE HUD TELEMETRY LAYOUT │
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├────────────────────────────────────────────────────────────────────────┤
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│ │
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│ Y + 24px ──▶ ┌──────────────────────┬────────────────────┐ │
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│ (Header) │ Symbol (M15) │ RV-Score │ │
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│ ├──────────────────────┼────────────────────┤ │
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│ Y + 00px ──▶ │ BTCUSD │ +2.14 σ │ │
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│ (Data Row) └──────────────────────┴────────────────────┘ │
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│ ▲ ▲ │
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│ X = InpTableX X + 102px │
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│ │
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│ Anchored at: CORNER_LEFT_LOWER (Coordinates Grow Upwards) │
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└────────────────────────────────────────────────────────────────────────┘
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```
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### Why Use an HUD Widget Over a Subwindow Oscillator?
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- **Zero Chart Clutter:** Keeps price action, order flow footprints, and market structure levels completely unobstructed.
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- **Higher-Timeframe Execution Overlay:** Allows lower-timeframe execution traders (e.g., M1 or M5) to monitor higher-timeframe momentum (e.g., M15 or H1 RV-Score) on every incoming tick.
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- **Instant Thermal Context:** Translates continuous floating-point sigma deviations into discrete institutional states via the Symmetrical 7-Zone Super-Thermal Palette.
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---
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## 2. Mathematical Foundations & Telemetry Kernel
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```text
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Sigma (σ) Thermal State Market State
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════════════════════════════════════════════════════════════════════════════════════
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≥ +2.5σ clrMidnightBlue Bullish Extreme Exhaustion
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+2.0σ ... +2.5σ clrDeepSkyBlue Bullish Climax
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+1.5σ ... +2.0σ clrLightSkyBlue Bullish Volume Flow
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────────────────────────────────────────────────────────────────────────────────────
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-1.5σ ... +1.5σ clrWhite / clrDarkGray Equilibrium / Noise
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────────────────────────────────────────────────────────────────────────────────────
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-2.0σ ... -1.5σ clrCoral Bearish Volume Flow
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-2.5σ ... -2.0σ clrOrangeRed Bearish Climax
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≤ -2.5σ clrDarkRed Bearish Extreme Capitulation
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```
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### 2.1. Continuous Rolling Normalization Kernel
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For the target higher timeframe $\text{TF}$, the widget executes the continuous dispersion formula on the latest completed and active bars:
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$$\text{RV-Score}_t = \frac{\text{Close}_t - \mu_{\text{RVWAP}, t}}{\sigma_{\text{Rolling}, t}}$$
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where $\mu_{\text{RVWAP}, t}$ is the prefix-sum integrated Rolling VWAP and $\sigma_{\text{Rolling}, t}$ is the rolling standard deviation of differences over lookback period $P = \text{InpSigmaPeriod}$.
