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refactor: Unified Native & MTF Release with 14-Buffer Synchronized Gapped Engine
This commit is contained in:
Toh4iem9
@@ -3,9 +3,9 @@
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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 "2.20" // Upgraded with corrected color polarity, strict chronological sorting safeguards and pointer guards
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#property description "V-Score Projected Bands on Main Chart."
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#property description "Rolling standard deviation (Bollinger style) around VWAP."
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#property version "3.00" // Unified Native & MTF Release with 14-Buffer Synchronized Gapped Engine
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#property description "V-Score Projected Dynamic Bands on Main Chart (Rolling Gaussian Envelope around VWAP)."
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#property description "Features unified Native & MTF pipelines, custom sessions, and swapped thermal colors."
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#property indicator_chart_window
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#property indicator_buffers 14
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@@ -16,16 +16,16 @@
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#property indicator_type1 DRAW_LINE
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#property indicator_color1 clrOrange
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 1
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#property indicator_width1 2
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#property indicator_label2 ""
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrOrange
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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#property indicator_width2 2
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//--- Plot 3 & 4: Upper Flow Band (Odd / Even) - Unified Bluish (Bullish) Palette
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#property indicator_label3 "Bull Flow" // Dynamically updated in OnInit
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//--- Plot 3 & 4: Upper Flow Band (+1.5σ)
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#property indicator_label3 "Bull Flow"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrLightSkyBlue
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#property indicator_style3 STYLE_SOLID
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@@ -37,8 +37,8 @@
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#property indicator_style4 STYLE_SOLID
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#property indicator_width4 1
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//--- Plot 5 & 6: Lower Flow Band (Odd / Even) - Unified Reddish (Bearish) Palette
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#property indicator_label5 "Bear Flow" // Dynamically updated in OnInit
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//--- Plot 5 & 6: Lower Flow Band (-1.5σ)
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#property indicator_label5 "Bear Flow"
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#property indicator_type5 DRAW_LINE
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#property indicator_color5 clrCoral
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#property indicator_style5 STYLE_SOLID
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@@ -50,75 +50,128 @@
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#property indicator_style6 STYLE_SOLID
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#property indicator_width6 1
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//--- Plot 7 & 8: Upper Extreme Band (Odd / Even) - Unified Bluish (Bullish) Palette
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#property indicator_label7 "Bull Extreme" // Dynamically updated in OnInit
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//--- Plot 7 & 8: Upper Extreme Band (+2.0σ)
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#property indicator_label7 "Bull Extreme"
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#property indicator_type7 DRAW_LINE
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#property indicator_color7 clrLightSkyBlue
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#property indicator_color7 clrDeepSkyBlue
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#property indicator_style7 STYLE_SOLID
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#property indicator_width7 1
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#property indicator_label8 ""
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#property indicator_type8 DRAW_LINE
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#property indicator_color8 clrLightSkyBlue
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#property indicator_color8 clrDeepSkyBlue
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#property indicator_style8 STYLE_SOLID
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#property indicator_width8 1
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//--- Plot 9 & 10: Lower Extreme Band (Odd / Even) - Unified Reddish (Bearish) Palette
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#property indicator_label9 "Bear Extreme" // Dynamically updated in OnInit
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//--- Plot 9 & 10: Lower Extreme Band (-2.0σ)
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#property indicator_label9 "Bear Extreme"
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#property indicator_type9 DRAW_LINE
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#property indicator_color9 clrCoral
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#property indicator_color9 clrOrangeRed
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#property indicator_style9 STYLE_SOLID
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#property indicator_width9 1
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#property indicator_label10 ""
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#property indicator_type10 DRAW_LINE
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#property indicator_color10 clrCoral
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#property indicator_color10 clrOrangeRed
