refactor: Upgraded to 5-Zone Thermal Kinetics and dual-threshold coloring

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Toh4iem9
2026-06-22 11:54:03 +02:00
parent 215447e92f
commit c7c972746d
+45 -29
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@@ -20,9 +20,8 @@ We apply classical kinematic principles to financial price action to extract the
* **Formula:** * **Formula:**
$$\text{Velocity}_t = \frac{P_t - P_{t-N}}{N \times \text{ATR}_t}$$ $$\text{Velocity}_t = \frac{P_t - P_{t-N}}{N \times \text{ATR}_t}$$
* **Interpretation:** Measures the net displacement. How far did the price actually get? Visualized as a colored histogram. * **Interpretation:** Measures the net displacement. How far did the price actually get? Visualized as a colored histogram.
* **Green (Momentum High):** Fast upward expansion. * **Persistent Momentum:** Fast directional expansion.
* **Red (Momentum Low):** Fast downward expansion. * **Neutral Noise:** Volatility contraction or directionless consolidation.
* **Gray (Neutral Noise):** Volatility contraction or directionless noise.
### B. Speed (The Scalar) ### B. Speed (The Scalar)
@@ -38,37 +37,23 @@ We apply classical kinematic principles to financial price action to extract the
--- ---
## 3. Kinematic Efficiency & Strategic Triggers ## 3. Kinematic Efficiency & Multi-Stage Regimes (5-Zone Palette)
The relationship between the **Histogram (Velocity)** and the **Mirrored Envelopes (Speed)** tells the true story of market efficiency: To represent the progressive build-up of market momentum and exhaustion, `Velocity Pro` features a **Dual-Threshold Architecture** ($\pm 0.3$ and $\pm 1.0$) and a **5-Zone Thermal Color Histogram**:
### A. Persistent Trend Regime (Symmetric Lockstep) | Velocity Value | Color | Market Regime | Statistical Significance | Action / Concept |
| :--- | :--- | :--- | :--- | :--- |
If Velocity is high and hugs the outer Speed envelope ($\text{Velocity} \approx \text{Speed}$): | **$v \ge 1.0$** | `clrOrangeRed` | **Bullish Climax** (Exhaustion) | $< 4.5\%$ of events | **Severe Overextended High.** High probability reversal zone. Prepare to Short. |
| **$v \in [0.3, 1.0)$** | `clrCoral` | **Bullish Flow** (Trend Build-up) | $\approx 20.5\%$ of events | **Strong Bullish Momentum.** Trend-following buy setups and pyramiding. |
* Every single price tick contributed directly to the directional move. | **$v \in [-0.3, 0.3]$** | `clrGray` | **Neutral Zone** (Random Noise) | $\approx 50.0\%$ of events | **Equilibrium.** Avoid breakouts. Expect chops and false signals. |
* *Market State:* High-efficiency, high-conviction institutional trend. Breakouts are highly likely to succeed. | **$v \in (-1.0, -0.3]$** | `clrLightSkyBlue` | **Bearish Flow** (Trend Build-up) | $\approx 20.5\%$ of events | **Strong Bearish Momentum.** Trend-following sell setups and pyramiding. |
| **$v \le -1.0$** | `clrDeepSkyBlue` | **Bearish Climax** (Exhaustion) | $< 4.5\%$ of events | **Severe Overextended Low.** High probability reversal zone. Prepare to Buy. |
### B. Choppy / Volatile Regime (Kinematic Inefficiency)
If Speed is high (envelopes are wide) but Velocity remains low (gray histogram bars near 0.0):
* The market is oscillating wildly but achieving zero net displacement. High energy is spent getting nowhere.
* *Market State:* High inefficiency. Do NOT trade breakouts. Expect immediate fakeouts and stop-hunts.
### C. The Kinematic Reversal Trigger (Wyckoff Setup)
The addition of the Signal Line creates an incredibly accurate reversal trigger:
1. Wait for the Velocity histogram to reach or pierce the **Speed Envelope** (signaling a maximum exhaustion/climax event).
2. Wait for the Velocity histogram to contract and **cross back over its Signal Line** (typically configured as a 5-period TMA or EMA).
3. **The Signal:** This crossover confirms that the extreme momentum has officially faded. Execute a mean-reversion counter-trend trade, placing the stop-loss strictly beyond the extreme candle's high/low.