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### 2.2. Deterministic Lookback History Resolution
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To eliminate the floating lookback estimation errors common in anchored VWAP widgets, RV-Score Widget Pro computes its exact historical data requirement deterministically:
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#### Bar-Based Window (`ROLLING_BARS`)
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$$\text{RequiredBars} = \min \Big( \text{InpRollingWindow} + \text{InpSigmaPeriod} + 10, \; 3000 \Big)$$
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#### Time-Based Window (`ROLLING_TIME`)
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$$\text{BarsInWindow} = \left\lfloor \frac{\text{InpRollingWindow} \times 60}{\text{PeriodSeconds}(\text{InpTimeframe})} \right\rfloor + 10$$
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$$\text{RequiredBars} = \min \Big( \text{BarsInWindow} + \text{InpSigmaPeriod} + 10, \; 3000 \Big)$$
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### 2.3. Symmetrical 7-Zone Super-Thermal Matrix
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| Sigma Multiples ($\sigma$) | Background Color | Text Color | State Classification | Institutional Market Regime |
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| :---: | :---: | :---: | :--- | :--- |
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| **$\ge +2.50\sigma$** | `clrMidnightBlue` | `clrWhite` | **Bullish Extreme** | Severe liquidity exhaustion; high short-squeeze fade risk. |
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| **$+2.00\sigma \dots +2.49\sigma$** | `clrDeepSkyBlue` | `clrWhite` | **Bullish Climax** | Overbought statistical expansion; profit-taking zone. |
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| **$+1.50\sigma \dots +1.99\sigma$** | `clrLightSkyBlue` | `clrBlack` | **Bullish Flow** | Active institutional accumulation; markup expansion. |
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| **$-1.49\sigma \dots +1.49\sigma$** | `clrWhite` | `clrDarkGray` | **Neutral / Equilibrium** | Fair-value mean oscillation; chop/consolidation noise. |
|
||||
| **$-1.99\sigma \dots -1.50\sigma$** | `clrCoral` | `clrBlack` | **Bearish Flow** | Active institutional distribution; markdown expansion. |
|
||||
| **$-2.49\sigma \dots -2.00\sigma$** | `clrOrangeRed` | `clrWhite` | **Bearish Climax** | Oversold statistical expansion; short covering expected. |
|
||||
| **$\le -2.50\sigma$** | `clrDarkRed` | `clrWhite` | **Bearish Extreme** | Panic liquidation capitulation floor; mean-reversion setup. |
|
||||
|
||||
---
|
||||
|
||||
## 3. MQL5 Architecture & GUI Standards
|
||||
|
||||
```text
|
||||
|
||||
┌────────────────────────────────────────────────────────┐
|
||||
│ DataSync_Tools.mqh │
|
||||
│ (Stateless Multi-Timeframe Data Integrity Daemon) │
|
||||
└──────────────────────────┬─────────────────────────────┘
|
||||
│ Validates Target TF Bar Count
|
||||
▼
|
||||
┌────────────────────────────────────────────────────────┐
|
||||
│ RVScore_Calculator.mqh │
|
||||
│ (Stack-Only Execution: Zero Heap Allocation) │
|
||||
└──────────────────────────┬─────────────────────────────┘
|
||||
│ Generates Live Sigma Reading
|
||||
▼
|
||||
┌────────────────────────────────────────────────────────┐
|
||||
│ RVScore_Widget_Pro.mq5 │
|
||||
│ (GUI Engine: 200ms Throttled HUD, CORNER_LEFT_LOWER) │
|
||||
└────────────────────────────────────────────────────────┘
|
||||
|
||||
```
|
||||
|
||||
### 3.1. The Heap-Free Stack Mandate
|
||||
|
||||
To guarantee sub-millisecond execution without memory leaks or garbage collection pauses, the telemetry calculation function `GetRVScoreValue()` instantiates the math engine strictly on the CPU stack:
|
||||
|
||||
```mql5
|
||||
CRVScoreCalculator calc; // Local stack allocation - Zero new/delete overhead
|
||||
```
|
||||
|
||||
The object is automatically allocated and destroyed within the function scope, entirely eliminating memory leaks and dangling pointer risks.
|
||||
|
||||
### 3.2. 2026 GUI Throttling Framework
|
||||
|
||||
Rapid tick updates during high-volatility events can saturate the MetaTrader UI thread, causing chart lag. The widget enforces a hard **200 ms rate limiter**:
|
||||
|
||||
```mql5
|
||||
ulong current_ms = GetTickCount64();
|
||||
if(current_ms - g_last_update_ms >= 200)
|
||||
{
|
||||
g_last_update_ms = current_ms;
|
||||
RenderDashboard();
|
||||
}
|
||||
```
|
||||
|
||||
This caps chart redraws to a maximum of 5 FPS while preserving absolute numerical freshness.
|
||||
|
||||
### 3.3. Bottom-Left Coordinate Geometry
|
||||
|
||||
The widget is anchored strictly at `CORNER_LEFT_LOWER`. In this mode, the Y-coordinate increases **upward**:
|
||||
|
||||
- **Data Row:** Placed at `Y = InpTableY` (closest to bottom).