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#property indicator_style10 STYLE_SOLID
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#property indicator_width10 1
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//--- Plot 11 & 12: Upper Wall Band (Odd / Even) - Unified Bluish (Bullish) Palette
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#property indicator_label11 "Bull Wall" // Dynamically updated in OnInit
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//--- Plot 11 & 12: Upper Wall Band (+2.5σ)
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#property indicator_label11 "Bull Wall"
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#property indicator_type11 DRAW_LINE
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#property indicator_color11 clrDeepSkyBlue
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#property indicator_color11 clrMidnightBlue
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#property indicator_style11 STYLE_SOLID
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#property indicator_width11 1
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#property indicator_label12 ""
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#property indicator_type12 DRAW_LINE
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#property indicator_color12 clrDeepSkyBlue
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#property indicator_color12 clrMidnightBlue
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#property indicator_style12 STYLE_SOLID
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#property indicator_width12 1
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//--- Plot 13 & 14: Lower Wall Band (Odd / Even) - Unified Reddish (Bearish) Palette
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#property indicator_label13 "Bear Wall" // Dynamically updated in OnInit
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//--- Plot 13 & 14: Lower Wall Band (-2.5σ)
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#property indicator_label13 "Bear Wall"
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#property indicator_type13 DRAW_LINE
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#property indicator_color13 clrOrangeRed
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#property indicator_color13 clrDarkRed
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#property indicator_style13 STYLE_SOLID
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#property indicator_width13 1
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#property indicator_label14 ""
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#property indicator_type14 DRAW_LINE
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#property indicator_color14 clrOrangeRed
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#property indicator_color14 clrDarkRed
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#property indicator_style14 STYLE_SOLID
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#property indicator_width14 1
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//--- Included Engines & Central Tools
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#include <MyIncludes\VWAP_Calculator.mqh>
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#include <MyIncludes\DataSync_Tools.mqh>
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//--- Input Parameters
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input group "V-Score Core Settings"
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input int InpPeriod = 20; // Volatility Lookback
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input ENUM_VWAP_PERIOD InpVWAPReset = PERIOD_SESSION; // VWAP Anchor
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input ENUM_APPLIED_VOLUME InpVolumeType = VOLUME_TICK; // Volume Type
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//--- Enum for selecting candle source ---
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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, // Use standard OHLC data
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CANDLE_HEIKIN_ASHI // Use Heikin Ashi smoothed data
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};
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#endif
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//--- Input Parameters ---
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input group "--- Timeframe Settings ---"
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_CURRENT; // Calculation Timeframe (Current or HTF)
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input group "--- V-Score Core Settings ---"
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input int InpPeriod = 20; // Volatility Lookback (Sigma)
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input ENUM_VWAP_PERIOD InpVWAPReset = PERIOD_SESSION; // VWAP Anchor Reset
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input int InpTzShift = 0; // Timezone Shift in hours vs Broker Time
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input string InpCustomSessionStart = "09:30"; // Start time (HH:MM) for Custom Session
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input string InpCustomSessionEnd = "16:00"; // End time (HH:MM) for Custom Session
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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 "V-Score Z-Levels (Standard Deviations)"
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input double InpLevelFlow = 1.5; // Flow Level (Point of No Return)
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input double InpLevelExtreme = 2.0; // Extreme Level (Warning)
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input double InpLevelWall = 2.5; // Wall Level (Climax Exhaustion)
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input group "--- V-Score Z-Levels (Standard Deviations) ---"
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input double InpLevelFlow = 1.5; // Flow Level (Point of No Return)
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input double InpLevelExtreme = 2.0; // Extreme Level (Warning)
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input double InpLevelWall = 2.5; // Wall Level (Climax Exhaustion)
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//--- Double Buffers (Semantically Named)
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input group "--- Visual Settings - Centerline ---"
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input color InpColorVWAP = clrOrange; // Centerline Color
