diff --git a/Indicators/MyIndicators/Quant/Velocity_MTF_Pro.mq5 b/Indicators/MyIndicators/Quant/Velocity_MTF_Pro.mq5 index ca6b2f5..19fff6e 100644 --- a/Indicators/MyIndicators/Quant/Velocity_MTF_Pro.mq5 +++ b/Indicators/MyIndicators/Quant/Velocity_MTF_Pro.mq5 @@ -3,108 +3,219 @@ //| 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 version "3.50" // Upgraded with 5-Zone Swapped Thermal Kinetics, Flat-Force step-alignment, and VWMA Signal Line +#property description "Kinematics Velocity & Speed Envelopes (Multi-Timeframe)." +#property description "Displays Higher Timeframe Velocity, Speed, and Signal cleanly without live-bar warping." #property indicator_separate_window -#property indicator_buffers 4 -#property indicator_plots 3 +#property indicator_buffers 5 +#property indicator_plots 4 -// Levels +//--- Institutional Levels Configuration (4-level Kinematic boundaries) #property indicator_level1 1.0 #property indicator_level2 -1.0 +#property indicator_level3 0.3 +#property indicator_level4 -0.3 #property indicator_levelcolor clrSilver #property indicator_levelstyle STYLE_DOT -// Plot 1: Velocity Histogram +//--- Plot 1: Velocity Histogram (Swapped Bull/Bear Thermal Palette) #property indicator_label1 "Velocity MTF" #property indicator_type1 DRAW_COLOR_HISTOGRAM -#property indicator_color1 clrGray, clrLime, clrRed +// Swapped Palette: +// 0: Noise/Neutral (Gray) +// 1: Bullish Flow (LightSkyBlue) +// 2: Bullish Climax (DeepSkyBlue) +// 3: Bearish Flow (Coral) +// 4: Bearish Climax (OrangeRed) +#property indicator_color1 clrGray, clrLightSkyBlue, clrDeepSkyBlue, clrCoral, clrOrangeRed #property indicator_style1 STYLE_SOLID #property indicator_width1 2 -// Plot 2: Speed Positive +//--- Plot 2: Speed Positive (Top) #property indicator_label2 "Speed (+) MTF" #property indicator_type2 DRAW_LINE #property indicator_color2 clrDarkOrange #property indicator_style2 STYLE_SOLID #property indicator_width2 1 -// Plot 3: Speed Negative +//--- Plot 3: Speed Negative (Bottom) #property indicator_label3 "Speed (-) MTF" #property indicator_type3 DRAW_LINE #property indicator_color3 clrDarkOrange #property indicator_style3 STYLE_SOLID #property indicator_width3 1 +//--- Plot 4: Optional Signal Line (Wyckoff Reversal Trigger) +#property indicator_label4 "Signal" +#property indicator_type4 DRAW_LINE +#property indicator_color4 clrFireBrick +#property indicator_style4 STYLE_SOLID +#property indicator_width4 1 + #include #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 +//--- Parameters --- +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M5; // Target Higher Timeframe +input int InpVelPeriod = 3; // Velocity Vector Lookback +input int InpATRPeriod = 14; // Volatility Base (ATR) +input double InpThresholdLow = 0.3; // Low Threshold (Flow Zone) +input double InpThresholdHigh = 1.0; // High Threshold (Climax Zone) +input bool InpShowSpeed = true; // Show Speed Envelope? + +//--- Signal Line Parameters (Dynamic MA Engine Integration) +input bool InpShowSignal = true; // Show Signal Line? +input int InpSignalPeriod = 5; // Signal Line Period +input ENUM_MA_TYPE InpSignalType = SMA; // Signal Line MA Type //--- Buffers (Visual) double BufVel[]; -double BufColor[]; +double BufCol[]; double BufSpeedPos[]; double BufSpeedNeg[]; +double BufSignal[]; -//--- Internal HTF Data -double h_vel[], h_spd[]; // Calculated HTF results +//--- Internal HTF Data Caches +double h_vel[], h_spd[], h_sig[]; // HTF Results cached datetime h_time[]; double h_open[], h_high[], h_low[], h_close[]; -long h_vol[]; // Dummy +long h_vol[]; // HTF raw volume cache +double h_vol_double[]; // HTF volume cast to double to support VWMA Signal line -CATRCalculator *g_atr; +//--- Global HTF State Tracking +CATRCalculator *g_atr; +CMovingAverageCalculator *g_signal_calculator; +datetime g_last_htf_time = 0; +int g_htf_count = 0; +bool g_data_ready = false; +bool g_data_synced = false; + +//+------------------------------------------------------------------+ +//| EnsureHTFDataReady | +//+------------------------------------------------------------------+ +bool EnsureHTFDataReady(const string symbol, const ENUM_TIMEFRAMES timeframe, const int required_bars) + { + ResetLastError(); + if(!SymbolInfoInteger(symbol, SYMBOL_SELECT)) + { + SymbolSelect(symbol, true); + } + datetime times[]; + int copied = CopyTime(symbol, timeframe, 0, required_bars, times); + return (copied >= required_bars); + } //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ int OnInit() { - if(InpTimeframe <= Period()) + g_data_ready = false; + g_data_synced = false; + g_last_htf_time = 0; + g_htf_count = 0; + + if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT) { - if(InpTimeframe != Period()) - Print("Warning: Target Timeframe should be > Current Timeframe."); + Print("Warning: Target Timeframe should be > Current Timeframe."); } - SetIndexBuffer(0, BufVel, INDICATOR_DATA); - SetIndexBuffer(1, BufColor, INDICATOR_COLOR_INDEX); +//--- Bind Buffers + SetIndexBuffer(0, BufVel, INDICATOR_DATA); + SetIndexBuffer(1, BufCol, INDICATOR_COLOR_INDEX); SetIndexBuffer(2, BufSpeedPos, INDICATOR_DATA); SetIndexBuffer(3, BufSpeedNeg, INDICATOR_DATA); + SetIndexBuffer(4, BufSignal, INDICATOR_DATA); + ArraySetAsSeries(BufVel, false); + ArraySetAsSeries(BufCol, false); + ArraySetAsSeries(BufSpeedPos, false); + ArraySetAsSeries(BufSpeedNeg, false); + ArraySetAsSeries(BufSignal, false); + +//--- Configure Speed Envelope Displays if(!InpShowSpeed) { PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE); PlotIndexSetInteger(2, PLOT_DRAW_TYPE, DRAW_NONE); } + else + { + PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE); + PlotIndexSetInteger(2, PLOT_DRAW_TYPE, DRAW_LINE); + } - string tf_name = StringSubstr(EnumToString(InpTimeframe), 7); - string name = StringFormat("Velocity MTF %s(%d)", tf_name, InpVelPeriod); - IndicatorSetString(INDICATOR_SHORTNAME, name); +//--- Configure Optional Signal Line Calculator + if(InpShowSignal) + { + // Explicitly restore DRAW_LINE & Label in case it was previously disabled + PlotIndexSetInteger(3, PLOT_DRAW_TYPE, DRAW_LINE); + PlotIndexSetString(3, PLOT_LABEL, "Signal"); + g_signal_calculator = new CMovingAverageCalculator(); + if(CheckPointer(g_signal_calculator) == POINTER_INVALID || !g_signal_calculator.Init(InpSignalPeriod, InpSignalType)) + { + Print("Error: Failed to initialize Signal Line Calculator Engine."); + return INIT_FAILED; + } + } + else + { + // Set DRAW_NONE and clear Label to fully purge it from the MT5 Data Window + PlotIndexSetInteger(3, PLOT_DRAW_TYPE, DRAW_NONE); + PlotIndexSetString(3, PLOT_LABEL, NULL); + } + +//--- Configure Core Volatility Engine g_atr = new CATRCalculator(); - if(!g_atr.Init(InpATRPeriod, ATR_POINTS)) + if(CheckPointer(g_atr) == POINTER_INVALID || !g_atr.Init(InpATRPeriod, ATR_POINTS)) + { + Print("Error: Failed to initialize ATR Calculator Engine."); return INIT_FAILED; + } + +//--- Dynamically set the indicator short name + string tf_name = StringSubstr(EnumToString(InpTimeframe), 7); + string name = ""; + if(InpShowSignal) + { + string sig_name = EnumToString(InpSignalType); + StringToUpper(sig_name); + name = StringFormat("Velocity MTF %s(%d) %s(%d)", tf_name, InpVelPeriod, sig_name, InpSignalPeriod); + } + else + { + name = StringFormat("Velocity MTF %s(%d)", tf_name, InpVelPeriod); + } + + IndicatorSetString(INDICATOR_SHORTNAME, name); + PlotIndexSetString(0, PLOT_LABEL, "Velocity MTF"); + PlotIndexSetString(1, PLOT_LABEL, "Speed (+) MTF"); + PlotIndexSetString(2, PLOT_LABEL, "Speed (-) MTF"); + IndicatorSetInteger(INDICATOR_DIGITS, 3); + +//--- Initialize 1-second timer for weekend/async chart refreshes + EventSetTimer(1); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ -//| | +//| OnDeinit | //+------------------------------------------------------------------+ void OnDeinit(const int r) { - if(CheckPointer(g_atr)==POINTER_DYNAMIC) + EventKillTimer(); + if(CheckPointer(g_atr) != POINTER_INVALID) delete