new files added

2026-08-03 07:37:43 +00:00 · 2026-02-28 00:50:56 +01:00
parent ec9424761f
commit ce5cf18044
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+//+------------------------------------------------------------------+
+//|                                              VScore_MTF_Pro.mq5  |
+//|                                          Copyright 2026, xxxxxxxx|
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.00"
+#property description "V-Score (Multi-Timeframe)."
+#property description "Displays HTF VWAP Deviation on current chart."
+
+#property indicator_separate_window
+#property indicator_buffers 2
+#property indicator_plots   1
+
+// Levels
+#property indicator_level1 2.0
+#property indicator_level2 -2.0
+#property indicator_level3 0.0
+#property indicator_levelcolor clrSilver
+#property indicator_levelstyle STYLE_DOT
+
+// Plot: Histogram
+#property indicator_label1  "V-Score MTF"
+#property indicator_type1   DRAW_COLOR_HISTOGRAM
+// Colors: Normal(Gray), Expensive(Orange), Cheap(Blue)
+#property indicator_color1  clrGray, clrOrangeRed, clrDeepSkyBlue
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  2
+
+#include <MyIncludes\VScore_Calculator.mqh>
+
+//--- Input Parameters
+input ENUM_TIMEFRAMES   InpTimeframe   = PERIOD_H1;       // Target Timeframe
+input int               InpPeriod      = 20;              // StdDev Lookback
+input ENUM_VWAP_PERIOD  InpVWAPReset   = PERIOD_SESSION;  // VWAP Anchor
+
+//--- Buffers
+double BufV[];
+double BufCol[];
+
+//--- Internal HTF Data
+double h_open[], h_high[], h_low[], h_close[];
+long   h_vol[]; // Volume needed for VWAP!
+datetime h_time[]; // Time needed for reset logic!
+double h_res[]; // HTF Results
+
+CVScoreCalculator *g_calc;
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT)
+     {
+      Print("Warning: Target Timeframe should be > Current Timeframe.");
+     }
+
+   SetIndexBuffer(0, BufV, INDICATOR_DATA);
+   SetIndexBuffer(1, BufCol, INDICATOR_COLOR_INDEX);
+
+   string tf_name = StringSubstr(EnumToString(InpTimeframe), 7);
+   string name = StringFormat("V-Score MTF %s(%d)", tf_name, InpPeriod);
+   IndicatorSetString(INDICATOR_SHORTNAME, name);
+
+   g_calc = new CVScoreCalculator();
+   if(!g_calc.Init(InpPeriod, InpVWAPReset))
+      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[])
+  {
+// 1. Fetch HTF Data
+   int htf_bars = iBars(_Symbol, InpTimeframe);
+   if(htf_bars < InpPeriod + 10)
+      return 0;
+
+   int count = MathMin(htf_bars, 3000);
+
+   ArraySetAsSeries(h_time, false);
+   ArraySetAsSeries(h_open, false);
+   ArraySetAsSeries(h_high, false);
+   ArraySetAsSeries(h_low, false);
+   ArraySetAsSeries(h_close, false);
+   ArraySetAsSeries(h_vol, false);
+
+   if(CopyTime(_Symbol, InpTimeframe, 0, count, h_time) != count)
+      return 0;
+   if(CopyOpen(_Symbol, InpTimeframe, 0, count, h_open) != count)
+      return 0;
+   if(CopyHigh(_Symbol, InpTimeframe, 0, count, h_high) != count)
+      return 0;
+   if(CopyLow(_Symbol, InpTimeframe, 0, count, h_low) != count)
+      return 0;
+   if(CopyClose(_Symbol, InpTimeframe, 0, count, h_close) != count)
+      return 0;
+// Use Tick Volume for VWAP usually
+   if(CopyTickVolume(_Symbol, InpTimeframe, 0, count, h_vol) != count)
+      return 0;
+
+// 2. Calc on HTF
+   if(ArraySize(h_res) != count)
+      ArrayResize(h_res, count);
+
+// VScore Calc needs Time (for Session Reset) and Volume
+   g_calc.Calculate(count, 0, h_time, h_open, h_high, h_low, h_close, h_vol, h_vol, h_res);
+
+// 3. Map to Current Chart
+   int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
+
+   for(int i = start; i < rates_total; i++)
+     {
+      datetime t = time[i];
+      int shift_htf = iBarShift(_Symbol, InpTimeframe, t, false);
+
+      if(shift_htf >= 0)
+        {
+         int idx_htf = count - 1 - shift_htf;
+
+         if(idx_htf >= 0 && idx_htf < count)
+           {
+            double val = h_res[idx_htf];
+            BufV[i] = val;
+
+            // Color Logic
+            if(val >= 2.0)
+               BufCol[i] = 1.0; // Red/Orange (Expensive)
+            else
+               if(val <= -2.0)
+                  BufCol[i] = 2.0; // Blue (Cheap)
+               else
+                  BufCol[i] = 0.0; // Gray
+           }
+         else
+           {
+            BufV[i] = EMPTY_VALUE;
+           }
+        }
+     }
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+