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input ENUM_LINE_STYLE InpStyleVWAP = STYLE_SOLID; // Centerline Style
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input int InpWidthVWAP = 2; // Centerline Width
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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input group "--- Visual Settings - Flow Bands (+/- 1.5σ) ---"
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input color InpColorUpFlow = clrLightSkyBlue; // Bull Flow Color
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input color InpColorDnFlow = clrCoral; // Bear Flow Color
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input ENUM_LINE_STYLE InpStyleFlow = STYLE_SOLID; // Flow Bands Style
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input int InpWidthFlow = 1; // Flow Bands Width
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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input group "--- Visual Settings - Extreme Bands (+/- 2.0σ) ---"
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input color InpColorUpExtr = clrDeepSkyBlue; // Bull Extreme Color
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input color InpColorDnExtr = clrOrangeRed; // Bear Extreme Color
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input ENUM_LINE_STYLE InpStyleExtr = STYLE_SOLID; // Extreme Bands Style
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input int InpWidthExtr = 1; // Extreme Bands Width
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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input group "--- Visual Settings - Wall Bands (+/- 2.5σ) ---"
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input color InpColorUpWall = clrMidnightBlue; // Bull Wall Color
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input color InpColorDnWall = clrDarkRed; // Bear Wall Color
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input ENUM_LINE_STYLE InpStyleWall = STYLE_SOLID; // Wall Bands Style
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input int InpWidthWall = 1; // Wall Bands Width
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//--- Indicator Buffers (14)
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double BufVWAP_Odd[], BufVWAP_Even[];
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double BufUpFlow_Odd[], BufUpFlow_Even[];
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double BufDnFlow_Odd[], BufDnFlow_Even[];
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@@ -127,78 +180,299 @@ double BufDnExtr_Odd[], BufDnExtr_Even[];
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double BufUpWall_Odd[], BufUpWall_Even[];
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double BufDnWall_Odd[], BufDnWall_Even[];
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// Internal Arrays
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//--- Internal State Buffers
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double m_vwap_odd[];
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double m_vwap_even[];
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double m_merged_vwap[];
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double m_price_buf[];
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//--- Global Engine
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CVWAPCalculator *g_vwap;
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//--- Internal HTF Data Caches (Chronological Arrays)
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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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double h_res_odd[], h_res_even[];
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double h_res_uf_odd[], h_res_uf_even[];
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double h_res_df_odd[], h_res_df_even[];
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double h_res_ue_odd[], h_res_ue_even[];
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double h_res_de_odd[], h_res_de_even[];
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double h_res_uw_odd[], h_res_uw_even[];
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double h_res_dw_odd[], h_res_dw_even[];
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datetime h_time[];
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//--- Global Objects & State Management
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CVWAPCalculator *g_vwap = NULL;
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bool g_is_mtf_mode = false;
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ENUM_TIMEFRAMES g_calc_timeframe;
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bool g_data_ready = false;
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bool g_data_synced = false;
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int g_htf_count = 0;
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datetime g_last_htf_time = 0;
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//+------------------------------------------------------------------+
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//| OnInit |
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//| Custom Indicator Initialization |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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// VWAP Base
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SetIndexBuffer(0, BufVWAP_Odd, INDICATOR_DATA);
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SetIndexBuffer(1, BufVWAP_Even, INDICATOR_DATA);
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g_data_ready = false;
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g_data_synced = false;
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g_htf_count = 0;
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g_last_htf_time = 0;
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// Flow Level Bands
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SetIndexBuffer(2, BufUpFlow_Odd, INDICATOR_DATA);
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SetIndexBuffer(3, BufUpFlow_Even, INDICATOR_DATA);
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SetIndexBuffer(4, BufDnFlow_Odd, INDICATOR_DATA);
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SetIndexBuffer(5, BufDnFlow_Even, INDICATOR_DATA);
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// 1. Resolve Timeframe and validate direction