g_atr; + if(CheckPointer(g_signal_calculator) != POINTER_INVALID) + delete g_signal_calculator; } //+------------------------------------------------------------------+ -//| Calculate | +//| OnCalculate | //+------------------------------------------------------------------+ int OnCalculate(const int rates_total, const int prev_calculated, @@ -117,70 +228,192 @@ int OnCalculate(const int rates_total, 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) +//--- Ensure target timeframe history is ready + int required_bars = InpATRPeriod + InpVelPeriod + 10; + if(!EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars)) { - ArrayResize(h_vel, count); - ArrayResize(h_spd, count); + g_data_synced = false; + return 0; // Wait for next tick to let history load } -// 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); + g_data_synced = true; -// B. Loop HTF -// Logic copied from Velocity_Pro.mq5 but applied to 'h_' arrays - for(int i = InpATRPeriod+InpVelPeriod; i < count; i++) +//--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume) + long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); + +//--- 1. Check if a new HTF bar has formed + datetime htf_time_current = iTime(_Symbol, InpTimeframe, 0); + bool htf_updated = (htf_time_current != g_last_htf_time); + + if(htf_updated || prev_calculated == 0) { - double atr = h_atr_buf[i]; - if(atr == 0) + g_last_htf_time = htf_time_current; + + int htf_bars = iBars(_Symbol, InpTimeframe); + if(htf_bars < required_bars) { - h_vel[i]=0; - h_spd[i]=0; - continue; + g_data_ready = false; + return 0; } - // Velocity (Vector) - // Uses Metrics Tools Logic: (Close - PrevClose) / ATR - h_vel[i] = CMetricsTools::CalculateSlope(h_close[i], h_close[i-InpVelPeriod], atr, InpVelPeriod); + g_htf_count = MathMin(htf_bars, 3000); - // Speed (Scalar) - double path_length = 0; - for(int k=0; k 0) + copied_vol = CopyRealVolume(_Symbol, InpTimeframe, 0, g_htf_count, h_vol); + else + copied_vol = CopyTickVolume(_Symbol, InpTimeframe, 0, g_htf_count, h_vol); + + if(copied_vol != g_htf_count) + { + g_data_ready = false; + return 0; + } + + // Convert HTF volume cache to double precision + for(int j = 0; j < g_htf_count; j++) + h_vol_double[j] = (double)h_vol[j]; + + // A. Calculate ATR on HTF (Closed bars and forming bar initialized) + double h_atr_buf[]; + g_atr.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_atr_buf); + + // B. Calculate HTF Velocity and Speed (Closed bars only!) + // Notice the limit is 'g_htf_count - 1' (excluding the live forming bar) + for(int j = InpATRPeriod + InpVelPeriod; j < g_htf_count - 1; j++) + { + double atr = h_atr_buf[j]; + if(atr == 0) + { + h_vel[j] = 0.0; + h_spd[j] = 0.0; + continue; + } + + // Velocity Vector (Directional Slope) + h_vel[j] = CMetricsTools::CalculateSlope(h_close[j], h_close[j - InpVelPeriod], atr, InpVelPeriod); + + // Speed Scalar (Path Length) + double path_length = 0.0; + for(int k = 0; k < InpVelPeriod; k++) + { + path_length += MathAbs(h_close[j - k] - h_close[j - k - 1]); + } + h_spd[j] = (path_length / InpVelPeriod) / atr; + } + + // C. Calculate Optional Signal Line on HTF + if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) + { + g_signal_calculator.CalculateOnArray(g_htf_count, 0, h_vel, h_vol_double, h_sig, InpATRPeriod + InpVelPeriod); + } + + g_data_ready = true; } -// 3. Map to Current Chart + if(!g_data_ready) + return 0; + +//--- 2. Live Update for the Current Forming HTF Bar (Index: g_htf_count - 1) on every tick! + int live_idx = g_htf_count - 1; + if(live_idx >= InpATRPeriod + InpVelPeriod) + { + double o[1], h[1], l[1], c[1]; + long vol[1]; + int shift = iBarShift(_Symbol, InpTimeframe, htf_time_current, false); + if(shift >= 0 && + CopyOpen(_Symbol, InpTimeframe, shift, 1, o) == 1 && + CopyHigh(_Symbol, InpTimeframe, shift, 1, h) == 1 && + CopyLow(_Symbol, InpTimeframe, shift, 1, l) == 1 && + CopyClose(_Symbol, InpTimeframe, shift, 1, c) == 