--- ---
## 4. Advanced MQL5 Implementation Details ## 4. Advanced MQL5 Implementation Details
### A. High-Performance $O(1)$ Performance ### A. High-Performance $O(1)$ Complexity
The indicator calculates ATR, Velocity, Speed, and the Signal Line incrementally. It utilizes the platform's `prev_calculated` parameter to process only the newest incoming bar, avoiding redundant historic calculations and preserving CPU cycles. The indicator calculates ATR, Velocity, Speed, and the Signal Line incrementally. It utilizes the platform's `prev_calculated` parameter to process only the newest incoming bar, avoiding redundant historic calculations and preserving CPU cycles.
@@ -94,17 +79,48 @@ This completely purges the disabled Signal Line from the MT5 Data Window, keepin
--- ---
## 5. Input Parameters ## 5. Parameters
### A. Core Kinematics Settings ### A. Core Kinematics Settings
* **Velocity Period (`InpVelPeriod`):** The vector/scalar lookback window size (Default: `3` bars). * **Velocity Period (`InpVelPeriod`):** The vector/scalar lookback window size (Default: `3` bars).
* **ATR Period (`InpATRPeriod`):** The lookback window for the volatility normalizer (Default: `14`). * **ATR Period (`InpATRPeriod`):** The lookback window for the volatility normalizer (Default: `14`).
* **Threshold (`InpThreshold`):** The momentum significance level for color transitions (Default: `1.0` Sigma).
* **Low Threshold (`InpThresholdLow`):** The threshold for "Flow Zone" trend building (Default: `0.3`).
* **High Threshold (`InpThresholdHigh`):** The threshold for "Climax Zone" trend exhaustion (Default: `1.0`).
* **Show Speed (`InpShowSpeed`):** Toggle to display the orange Speed envelopes (Default: `true`). * **Show Speed (`InpShowSpeed`):** Toggle to display the orange Speed envelopes (Default: `true`).
### B. Signal Line Settings ### B. Signal Line Settings
* **Show Signal Line (`InpShowSignal`):** Toggle to enable/disable the Signal Line (Default: `true`). * **Show Signal Line (`InpShowSignal`):** Toggle to enable/disable the Signal Line (Default: `true`).
* **Signal Line Period (`InpSignalPeriod`):** The lookback period for the Signal Line MA (Default: `5`). * **Signal Line Period (`InpSignalPeriod`):** The lookback period for the Signal Line MA (Default: `5`).
* **Signal Line MA Type (`InpSignalType`):** Select the MA type for the Signal Line (Default: `SMA`). * **Signal Line MA Type (`InpSignalType`):** Select the MA type for the Signal Line (Default: `SMA`).
---
## 6. Strategic Quantitative Usage
### A. Kinematic Efficiency (The Gap Analysis)
* **Trend Efficiency:** If Velocity is high and rides the top of the Speed envelope ($v \approx \text{Speed}$), every tick contributes to the directional move. This confirms a highly efficient, high-conviction institutional trend.
* **Intraday Chop:** If Speed is soaring (envelopes are wide) but Velocity remains low (gray bars near 0.0), the market is spending immense energy getting nowhere. Expect immediate fakeouts and stop-hunts.
### B. The Kinematic Reversal Trigger (Wyckoff Setup)
The addition of the Signal Line creates an incredibly accurate reversal trigger:
1. Wait for the Velocity histogram to reach or pierce the **Speed Envelope** (signaling a maximum exhaustion/climax event in the OrangeRed/DeepSkyBlue zone).
2. Wait for the Velocity histogram to contract and **cross back over its Signal Line** (typically configured as a 5-period TMA or EMA).
3. **The Signal:** This crossover confirms that the extreme momentum has officially faded. Execute a mean-reversion counter-trend trade, placing the stop-loss strictly beyond the extreme candle's high/low.
### C. Volume-Weighted Squeeze Fading (VWMA Signal Mode)
VWMA Signal Lines are exceptionally accurate at detecting low-volume fakeouts.
1. When a breakout of a major horizontal zone occurs, look at `Velocity_Pro` set with a **`VWMA`** Signal Line.
2. If the price breaks out but the Velocity histogram spikes violently into the Climax Zone ($v \ge 1.0$) while the **VWMA Signal Line** fails to follow it rapidly, the price move is unsupported by sustainable volume and is a volume-dry fakeout.
3. Prepare to fade the breakout as a **fakeout**, entering the reverse trade when the Velocity histogram crosses back below the VWMA Signal Line.