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g_calc_timeframe = InpTimeframe;
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if(g_calc_timeframe == PERIOD_CURRENT)
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g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
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// Extreme Level Bands
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SetIndexBuffer(6, BufUpExtr_Odd, INDICATOR_DATA);
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SetIndexBuffer(7, BufUpExtr_Even, INDICATOR_DATA);
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SetIndexBuffer(8, BufDnExtr_Odd, INDICATOR_DATA);
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SetIndexBuffer(9, BufDnExtr_Even, INDICATOR_DATA);
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if(g_calc_timeframe < Period())
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{
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PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).",
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EnumToString(g_calc_timeframe), EnumToString(Period()));
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return INIT_PARAMETERS_INCORRECT;
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}
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g_is_mtf_mode = (g_calc_timeframe > Period());
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// Wall Level Bands
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SetIndexBuffer(10, BufUpWall_Odd, INDICATOR_DATA);
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// 2. Bind Buffers
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SetIndexBuffer(0, BufVWAP_Odd, INDICATOR_DATA);
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SetIndexBuffer(1, BufVWAP_Even, INDICATOR_DATA);
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SetIndexBuffer(2, BufUpFlow_Odd, INDICATOR_DATA);
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SetIndexBuffer(3, BufUpFlow_Even, INDICATOR_DATA);
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SetIndexBuffer(4, BufDnFlow_Odd, INDICATOR_DATA);
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SetIndexBuffer(5, BufDnFlow_Even, INDICATOR_DATA);
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SetIndexBuffer(6, BufUpExtr_Odd, INDICATOR_DATA);
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SetIndexBuffer(7, BufUpExtr_Even, INDICATOR_DATA);
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SetIndexBuffer(8, BufDnExtr_Odd, INDICATOR_DATA);
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SetIndexBuffer(9, BufDnExtr_Even, INDICATOR_DATA);
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SetIndexBuffer(10, BufUpWall_Odd, INDICATOR_DATA);
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SetIndexBuffer(11, BufUpWall_Even, INDICATOR_DATA);
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SetIndexBuffer(12, BufDnWall_Odd, INDICATOR_DATA);
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SetIndexBuffer(12, BufDnWall_Odd, INDICATOR_DATA);
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SetIndexBuffer(13, BufDnWall_Even, INDICATOR_DATA);
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// Dynamically set plot labels to reflect custom input levels in the Data Window
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PlotIndexSetString(2, PLOT_LABEL, StringFormat("Bull Flow (+%.2f)", InpLevelFlow));
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PlotIndexSetString(4, PLOT_LABEL, StringFormat("Bear Flow (-%.2f)", InpLevelFlow));
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PlotIndexSetString(6, PLOT_LABEL, StringFormat("Bull Extr (+%.2f)", InpLevelExtreme));
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PlotIndexSetString(8, PLOT_LABEL, StringFormat("Bear Extr (-%.2f)", InpLevelExtreme));
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PlotIndexSetString(10, PLOT_LABEL, StringFormat("Bull Wall (+%.2f)", InpLevelWall));
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PlotIndexSetString(12, PLOT_LABEL, StringFormat("Bear Wall (-%.2f)", InpLevelWall));
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// Prevent drawing lines to 0 when values are empty
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for(int i=0; i<14; i++)
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PlotIndexSetDouble(i, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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string name = StringFormat("V-Score Bands(%d)", InpPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
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g_vwap = new CVWAPCalculator();
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if(!g_vwap.Init(InpVWAPReset, InpVolumeType, 0, true, 0))
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for(int i = 0; i < 14; i++)
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{
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Print("Error: Failed to initialize VWAP Engine.");
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PlotIndexSetDouble(i, PLOT_EMPTY_VALUE, EMPTY_VALUE);
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}
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ArraySetAsSeries(BufVWAP_Odd, false);
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ArraySetAsSeries(BufVWAP_Even, false);
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ArraySetAsSeries(BufUpFlow_Odd, false);
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ArraySetAsSeries(BufUpFlow_Even, false);
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ArraySetAsSeries(BufDnFlow_Odd, false);
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ArraySetAsSeries(BufDnFlow_Even, false);
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ArraySetAsSeries(BufUpExtr_Odd, false);
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ArraySetAsSeries(BufUpExtr_Even, false);
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ArraySetAsSeries(BufDnExtr_Odd, false);
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ArraySetAsSeries(BufDnExtr_Even, false);
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ArraySetAsSeries(BufUpWall_Odd, false);
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ArraySetAsSeries(BufUpWall_Even, false);
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ArraySetAsSeries(BufDnWall_Odd, false);
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ArraySetAsSeries(BufDnWall_Even, false);
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// 3. Dynamic Visual Styling
