diff --git a/Indicators/MyIndicators/Quant/Velocity_MTF_Pro.mq5 b/Indicators/MyIndicators/Quant/Velocity_MTF_Pro.mq5 new file mode 100644 index 0000000..084f25d --- /dev/null +++ b/Indicators/MyIndicators/Quant/Velocity_MTF_Pro.mq5 @@ -0,0 +1,225 @@ +//+------------------------------------------------------------------+ +//| Velocity_MTF_Pro.mq5 | +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "3.10" // Dual Mode MTF (Vector + Speed Envelope) +#property description "Velocity (MTF) - Displays HTF Velocity & Speed on current chart." + +#property indicator_separate_window +#property indicator_buffers 4 +#property indicator_plots 3 + +// Levels +#property indicator_level1 1.0 +#property indicator_level2 -1.0 +#property indicator_level3 0.0 +#property indicator_levelcolor clrSilver +#property indicator_levelstyle STYLE_DOT + +// Plot 1: Velocity Histogram +#property indicator_label1 "Velocity MTF" +#property indicator_type1 DRAW_COLOR_HISTOGRAM +#property indicator_color1 clrGray, clrLime, clrRed +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +// Plot 2: Speed Positive +#property indicator_label2 "Speed (+) MTF" +#property indicator_type2 DRAW_LINE +#property indicator_color2 clrGold +#property indicator_style2 STYLE_SOLID +#property indicator_width2 1 + +// Plot 3: Speed Negative +#property indicator_label3 "Speed (-) MTF" +#property indicator_type3 DRAW_LINE +#property indicator_color3 clrGold +#property indicator_style3 STYLE_SOLID +#property indicator_width3 1 + +#include +#include + +//--- Input Parameters +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M15; // Target Timeframe +input int InpVelPeriod = 3; // Velocity Period +input int InpATRPeriod = 14; // Normalization ATR +input double InpThreshold = 1.0; // High Velocity Threshold +input bool InpShowSpeed = true; // Show Scalar Speed Line + +//--- Buffers (Visual) +double BufVel[]; +double BufColor[]; +double BufSpeedPos[]; +double BufSpeedNeg[]; + +//--- Internal HTF Data +double h_vel[], h_spd[]; // Calculated HTF results +datetime h_time[]; +double h_open[], h_high[], h_low[], h_close[]; +long h_vol[]; // Dummy + +CATRCalculator *g_atr; + +//+------------------------------------------------------------------+ +//| Init | +//+------------------------------------------------------------------+ +int OnInit() + { + if(InpTimeframe <= Period()) + { + if(InpTimeframe != Period()) + Print("Warning: Target Timeframe should be > Current Timeframe."); + } + + SetIndexBuffer(0, BufVel, INDICATOR_DATA); + SetIndexBuffer(1, BufColor, INDICATOR_COLOR_INDEX); + SetIndexBuffer(2, BufSpeedPos, INDICATOR_DATA); + SetIndexBuffer(3, BufSpeedNeg, INDICATOR_DATA); + + if(!InpShowSpeed) + { + PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE); + PlotIndexSetInteger(2, PLOT_DRAW_TYPE, DRAW_NONE); + } + + string tf_name = StringSubstr(EnumToString(InpTimeframe), 7); + string name = StringFormat("Velocity MTF %s(%d)", tf_name, InpVelPeriod); + IndicatorSetString(INDICATOR_SHORTNAME, name); + + g_atr = new CATRCalculator(); + if(!g_atr.Init(InpATRPeriod, ATR_POINTS)) + return INIT_FAILED; + + return(INIT_SUCCEEDED); + } + +//+------------------------------------------------------------------+ +//| | +//+------------------------------------------------------------------+ +void OnDeinit(const int r) + { + if(CheckPointer(g_atr)==POINTER_DYNAMIC) + delete g_atr; + } + +//+------------------------------------------------------------------+ +//| 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 < InpATRPeriod + InpVelPeriod) + return 0; + + int count = MathMin(htf_bars, 3000); + +// Set arrays to Non-Series (Chronological) + ArraySetAsSeries(h_time, false); + ArraySetAsSeries(h_open, false); + ArraySetAsSeries(h_high, false); + ArraySetAsSeries(h_low, false); + ArraySetAsSeries(h_close, 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; + +// 2. Calc on HTF Arrays + if(ArraySize(h_vel) != count) + { + ArrayResize(h_vel, count); + ArrayResize(h_spd, count); + } + +// A. Calculate ATR on HTF + double h_atr_buf[]; + g_atr.Calculate(count, 0, h_open, h_high, h_low, h_close, h_atr_buf); + +// B. Loop HTF +// Logic copied from Velocity_Pro.mq5 but applied to 'h_' arrays + for(int i = InpATRPeriod+InpVelPeriod; i < count; i++) + { + double atr = h_atr_buf[i]; + if(atr == 0) + { + h_vel[i]=0; + h_spd[i]=0; + continue; + } + + // Velocity (Vector) + // Uses Metrics Tools Logic: (Close - PrevClose) / ATR + h_vel[i] = CMetricsTools::CalculateSlope(h_close[i], h_close[i-InpVelPeriod], atr, InpVelPeriod); + + // Speed (Scalar) + double path_length = 0; + for(int k=0; k 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) + { + // Convert Series shift (0=Recent) to Array index (0=Oldest) + int idx_htf = count - 1 - shift_htf; + + if(idx_htf >= 0 && idx_htf < count) + { + double val_v = h_vel[idx_htf]; + double val_s = h_spd[idx_htf]; + + BufVel[i] = val_v; + BufSpeedPos[i] = val_s; + BufSpeedNeg[i] = -val_s; + + // Color Logic + if(val_v > InpThreshold) + BufColor[i] = 1.0; // Lime + else + if(val_v < -InpThreshold) + BufColor[i] = 2.0; // Red + else + BufColor[i] = 0.0; // Gray + } + else + { + BufVel[i] = EMPTY_VALUE; + BufSpeedPos[i] = EMPTY_VALUE; + BufSpeedNeg[i] = EMPTY_VALUE; + } + } + } + + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+