1) + { + h_open[live_idx] = o[0]; + h_high[live_idx] = h[0]; + h_low[live_idx] = l[0]; + h_close[live_idx] = c[0]; + + // Copy live volume dynamically + int copied = 0; + if(volume_limit > 0) + copied = CopyRealVolume(_Symbol, InpTimeframe, shift, 1, vol); + else + copied = CopyTickVolume(_Symbol, InpTimeframe, shift, 1, vol); + + if(copied == 1) + { + h_vol[live_idx] = vol[0]; + h_vol_double[live_idx] = (double)vol[0]; + } + + // Recalculate ATR, Velocity and Speed on the live HTF index in O(1) + double h_atr_single_buf[]; + g_atr.Calculate(g_htf_count, live_idx, h_open, h_high, h_low, h_close, h_atr_single_buf); + + double atr = h_atr_single_buf[live_idx]; + if(atr > 0) + { + h_vel[live_idx] = CMetricsTools::CalculateSlope(h_close[live_idx], h_close[live_idx - InpVelPeriod], atr, InpVelPeriod); + + double path_length = 0.0; + for(int k = 0; k < InpVelPeriod; k++) + { + path_length += MathAbs(h_close[live_idx - k] - h_close[live_idx - k - 1]); + } + h_spd[live_idx] = (path_length / InpVelPeriod) / atr; + } + else + { + h_vel[live_idx] = 0.0; + h_spd[live_idx] = 0.0; + } + + // Recalculate Signal Line on HTF live index + if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID) + { + g_signal_calculator.CalculateOnArray(g_htf_count, live_idx, h_vel, h_vol_double, h_sig, InpATRPeriod + InpVelPeriod); + } + } + } + +//--- 3. FIXED: Dynamically adjust 'start' to the beginning of the current forming HTF bar +//--- This forces the entire forming LTF step block to remain perfectly flat, updating on every tick! 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, InpTimeframe, time[first_bar_of_forming_htf], false) == 0) + { + first_bar_of_forming_htf--; + } + first_bar_of_forming_htf++; // This is the start of the forming step on lower TF chart + + if(start > first_bar_of_forming_htf) + start = first_bar_of_forming_htf; + +//--- 4. Incremental Mapping of HTF results to Current Chart Timeframe (O(1) per tick) for(int i = start; i < rates_total; i++) { datetime t = time[i]; @@ -188,37 +421,73 @@ int OnCalculate(const int rates_total, 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) + int idx_htf = g_htf_count - 1 - shift_htf; + if(idx_htf >= 0 && idx_htf < g_htf_count) { double val_v = h_vel[idx_htf]; double val_s = h_spd[idx_htf]; - BufVel[i] = val_v; + BufVel[i] = val_v; BufSpeedPos[i] = val_s; BufSpeedNeg[i] = -val_s; - // Color Logic - if(val_v > InpThreshold) - BufColor[i] = 1.0; // Lime + if(InpShowSignal) + BufSignal[i] = h_sig[idx_htf]; else - if(val_v < -InpThreshold) - BufColor[i] = 2.0; // Red + BufSignal[i] = EMPTY_VALUE; + + // Swapped 5-Zone Color Logic (Blue for Bullish, Red/Coral for Bearish) + if(val_v >= InpThresholdHigh) + BufCol[i] = 2.0; // Index 2: DeepSkyBlue (Bullish Climax) + else + if(val_v >= InpThresholdLow) + BufCol[i] = 1.0; // Index 1: LightSkyBlue (Bullish Flow) else - BufColor[i] = 0.0; // Gray + if(val_v <= -InpThresholdHigh) + BufCol[i] = 4.0; // Index 4: OrangeRed (Bearish Climax) + else + if(val_v <= -InpThresholdLow) + BufCol[i] = 3.0; // Index 3: Coral (Bearish Flow) + else + BufCol[i] = 0.0; // Index 0: Gray (Neutral Noise) } else { - BufVel[i] = EMPTY_VALUE; + BufVel[i] = EMPTY_VALUE; BufSpeedPos[i] = EMPTY_VALUE; BufSpeedNeg[i] = EMPTY_VALUE; + BufSignal[i] = EMPTY_VALUE; + BufCol[i] = 0.0; } } + else + { + BufVel[i] = EMPTY_VALUE; + BufSpeedPos[i] = EMPTY_VALUE; + BufSpeedNeg[i] = EMPTY_VALUE; + BufSignal[i] = EMPTY_VALUE; + BufCol[i] = 0.0; + } } return(rates_total); } + +//+------------------------------------------------------------------+ +//| OnTimer | +//| Handles loading checks and force-redraws | +//+------------------------------------------------------------------+ +void OnTimer() + { + if(!g_data_synced) + { + int required_bars = InpATRPeriod + InpVelPeriod + 5; + if(EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars)) + { + g_data_synced = true; + ChartRedraw(); // Force MT5 to invoke OnCalculate + } + } + } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+