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PlotIndexSetInteger(0, PLOT_LINE_COLOR, InpColorVWAP);
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PlotIndexSetInteger(0, PLOT_LINE_STYLE, InpStyleVWAP);
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PlotIndexSetInteger(0, PLOT_LINE_WIDTH, InpWidthVWAP);
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PlotIndexSetInteger(1, PLOT_LINE_COLOR, InpColorVWAP);
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PlotIndexSetInteger(1, PLOT_LINE_STYLE, InpStyleVWAP);
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PlotIndexSetInteger(1, PLOT_LINE_WIDTH, InpWidthVWAP);
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PlotIndexSetInteger(2, PLOT_LINE_COLOR, InpColorUpFlow);
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PlotIndexSetInteger(2, PLOT_LINE_STYLE, InpStyleFlow);
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PlotIndexSetInteger(2, PLOT_LINE_WIDTH, InpWidthFlow);
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PlotIndexSetInteger(3, PLOT_LINE_COLOR, InpColorUpFlow);
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PlotIndexSetInteger(3, PLOT_LINE_STYLE, InpStyleFlow);
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PlotIndexSetInteger(3, PLOT_LINE_WIDTH, InpWidthFlow);
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PlotIndexSetInteger(4, PLOT_LINE_COLOR, InpColorDnFlow);
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PlotIndexSetInteger(4, PLOT_LINE_STYLE, InpStyleFlow);
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PlotIndexSetInteger(4, PLOT_LINE_WIDTH, InpWidthFlow);
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PlotIndexSetInteger(5, PLOT_LINE_COLOR, InpColorDnFlow);
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PlotIndexSetInteger(5, PLOT_LINE_STYLE, InpStyleFlow);
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PlotIndexSetInteger(5, PLOT_LINE_WIDTH, InpWidthFlow);
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PlotIndexSetInteger(6, PLOT_LINE_COLOR, InpColorUpExtr);
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PlotIndexSetInteger(6, PLOT_LINE_STYLE, InpStyleExtr);
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PlotIndexSetInteger(6, PLOT_LINE_WIDTH, InpWidthExtr);
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PlotIndexSetInteger(7, PLOT_LINE_COLOR, InpColorUpExtr);
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PlotIndexSetInteger(7, PLOT_LINE_STYLE, InpStyleExtr);
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PlotIndexSetInteger(7, PLOT_LINE_WIDTH, InpWidthExtr);
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PlotIndexSetInteger(8, PLOT_LINE_COLOR, InpColorDnExtr);
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PlotIndexSetInteger(8, PLOT_LINE_STYLE, InpStyleExtr);
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PlotIndexSetInteger(8, PLOT_LINE_WIDTH, InpWidthExtr);
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PlotIndexSetInteger(9, PLOT_LINE_COLOR, InpColorDnExtr);
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PlotIndexSetInteger(9, PLOT_LINE_STYLE, InpStyleExtr);
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PlotIndexSetInteger(9, PLOT_LINE_WIDTH, InpWidthExtr);
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PlotIndexSetInteger(10, PLOT_LINE_COLOR, InpColorUpWall);
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PlotIndexSetInteger(10, PLOT_LINE_STYLE, InpStyleWall);
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PlotIndexSetInteger(10, PLOT_LINE_WIDTH, InpWidthWall);
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PlotIndexSetInteger(11, PLOT_LINE_COLOR, InpColorUpWall);
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PlotIndexSetInteger(11, PLOT_LINE_STYLE, InpStyleWall);
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PlotIndexSetInteger(11, PLOT_LINE_WIDTH, InpWidthWall);
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PlotIndexSetInteger(12, PLOT_LINE_COLOR, InpColorDnWall);
|
||||
PlotIndexSetInteger(12, PLOT_LINE_STYLE, InpStyleWall);
|
||||
PlotIndexSetInteger(12, PLOT_LINE_WIDTH, InpWidthWall);
|
||||
PlotIndexSetInteger(13, PLOT_LINE_COLOR, InpColorDnWall);
|
||||
PlotIndexSetInteger(13, PLOT_LINE_STYLE, InpStyleWall);
|
||||
PlotIndexSetInteger(13, PLOT_LINE_WIDTH, InpWidthWall);
|
||||
|
||||
// Labels for Data Window
|
||||
PlotIndexSetString(2, PLOT_LABEL, StringFormat("Bull Flow (+%.2fσ)", InpLevelFlow));
|
||||
PlotIndexSetString(4, PLOT_LABEL, StringFormat("Bear Flow (-%.2fσ)", InpLevelFlow));
|
||||
PlotIndexSetString(6, PLOT_LABEL, StringFormat("Bull Extr (+%.2fσ)", InpLevelExtreme));
|
||||
PlotIndexSetString(8, PLOT_LABEL, StringFormat("Bear Extr (-%.2fσ)", InpLevelExtreme));
|
||||
PlotIndexSetString(10, PLOT_LABEL, StringFormat("Bull Wall (+%.2fσ)", InpLevelWall));
|
||||
PlotIndexSetString(12, PLOT_LABEL, StringFormat("Bear Wall (-%.2fσ)", InpLevelWall));
|
||||
|
||||
// 4. Initialize Core Calculator Engine
|
||||
if(InpCandleSource == CANDLE_HEIKIN_ASHI)
|
||||
g_vwap = new CVWAPCalculator_HA();
|
||||
else
|
||||
g_vwap = new CVWAPCalculator();
|
||||
|
||||
if(CheckPointer(g_vwap) == POINTER_INVALID)
|
||||
{
|
||||
Print("Critical Error: Failed to create VWAP Calculator object.");
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
bool init_success = false;
|
||||
if(InpVWAPReset == PERIOD_CUSTOM_SESSION)
|
||||
init_success = g_vwap.Init(InpCustomSessionStart, InpCustomSessionEnd, InpVolumeType, true, 0, InpTzShift);
|
||||
else
|
||||
init_success = g_vwap.Init(InpVWAPReset, InpVolumeType, InpTzShift, true, 0);
|
||||
|
||||
if(!init_success)
|
||||
{
|
||||
Print("Critical Error: Failed to initialize VWAP Calculator logic.");
|
||||
return INIT_FAILED;
|
||||
}
|
||||
|
||||
string ha_tag = (InpCandleSource == CANDLE_HEIKIN_ASHI) ? " HA" : "";
|
||||
string tf_str = g_is_mtf_mode ? (" [" + EnumToString(g_calc_timeframe) + "]") : "";
|
||||
string short_name = StringFormat("V-Score Bands%s%s(%d, %s)",
|
||||
ha_tag, tf_str, InpPeriod, EnumToString(InpVWAPReset));
|
||||
IndicatorSetString(INDICATOR_SHORTNAME, short_name);
|
||||
IndicatorSetInteger(INDICATOR_DIGITS, _Digits);
|
||||
|
||||
// 5. Initialize Background Synchronization Timer (Only for MTF mode)
|
||||
if(g_is_mtf_mode)
|
||||
EventSetTimer(1);
|
||||
|
||||
return(INIT_SUCCEEDED);
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| OnDeinit |
|
||||
//| Custom Indicator Deinitialization |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnDeinit(const int reason)