|
||||
- **Header Row:** Placed at `Y = InpTableY + row_h + 2` (stacked directly above the data row).
|
||||
|
||||
---
|
||||
|
||||
## 4. Parameters Reference
|
||||
|
||||
### Heads-Up Display Settings
|
||||
|
||||
- `InpTimeframe` (*default: `PERIOD_M15`*): Target higher timeframe to sample for RV-Score telemetry. Allows higher-timeframe scoring on lower-timeframe execution charts.
|
||||
- `InpRefreshSeconds` (*default: `3`*): Fallback timer interval in seconds. Triggers GUI updates during low-volume or off-market periods via `OnTimer()`.
|
||||
|
||||
### Rolling VWAP Engine
|
||||
|
||||
- `InpRollingType` (*default: `ROLLING_BARS`*):
|
||||
- `ROLLING_BARS`: Sliding window of fixed bar count.
|
||||
- `ROLLING_TIME`: Continuous physical time window in minutes.
|
||||
- `InpRollingWindow` (*default: `144`*): Horizon length (bars or minutes depending on `InpRollingType`).
|
||||
- `InpSigmaPeriod` (*default: `20`*): Volatility lookback ($P$) for standard deviation variance calculation.
|
||||
|
||||
### Calculation Settings
|
||||
|
||||
- `InpVolumeType` (*default: `VOLUME_TICK`*): Volume data source (`VOLUME_TICK` or `VOLUME_REAL`). Automatically falls back to tick volume if real volume is unavailable.
|
||||
- `InpCandleSource` (*default: `CANDLE_STANDARD`*): Input price type (`CANDLE_STANDARD` or `CANDLE_HEIKIN_ASHI`).
|
||||
|
||||
### Indicator Levels (Sigma Multiples)
|
||||
|
||||
- `InpLevelFlowHigh` (*default: `1.5`*): Bullish Flow warning boundary.
|
||||
- `InpLevelFlowLow` (*default: `-1.5`*): Bearish Flow warning boundary.
|
||||
- `InpLevelClimaxHigh` (*default: `2.0`*): Bullish Climax threshold (`clrDeepSkyBlue`).
|
||||
- `InpLevelClimaxLow` (*default: `-2.0`*): Bearish Climax threshold (`clrOrangeRed`).
|
||||
- `InpLevelExtremeHigh` (*default: `2.5`*): Extreme Exhaustion ceiling (`clrMidnightBlue`).
|
||||
- `InpLevelExtremeLow` (*default: `-2.5`*): Extreme Capitulation floor (`clrDarkRed`).
|
||||
|
||||
### Widget Placement (Pixels)
|
||||
|
||||
- `InpTableX` (*default: `20`*): Horizontal pixel offset from the left edge of the chart.
|
||||
- `InpTableY` (*default: `30`*): Vertical pixel offset from the bottom edge of the chart.
|
||||
- `InpFontSize` (*default: `9`*): Font size applied to HUD table buttons.
|
||||
|
||||
---
|
||||
|
||||
## 5. Quantitative Trading Playbooks & HUD Use-Cases
|
||||
|
||||
```text
|
||||
|
||||
┌────────────────────────────────────────────────────────────────────────┐
|
||||
│ RV-SCORE HUD EXECUTION PLAYBOOKS │
|
||||
├────────────────────────────────────────────────────────────────────────┤
|
||||
│ 1. HTF Trend-Flow Scalp Filter: Only take M1/M5 long pullbacks when │
|
||||
│ the HUD displays LightSkyBlue (+1.5σ). │
|
||||
│ 2. Statistical Climax Fade: Prepare mean-reversion counter-trades │
|
||||
│ when HUD turns DeepSkyBlue or Red. │
|
||||
│ 3. Neutral Equilibrium Squeeze: Anticipate breakouts when HUD rests in │
|
||||
│ the White zone (|RV-Score| < 0.5σ). │
|
||||
└────────────────────────────────────────────────────────────────────────┘
|
||||
|
||||
```
|
||||
|
||||
### 5.1. Multi-Timeframe Trend-Flow Filter (M15 Telemetry on M1/M5 Chart)
|
||||
|
||||
- **Objective:** Prevent taking lower-timeframe trades against higher-timeframe institutional volume expansion.
