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//+------------------------------------------------------------------+
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//| Velocity_MTF_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 "3.10" // Dual Mode MTF (Vector + Speed Envelope)
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#property description "Velocity (MTF) - Displays HTF Velocity & Speed on current chart."
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#property indicator_separate_window
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#property indicator_buffers 4
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#property indicator_plots 3
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// Levels
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#property indicator_level1 1.0
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#property indicator_level2 -1.0
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#property indicator_level3 0.0
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#property indicator_levelcolor clrSilver
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#property indicator_levelstyle STYLE_DOT
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// Plot 1: Velocity Histogram
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#property indicator_label1 "Velocity MTF"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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#property indicator_color1 clrGray, clrLime, clrRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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// Plot 2: Speed Positive
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#property indicator_label2 "Speed (+) MTF"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrGold
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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// Plot 3: Speed Negative
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#property indicator_label3 "Speed (-) MTF"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrGold
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 1
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#include <MyIncludes\ATR_Calculator.mqh>
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#include <MyIncludes\Metrics_Tools.mqh>
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//--- Input Parameters
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M15; // Target Timeframe
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input int InpVelPeriod = 3; // Velocity Period
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input int InpATRPeriod = 14; // Normalization ATR
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input double InpThreshold = 1.0; // High Velocity Threshold
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input bool InpShowSpeed = true; // Show Scalar Speed Line
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//--- Buffers (Visual)
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double BufVel[];
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double BufColor[];
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double BufSpeedPos[];
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double BufSpeedNeg[];
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//--- Internal HTF Data
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double h_vel[], h_spd[]; // Calculated HTF results
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datetime h_time[];
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double h_open[], h_high[], h_low[], h_close[];
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long h_vol[]; // Dummy
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CATRCalculator *g_atr;
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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if(InpTimeframe <= Period())
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{
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if(InpTimeframe != Period())
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Print("Warning: Target Timeframe should be > Current Timeframe.");
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}
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SetIndexBuffer(0, BufVel, INDICATOR_DATA);
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SetIndexBuffer(1, BufColor, INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2, BufSpeedPos, INDICATOR_DATA);
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SetIndexBuffer(3, BufSpeedNeg, INDICATOR_DATA);
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if(!InpShowSpeed)
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{
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
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PlotIndexSetInteger(2, PLOT_DRAW_TYPE, DRAW_NONE);
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}
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string tf_name = StringSubstr(EnumToString(InpTimeframe), 7);
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string name = StringFormat("Velocity MTF %s(%d)", tf_name, InpVelPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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g_atr = new CATRCalculator();
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if(!g_atr.Init(InpATRPeriod, ATR_POINTS))
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return INIT_FAILED;
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void OnDeinit(const int r)
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{
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if(CheckPointer(g_atr)==POINTER_DYNAMIC)
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delete g_atr;
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}
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//+------------------------------------------------------------------+
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//| Calculate |
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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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// 1. Fetch HTF Data
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int htf_bars = iBars(_Symbol, InpTimeframe);
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if(htf_bars < InpATRPeriod + InpVelPeriod)
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return 0;
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int count = MathMin(htf_bars, 3000);
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// Set arrays to Non-Series (Chronological)
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ArraySetAsSeries(h_time, false);
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ArraySetAsSeries(h_open, false);
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ArraySetAsSeries(h_high, false);
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ArraySetAsSeries(h_low, false);
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ArraySetAsSeries(h_close, false);
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if(CopyTime(_Symbol, InpTimeframe, 0, count, h_time) != count)
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return 0;
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if(CopyOpen(_Symbol, InpTimeframe, 0, count, h_open) != count)
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return 0;
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if(CopyHigh(_Symbol, InpTimeframe, 0, count, h_high) != count)
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return 0;
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if(CopyLow(_Symbol, InpTimeframe, 0, count, h_low) != count)
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return 0;
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if(CopyClose(_Symbol, InpTimeframe, 0, count, h_close) != count)
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return 0;
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// 2. Calc on HTF Arrays
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if(ArraySize(h_vel) != count)
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{
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ArrayResize(h_vel, count);
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ArrayResize(h_spd, count);
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}
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// A. Calculate ATR on HTF
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double h_atr_buf[];
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g_atr.Calculate(count, 0, h_open, h_high, h_low, h_close, h_atr_buf);
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// B. Loop HTF
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// Logic copied from Velocity_Pro.mq5 but applied to 'h_' arrays
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for(int i = InpATRPeriod+InpVelPeriod; i < count; i++)
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{
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double atr = h_atr_buf[i];
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if(atr == 0)
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{
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h_vel[i]=0;
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h_spd[i]=0;
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continue;
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}
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// Velocity (Vector)
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// Uses Metrics Tools Logic: (Close - PrevClose) / ATR
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h_vel[i] = CMetricsTools::CalculateSlope(h_close[i], h_close[i-InpVelPeriod], atr, InpVelPeriod);
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// Speed (Scalar)
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double path_length = 0;
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for(int k=0; k<InpVelPeriod; k++)
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{
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path_length += MathAbs(h_close[i-k] - h_close[i-k-1]);
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}
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h_spd[i] = (path_length / InpVelPeriod) / atr;
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}
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// 3. Map to Current Chart
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int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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for(int i = start; i < rates_total; i++)
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{
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datetime t = time[i];
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int shift_htf = iBarShift(_Symbol, InpTimeframe, t, false);
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if(shift_htf >= 0)
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{
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// Convert Series shift (0=Recent) to Array index (0=Oldest)
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int idx_htf = count - 1 - shift_htf;
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if(idx_htf >= 0 && idx_htf < count)
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{
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double val_v = h_vel[idx_htf];
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double val_s = h_spd[idx_htf];
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BufVel[i] = val_v;
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BufSpeedPos[i] = val_s;
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BufSpeedNeg[i] = -val_s;
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// Color Logic
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if(val_v > InpThreshold)
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BufColor[i] = 1.0; // Lime
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else
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if(val_v < -InpThreshold)
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BufColor[i] = 2.0; // Red
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else
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BufColor[i] = 0.0; // Gray
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}
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else
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{
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BufVel[i] = EMPTY_VALUE;
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BufSpeedPos[i] = EMPTY_VALUE;
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BufSpeedNeg[i] = EMPTY_VALUE;
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}
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}
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}
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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