|
||||
{
|
||||
if(g_is_mtf_mode)
|
||||
EventKillTimer();
|
||||
|
||||
if(CheckPointer(g_vwap) != POINTER_INVALID)
|
||||
{
|
||||
delete g_vwap;
|
||||
g_vwap = NULL;
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| OnCalculate |
|
||||
//| Helper: Calculate V-Score Rolling Dispersion Bands Engine |
|
||||
//+------------------------------------------------------------------+
|
||||
void CalculateVScoreBandsEngine(const int total, const int prev_calc,
|
||||
const datetime &time_arr[],
|
||||
const double &open_arr[], const double &high_arr[],
|
||||
const double &low_arr[], const double &close_arr[],
|
||||
const long &tick_vol_arr[], const long &vol_arr[],
|
||||
double &odd_vwap[], double &even_vwap[],
|
||||
double &merged_vwap[], double &price_cache[],
|
||||
double &uf_odd[], double &uf_even[],
|
||||
double &df_odd[], double &df_even[],
|
||||
double &ue_odd[], double &ue_even[],
|
||||
double &de_odd[], double &de_even[],
|
||||
double &uw_odd[], double &uw_even[],
|
||||
double &dw_odd[], double &dw_even[])
|
||||
{
|
||||
if(total < InpPeriod)
|
||||
return;
|
||||
|
||||
// 1. Run Core VWAP
|
||||
g_vwap.Calculate(total, prev_calc, time_arr, open_arr, high_arr, low_arr, close_arr,
|
||||
tick_vol_arr, vol_arr, odd_vwap, even_vwap);
|
||||
|
||||
int start = (prev_calc > InpPeriod) ? (prev_calc - 1) : (InpPeriod - 1);
|
||||
if(start < InpPeriod - 1)
|
||||
start = InpPeriod - 1;
|
||||
|
||||
// 2. Project Rolling Standard Deviation Bands
|
||||
for(int i = start; i < total; i++)
|
||||
{
|
||||
price_cache[i] = close_arr[i];
|
||||
|
||||
bool is_odd = (odd_vwap[i] != EMPTY_VALUE && odd_vwap[i] > 0.0);
|
||||
bool is_even = (even_vwap[i] != EMPTY_VALUE && even_vwap[i] > 0.0);
|
||||
double cur_vwap = is_odd ? odd_vwap[i] : (is_even ? even_vwap[i] : EMPTY_VALUE);
|
||||
merged_vwap[i] = cur_vwap;
|
||||
|
||||
// Clear all bands at bar i
|
||||
uf_odd[i] = EMPTY_VALUE;
|
||||
uf_even[i] = EMPTY_VALUE;
|
||||
df_odd[i] = EMPTY_VALUE;
|
||||
df_even[i] = EMPTY_VALUE;
|
||||
ue_odd[i] = EMPTY_VALUE;
|
||||
ue_even[i] = EMPTY_VALUE;
|
||||
de_odd[i] = EMPTY_VALUE;
|
||||
de_even[i] = EMPTY_VALUE;
|
||||
uw_odd[i] = EMPTY_VALUE;
|
||||
uw_even[i] = EMPTY_VALUE;
|
||||
dw_odd[i] = EMPTY_VALUE;
|
||||
dw_even[i] = EMPTY_VALUE;
|
||||
|
||||
if(cur_vwap == EMPTY_VALUE || cur_vwap <= 0.0)
|
||||
continue;
|
||||
|
||||
// Compute Rolling Variance of (Price - VWAP) over InpPeriod
|
||||
double sum_sq_diff = 0.0;
|
||||
for(int k = 0; k < InpPeriod; k++)
|
||||
{
|
||||
int idx = i - k;
|
||||
double p = price_cache[idx];
|
||||
double v = merged_vwap[idx];
|
||||
|
||||
if(v == EMPTY_VALUE || v <= 0.0)
|
||||
v = p;
|
||||
|
||||
double diff = p - v;
|
||||
sum_sq_diff += diff * diff;
|
||||
}
|
||||
|
||||
double std_dev = MathSqrt(sum_sq_diff / (double)InpPeriod);
|
||||
|
||||
if(is_odd)
|
||||
{
|
||||
uf_odd[i] = cur_vwap + (InpLevelFlow * std_dev);
|
||||
df_odd[i] = cur_vwap - (InpLevelFlow * std_dev);
|
||||
ue_odd[i] = cur_vwap + (InpLevelExtreme * std_dev);
|
||||
de_odd[i] = cur_vwap - (InpLevelExtreme * std_dev);
|
||||
uw_odd[i] = cur_vwap + (InpLevelWall * std_dev);
|
||||
dw_odd[i] = cur_vwap - (InpLevelWall * std_dev);
|
||||
}
|
||||
else
|
||||
{
|
||||
uf_even[i] = cur_vwap + (InpLevelFlow * std_dev);
|
||||
df_even[i] = cur_vwap - (InpLevelFlow * std_dev);
|
||||
ue_even[i] = cur_vwap + (InpLevelExtreme * std_dev);
|
||||
de_even[i] = cur_vwap - (InpLevelExtreme * std_dev);
|
||||
uw_even[i] = cur_vwap + (InpLevelWall * std_dev);
|
||||
dw_even[i] = cur_vwap - (InpLevelWall * std_dev);
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| Custom Indicator Calculation Loop |
|
||||
//+------------------------------------------------------------------+
|
||||
int OnCalculate(const int rates_total,
|
||||
const int prev_calculated,
|
||||
@@ -211,131 +485,295 @@ int OnCalculate(const int rates_total,
|
||||
const long &volume[],
|
||||
const int &spread[])
|
||||
{
|
||||
if(rates_total < InpPeriod)
|
||||
if(rates_total < InpPeriod || CheckPointer(g_vwap) == POINTER_INVALID)
|
||||
return 0;
|
||||
|
||||
if(CheckPointer(g_vwap) == POINTER_INVALID)
|
||||
return 0;
|
||||
// Force chronological indexing
|
||||
ArraySetAsSeries(time, false);
|
||||
ArraySetAsSeries(open, false);
|
||||
ArraySetAsSeries(high, false);
|
||||
ArraySetAsSeries(low, false);
|
||||
ArraySetAsSeries(close, false);
|
||||
ArraySetAsSeries(tick_volume, false);
|
||||
ArraySetAsSeries(volume, false);
|
||||
|
||||
//--- Force strict chronological indexing for state-safety on input price arrays
|
||||
ArraySetAsSeries(time, false);
|
||||
ArraySetAsSeries(open, false);
|
||||
ArraySetAsSeries(high, false);
|
||||
ArraySetAsSeries(low, false);
|
||||
ArraySetAsSeries(close, false);
|
||||
|
||||
// 1. Resize internal arrays & force strict chronological sorting on them
|
||||
if(ArraySize(m_vwap_odd) != rates_total)
|
||||
//===================================================================
|
||||
// MODE 1: Direct Current Timeframe Calculation (Zero-Lag O(1))
|
||||
//===================================================================
|
||||
if(!g_is_mtf_mode)
|
||||
{
|
||||
ArrayResize(m_vwap_odd, rates_total);
|
||||
ArrayResize(m_vwap_even, rates_total);
|
||||
ArrayResize(m_merged_vwap, rates_total);
|
||||
|
||||
ArraySetAsSeries(m_vwap_odd, false);
|
||||
ArraySetAsSeries(m_vwap_even, false);
|
||||
ArraySetAsSeries(m_merged_vwap, false);
|
||||
}
|
||||
|
||||
// 2. Calculate Base VWAP Incrementally
|
||||
g_vwap.Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, m_vwap_odd, m_vwap_even);
|
||||
|
||||
// 3. Project Bands matching V-Score standard deviation logic
|
||||
int start = (prev_calculated > InpPeriod) ? prev_calculated - 1 : InpPeriod;
|
||||
|
||||
for(int i = start; i < rates_total; i++)
|
||||
{
|
||||
// Determine if the current session is using the Odd or Even buffer
|
||||
bool is_odd = (m_vwap_odd[i] != EMPTY_VALUE && m_vwap_odd[i] != 0);
|
||||
double current_vwap = is_odd ? m_vwap_odd[i] : m_vwap_even[i];
|
||||
m_merged_vwap[i] = current_vwap;
|
||||
|
||||
// Reset all outputs for current bar first
|
||||
BufVWAP_Odd[i] = EMPTY_VALUE;
|
||||
BufVWAP_Even[i] = EMPTY_VALUE;
|
||||
BufUpFlow_Odd[i] = EMPTY_VALUE;
|
||||
BufUpFlow_Even[i] = EMPTY_VALUE;
|
||||
BufDnFlow_Odd[i] = EMPTY_VALUE;
|
||||
BufDnFlow_Even[i] = EMPTY_VALUE;
|
||||
BufUpExtr_Odd[i] = EMPTY_VALUE;
|
||||
BufUpExtr_Even[i] = EMPTY_VALUE;
|
||||
BufDnExtr_Odd[i] = EMPTY_VALUE;