|
||||
- **Execution Rules:**
|
||||
- Attach `RVScore_Widget_Pro` with `InpTimeframe = PERIOD_M15` to an **M1 or M5 execution chart**.
|
||||
- **Bullish Regime:** If the HUD displays **`+1.50 σ ... +2.00 σ` (LightSkyBlue)**, M15 volume is in active markup $\rightarrow$ Take **Long pullback entries only**. Reject all short signals.
|
||||
- **Bearish Regime:** If the HUD displays **`-1.50 σ ... -2.00 σ` (Coral)**, M15 volume is in active markdown $\rightarrow$ Take **Short breakdown entries only**.
|
||||
|
||||
### 5.2. Statistical Climax & Liquidity Exhaustion Alert
|
||||
|
||||
- **Context:** Price makes an aggressive intraday surge, reaching critical resistance.
|
||||
- **Execution Rules:**
|
||||
- Observe the RV-Score HUD value.
|
||||
- If the cell turns **`DeepSkyBlue` ($\ge +2.0\sigma$)** or **`MidnightBlue` ($\ge +2.5\sigma$)**, price is statistically overextended relative to the volume transacted over the rolling window.
|
||||
- **Action:** Tighten trailing stop-losses on long positions immediately; look for lower-timeframe bearish market structure breaks (CHoCH) to initiate high-R/R counter-trend short entries back toward $0.0\sigma$.
|
||||
|
||||
### 5.3. Equilibrium Squeeze & Compression Breakout
|
||||
|
||||
- **Context:** Market consolidates inside a tight trading range.
|
||||
- **Execution Rules:**
|
||||
- When the HUD displays **`White`** with a low absolute value ($|\text{RV-Score}| \le 0.3\sigma$), price is tightly anchored to its volume-weighted mean (volatility compression).
|
||||
- Place bracket breakout orders or wait for the HUD to flash **`LightSkyBlue`** or **`Coral`** to confirm institutional commitment before entering.
|
||||
|
||||
---
|
||||
|
||||
## 6. Technical Specifications & Object Hierarchy
|
||||
|
||||
### Chart Object Naming Convention
|
||||
|
||||
All graphical elements are dynamically created using flat `OBJ_BUTTON` primitives and tagged with a chart-unique prefix to prevent multi-instance collisions:
|
||||
|
||||
$$\text{Object Prefix} = \text{"RVSW\_"} + \text{ChartID()} + \text{"\_"}$$
|
||||
|
||||
| Object Name Pattern | Type | Layer | Purpose |
|
||||
| :--- | :---: | :---: | :--- |
|
||||
| `RVSW_[ID]_H_Sym` | `OBJ_BUTTON` | Header | Displays target symbol name and selected timeframe (e.g., `Symbol (M15)`). |
|
||||
| `RVSW_[ID]_H_RVS` | `OBJ_BUTTON` | Header | Static column header (`RV-Score`). |
|
||||
| `RVSW_[ID]__SymLbl_[Symbol]` | `OBJ_BUTTON` | Data | Static asset identification cell (e.g., `BTCUSD`). |
|
||||
| `RVSW_[ID]_[Symbol]_RVScore` | `OBJ_BUTTON` | Data | Dynamic telemetry cell displaying numeric $\sigma$ and 7-zone thermal color. |
|
||||
|
||||
### Lifecycle & Clean Exit Guarantee
|
||||
|
||||
Upon indicator removal or chart profile changes (`OnDeinit`), the widget invokes:
|
||||
|
||||
```mql5
|
||||
ObjectsDeleteAll(0, g_prefix);
|
||||
ChartRedraw(0);
|
||||
```
|
||||
|
||||
This guarantees that **zero leftover graphical artifacts, text tags, or memory objects remain on the chart**.
|
||||
Reference in New Issue
Block a user