|
||||
BufDnExtr_Even[i] = EMPTY_VALUE;
|
||||
BufUpWall_Odd[i] = EMPTY_VALUE;
|
||||
BufUpWall_Even[i] = EMPTY_VALUE;
|
||||
BufDnWall_Odd[i] = EMPTY_VALUE;
|
||||
BufDnWall_Even[i] = EMPTY_VALUE;
|
||||
|
||||
// If VWAP is missing or just reset, continue
|
||||
if(current_vwap == 0 || current_vwap == EMPTY_VALUE)
|
||||
continue;
|
||||
|
||||
// Calculate StdDev of the distance (Price - VWAP) over InpPeriod
|
||||
double sum_sq_diff = 0;
|
||||
for(int k = 0; k < InpPeriod; k++)
|
||||
if(ArraySize(m_vwap_odd) != rates_total)
|
||||
{
|
||||
int idx = i - k;
|
||||
double p = close[idx];
|
||||
double v = m_merged_vwap[idx];
|
||||
|
||||
// Fallback if historical VWAP is invalid during rolling window
|
||||
if(v == 0 || v == EMPTY_VALUE)
|
||||
v = p;
|
||||
|
||||
double diff = p - v;
|
||||
sum_sq_diff += diff * diff;
|
||||
ArrayResize(m_vwap_odd, rates_total);
|
||||
ArraySetAsSeries(m_vwap_odd, false);
|
||||
ArrayResize(m_vwap_even, rates_total);
|
||||
ArraySetAsSeries(m_vwap_even, false);
|
||||
ArrayResize(m_merged_vwap, rates_total);
|
||||
ArraySetAsSeries(m_merged_vwap, false);
|
||||
ArrayResize(m_price_buf, rates_total);
|
||||
ArraySetAsSeries(m_price_buf, false);
|
||||
}
|
||||
|
||||
double std_dev = MathSqrt(sum_sq_diff / InpPeriod);
|
||||
CalculateVScoreBandsEngine(rates_total, prev_calculated, time, open, high, low, close,
|
||||
tick_volume, volume, BufVWAP_Odd, BufVWAP_Even,
|
||||
m_merged_vwap, m_price_buf,
|
||||
BufUpFlow_Odd, BufUpFlow_Even,
|
||||
BufDnFlow_Odd, BufDnFlow_Even,
|
||||
BufUpExtr_Odd, BufUpExtr_Even,
|
||||
BufDnExtr_Odd, BufDnExtr_Even,
|
||||
BufUpWall_Odd, BufUpWall_Even,
|
||||
BufDnWall_Odd, BufDnWall_Even);
|
||||
return rates_total;
|
||||
}
|
||||
|
||||
// Assign calculated values to the correct Active Buffer (Odd or Even)
|
||||
if(is_odd)
|
||||
//===================================================================
|
||||
// MODE 2: Multi-Timeframe Engine (Warp-free Step Synchronization)
|
||||
//===================================================================
|
||||
int required_bars = InpPeriod + 10;
|
||||
if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
|
||||
{
|
||||
g_data_synced = false;
|
||||
return 0;
|
||||
}
|
||||
|
||||
g_data_synced = true;
|
||||
|
||||
datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 0);
|
||||
bool htf_updated = (htf_time_current != g_last_htf_time);
|
||||
|
||||
if(htf_updated || prev_calculated == 0)
|
||||
{
|
||||
g_last_htf_time = htf_time_current;
|
||||
|
||||
int htf_bars = iBars(_Symbol, g_calc_timeframe);
|
||||
if(htf_bars < required_bars)
|
||||
{
|
||||
BufVWAP_Odd[i] = current_vwap;
|
||||
if(std_dev > 1.0e-9)
|
||||
g_data_ready = false;
|
||||
return 0;
|
||||
}
|
||||
|
||||
g_htf_count = MathMin(htf_bars, 3000);
|
||||
|
||||
// Resize all HTF caching arrays
|
||||
ArrayResize(h_time, g_htf_count);
|
||||
ArrayResize(h_open, g_htf_count);
|
||||
ArrayResize(h_high, g_htf_count);
|
||||
ArrayResize(h_low, g_htf_count);
|
||||
ArrayResize(h_close, g_htf_count);
|
||||
ArrayResize(h_tick_vol, g_htf_count);
|
||||
ArrayResize(h_vol, g_htf_count);
|
||||
ArrayResize(h_res_odd, g_htf_count);
|
||||
ArrayResize(h_res_even, g_htf_count);
|
||||
ArrayResize(h_res_uf_odd, g_htf_count);
|
||||
ArrayResize(h_res_uf_even, g_htf_count);
|
||||
ArrayResize(h_res_df_odd, g_htf_count);
|
||||
ArrayResize(h_res_df_even, g_htf_count);
|
||||
ArrayResize(h_res_ue_odd, g_htf_count);
|
||||
ArrayResize(h_res_ue_even, g_htf_count);
|
||||
ArrayResize(h_res_de_odd, g_htf_count);
|
||||
ArrayResize(h_res_de_even, g_htf_count);
|
||||
ArrayResize(h_res_uw_odd, g_htf_count);
|
||||
ArrayResize(h_res_uw_even, g_htf_count);
|
||||
ArrayResize(h_res_dw_odd, g_htf_count);
|
||||
ArrayResize(h_res_dw_even, g_htf_count);
|
||||
|
||||
ArraySetAsSeries(h_time, false);
|
||||
ArraySetAsSeries(h_open, false);
|
||||
ArraySetAsSeries(h_high, false);
|
||||
ArraySetAsSeries(h_low, false);
|
||||
ArraySetAsSeries(h_close, false);
|
||||
ArraySetAsSeries(h_tick_vol, false);
|
||||
ArraySetAsSeries(h_vol, false);
|
||||
ArraySetAsSeries(h_res_odd, false);
|
||||
ArraySetAsSeries(h_res_even, false);
|
||||
ArraySetAsSeries(h_res_uf_odd, false);
|
||||
ArraySetAsSeries(h_res_uf_even, false);
|
||||
ArraySetAsSeries(h_res_df_odd, false);
|
||||
ArraySetAsSeries(h_res_df_even, false);
|
||||
ArraySetAsSeries(h_res_ue_odd, false);
|
||||
ArraySetAsSeries(h_res_ue_even, false);
|
||||
ArraySetAsSeries(h_res_de_odd, false);
|
||||
ArraySetAsSeries(h_res_de_even, false);
|
||||
ArraySetAsSeries(h_res_uw_odd, false);
|
||||
ArraySetAsSeries(h_res_uw_even, false);
|
||||
ArraySetAsSeries(h_res_dw_odd, false);
|
||||
ArraySetAsSeries(h_res_dw_even, false);
|
||||
|
||||
if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count ||
|
||||
CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count ||
|
||||
CopyHigh(_Symbol, g_calc_timeframe, 0, g_htf_count, h_high) != g_htf_count ||
|
||||
CopyLow(_Symbol, g_calc_timeframe, 0, g_htf_count, h_low) != g_htf_count ||
|
||||
CopyClose(_Symbol, g_calc_timeframe, 0, g_htf_count, h_close) != g_htf_count ||
|
||||
CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, h_tick_vol) != g_htf_count)
|
||||
{
|
||||
g_data_ready = false;
|
||||
return 0;
|
||||
}
|
||||
|
||||
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
|
||||
if(vol_limit > 0)
|
||||
CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, h_vol);
|
||||
else
|
||||
ArrayCopy(h_vol, h_tick_vol, 0, 0, g_htf_count);
|
||||
|
||||
double h_merged[], h_price[];
|
||||
ArrayResize(h_merged, g_htf_count);
|
||||
ArraySetAsSeries(h_merged, false);
|
||||
ArrayResize(h_price, g_htf_count);
|
||||
ArraySetAsSeries(h_price, false);
|
||||
|
||||
// Compute HTF V-Score Projected Bands
|
||||
CalculateVScoreBandsEngine(g_htf_count, 0, h_time, h_open, h_high, h_low, h_close,
|
||||
h_tick_vol, h_vol, h_res_odd, h_res_even,
|
||||
h_merged, h_price,
|
||||
h_res_uf_odd, h_res_uf_even,
|
||||
h_res_df_odd, h_res_df_even,
|
||||
h_res_ue_odd, h_res_ue_even,
|
||||
h_res_de_odd, h_res_de_even,
|
||||
h_res_uw_odd, h_res_uw_even,
|
||||
h_res_dw_odd, h_res_dw_even);
|
||||
g_data_ready = true;
|
||||
}
|
||||
|
||||
if(!g_data_ready)
|
||||
return 0;
|
||||
|
||||
// 5. Stateful live-bar update for active forming HTF candle
|
||||
int live_idx = g_htf_count - 1;
|
||||
if(live_idx >= required_bars)
|
||||
{
|
||||
double o[1], h[1], l[1], c[1];
|
||||
datetime t_bar[1];
|
||||
long tv[1], v[1];
|
||||
|
||||
int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false);
|
||||
if(shift >= 0 &&
|
||||
CopyTime(_Symbol, g_calc_timeframe, shift, 1, t_bar) == 1 &&
|
||||
CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 &&
|
||||
CopyHigh(_Symbol, g_calc_timeframe, shift, 1, h) == 1 &&
|
||||
CopyLow(_Symbol, g_calc_timeframe, shift, 1, l) == 1 &&
|
||||
CopyClose(_Symbol, g_calc_timeframe, shift, 1, c) == 1 &&
|
||||
CopyTickVolume(_Symbol, g_calc_timeframe, shift, 1, tv) == 1)
|
||||
{
|
||||
h_time[live_idx] = t_bar[0];
|
||||
h_open[live_idx] = o[0];
|
||||
h_high[live_idx] = h[0];
|
||||
h_low[live_idx] = l[0];
|
||||
h_close[live_idx] = c[0];
|
||||
h_tick_vol[live_idx] = tv[0];
|
||||
|
||||
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
|
||||
if(vol_limit > 0 && CopyRealVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1)
|
||||
h_vol[live_idx] = v[0];
|
||||
else
|
||||
h_vol[live_idx] = tv[0];
|
||||
|
||||
double h_merged[], h_price[];
|
||||
ArrayResize(h_merged, g_htf_count);
|
||||
ArraySetAsSeries(h_merged, false);
|
||||
ArrayResize(h_price, g_htf_count);
|
||||
ArraySetAsSeries(h_price, false);
|
||||
|
||||
// Mock update on live HTF bar
|
||||
CalculateVScoreBandsEngine(g_htf_count, g_htf_count, h_time, h_open, h_high, h_low, h_close,
|
||||
h_tick_vol, h_vol, h_res_odd, h_res_even,
|
||||
h_merged, h_price,
|
||||
h_res_uf_odd, h_res_uf_even,
|
||||
h_res_df_odd, h_res_df_even,
|
||||
h_res_ue_odd, h_res_ue_even,
|
||||
h_res_de_odd, h_res_de_even,
|
||||
h_res_uw_odd, h_res_uw_even,
|
||||
h_res_dw_odd, h_res_dw_even);
|
||||
}
|
||||
}
|
||||
|
||||
// 6. Forming LTF Block Flat-Force Anchor (The Staircase Solution)
|
||||
int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
||||
|
||||
int first_bar_of_forming_htf = rates_total - 1;
|
||||
while(first_bar_of_forming_htf > 0 &&
|
||||
iBarShift(_Symbol, g_calc_timeframe, time[first_bar_of_forming_htf], false) == 0)
|
||||
{
|
||||
first_bar_of_forming_htf--;
|
||||
}
|
||||
first_bar_of_forming_htf++;
|
||||
|
||||
if(start > first_bar_of_forming_htf)
|
||||
start = first_bar_of_forming_htf;
|
||||
|
||||
// 7. Chronological Mapping Loop to Chart Timeframe (14 Buffers)
|
||||
for(int i = start; i < rates_total; i++)
|
||||
{
|
||||
datetime t = time[i];
|
||||
int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false);
|
||||
|
||||
if(shift_htf >= 0)
|
||||
{
|
||||
int idx_htf = g_htf_count - 1 - shift_htf;
|
||||
if(idx_htf >= 0 && idx_htf < g_htf_count)
|
||||
{
|
||||
BufUpFlow_Odd[i] = current_vwap + (InpLevelFlow * std_dev);
|
||||
BufDnFlow_Odd[i] = current_vwap - (InpLevelFlow * std_dev);
|
||||
BufUpExtr_Odd[i] = current_vwap + (InpLevelExtreme * std_dev);
|
||||
BufDnExtr_Odd[i] = current_vwap - (InpLevelExtreme * std_dev);
|
||||
BufUpWall_Odd[i] = current_vwap + (InpLevelWall * std_dev);
|
||||
BufDnWall_Odd[i] = current_vwap - (InpLevelWall * std_dev);
|
||||
BufVWAP_Odd[i] = h_res_odd[idx_htf];
|
||||
BufVWAP_Even[i] = h_res_even[idx_htf];
|
||||
BufUpFlow_Odd[i] = h_res_uf_odd[idx_htf];
|
||||
BufUpFlow_Even[i] = h_res_uf_even[idx_htf];
|
||||
BufDnFlow_Odd[i] = h_res_df_odd[idx_htf];
|
||||
BufDnFlow_Even[i] = h_res_df_even[idx_htf];
|
||||
BufUpExtr_Odd[i] = h_res_ue_odd[idx_htf];
|
||||
BufUpExtr_Even[i] = h_res_ue_even[idx_htf];
|
||||
BufDnExtr_Odd[i] = h_res_de_odd[idx_htf];
|
||||
BufDnExtr_Even[i] = h_res_de_even[idx_htf];
|
||||
BufUpWall_Odd[i] = h_res_uw_odd[idx_htf];
|
||||
BufUpWall_Even[i] = h_res_uw_even[idx_htf];
|
||||
BufDnWall_Odd[i] = h_res_dw_odd[idx_htf];
|
||||
BufDnWall_Even[i] = h_res_dw_even[idx_htf];
|
||||
}
|
||||
else
|
||||
{
|
||||
// Collapse bands to VWAP if zero volatility
|
||||
BufUpFlow_Odd[i] = current_vwap;
|
||||
BufDnFlow_Odd[i] = current_vwap;
|
||||
BufUpExtr_Odd[i] = current_vwap;
|
||||
BufDnExtr_Odd[i] = current_vwap;
|
||||
BufUpWall_Odd[i] = current_vwap;
|
||||
BufDnWall_Odd[i] = current_vwap;
|
||||
BufVWAP_Odd[i] = EMPTY_VALUE;
|
||||
BufVWAP_Even[i] = EMPTY_VALUE;
|
||||
BufUpFlow_Odd[i] = EMPTY_VALUE;
|
||||
BufUpFlow_Even[i] = EMPTY_VALUE;
|
||||
BufDnFlow_Odd[i] = EMPTY_VALUE;
|
||||
BufDnFlow_Even[i] = EMPTY_VALUE;
|
||||
BufUpExtr_Odd[i] = EMPTY_VALUE;
|
||||
BufUpExtr_Even[i] = EMPTY_VALUE;
|
||||
BufDnExtr_Odd[i] = EMPTY_VALUE;
|
||||
BufDnExtr_Even[i] = EMPTY_VALUE;
|
||||
BufUpWall_Odd[i] = EMPTY_VALUE;
|
||||
BufUpWall_Even[i] = EMPTY_VALUE;
|
||||
BufDnWall_Odd[i] = EMPTY_VALUE;
|
||||
BufDnWall_Even[i] = EMPTY_VALUE;
|
||||
}
|
||||
}
|
||||
else
|
||||
{
|
||||
BufVWAP_Even[i] = current_vwap;
|
||||
if(std_dev > 1.0e-9)
|
||||
{
|
||||
BufUpFlow_Even[i] = current_vwap + (InpLevelFlow * std_dev);
|
||||
BufDnFlow_Even[i] = current_vwap - (InpLevelFlow * std_dev);
|
||||
BufUpExtr_Even[i] = current_vwap + (InpLevelExtreme * std_dev);
|
||||
BufDnExtr_Even[i] = current_vwap - (InpLevelExtreme * std_dev);
|
||||
BufUpWall_Even[i] = current_vwap + (InpLevelWall * std_dev);
|
||||
BufDnWall_Even[i] = current_vwap - (InpLevelWall * std_dev);
|
||||
}
|
||||
else
|
||||
{
|
||||
// Collapse bands to VWAP if zero volatility
|
||||
BufUpFlow_Even[i] = current_vwap;
|
||||
BufDnFlow_Even[i] = current_vwap;
|
||||
BufUpExtr_Even[i] = current_vwap;
|
||||
BufDnExtr_Even[i] = current_vwap;
|
||||
BufUpWall_Even[i] = current_vwap;
|
||||
BufDnWall_Even[i] = current_vwap;
|
||||
}
|
||||
BufVWAP_Odd[i] = EMPTY_VALUE;
|
||||
BufVWAP_Even[i] = EMPTY_VALUE;
|
||||
BufUpFlow_Odd[i] = EMPTY_VALUE;
|
||||
BufUpFlow_Even[i] = EMPTY_VALUE;
|
||||
BufDnFlow_Odd[i] = EMPTY_VALUE;
|
||||
BufDnFlow_Even[i] = EMPTY_VALUE;
|
||||
BufUpExtr_Odd[i] = EMPTY_VALUE;
|
||||
BufUpExtr_Even[i] = EMPTY_VALUE;
|
||||
BufDnExtr_Odd[i] = EMPTY_VALUE;
|
||||
BufDnExtr_Even[i] = EMPTY_VALUE;
|
||||
BufUpWall_Odd[i] = EMPTY_VALUE;
|
||||
BufUpWall_Even[i] = EMPTY_VALUE;
|
||||
BufDnWall_Odd[i] = EMPTY_VALUE;
|
||||
BufDnWall_Even[i] = EMPTY_VALUE;
|
||||
}
|
||||
}
|
||||
|
||||
return(rates_total);
|
||||
return rates_total;
|
||||
}
|
||||
|
||||
//+------------------------------------------------------------------+
|
||||
//| OnTimer Event Handler (Data Synchronization Daemon) |
|
||||
//+------------------------------------------------------------------+
|
||||
void OnTimer()
|
||||
{
|
||||
int required_bars = InpPeriod + 10;
|
||||
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
|
||||
}
|
||||
//+------------------------------------------------------------------+
|
||||
//+------------------------------------------------------------------+
|
||||
|
||||
Reference in New Issue
Block a user