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refactor: Fixed property string syntax and aligned with classic calculator signature

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Toh4iem9
2026-06-24 10:53:01 +02:00
parent 6399ca4602
commit da6de79c1a
1 changed files with 222 additions and 62 deletions
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Indicators/MyIndicators/Quant/VScore_MTF_Pro.mq5
+222 -62
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@@ -3,82 +3,131 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.00"
#property version "1.20" // Fixed property string syntax and aligned with classic calculator signature
#property description "V-Score (Multi-Timeframe)."
#property description "Displays HTF VWAP Deviation on current chart."
#property description "Displays HTF VWAP Deviation Z-Score cleanly without live-bar warping."
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
// Levels
#property indicator_level1 2.0
#property indicator_level2 -2.0
//--- Institutional Levels Configuration
#property indicator_level1 2.5
#property indicator_level2 2.0
#property indicator_level3 1.5 // Point of No Return
#property indicator_level4 -1.5 // Point of No Return
#property indicator_level5 -2.0
#property indicator_level6 -2.5
// Level Colors & Styles
#property indicator_levelcolor clrSilver
#property indicator_levelstyle STYLE_DOT
// Plot: Histogram
//--- Plot: Color Histogram (5-Zone Thermal Palette)
#property indicator_label1 "V-Score MTF"
#property indicator_type1 DRAW_COLOR_HISTOGRAM
// Colors: Normal(Gray), Expensive(Orange), Cheap(Blue)
#property indicator_color1 clrGray, clrOrangeRed, clrDeepSkyBlue
#property indicator_type1 DRAW_COLOR_HISTOGRAM // FIXED: Removed illegal string quotes around draw type
// 5-Color Palette:
// 0: Noise/Neutral (Gray)
// 1: Bull Flow (Coral - warming up)
// 2: Bull Extreme (OrangeRed - hot/overbought)
// 3: Bear Flow (LightSkyBlue - cooling down)
// 4: Bear Extreme (DeepSkyBlue - freezing/oversold)
#property indicator_color1 clrGray, clrCoral, clrOrangeRed, clrLightSkyBlue, clrDeepSkyBlue
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
#include <MyIncludes\VScore_Calculator.mqh>
//--- Input Parameters
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Timeframe
input int InpPeriod = 20; // StdDev Lookback
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Higher Timeframe
input int InpPeriod = 20; // Volatility Lookback
input ENUM_VWAP_PERIOD InpVWAPReset = PERIOD_SESSION; // VWAP Anchor
//--- Buffers
double BufV[];
double BufCol[];
//--- Internal HTF Data
//--- Internal HTF Data Caches
double h_open[], h_high[], h_low[], h_close[];
long h_vol[]; // Volume needed for VWAP!
datetime h_time[]; // Time needed for reset logic!
double h_res[]; // HTF Results
long h_vol[]; // Volume needed for VWAP
datetime h_time[]; // Time needed for reset logic
double h_res[]; // HTF Results cached
//--- Global HTF State Tracking
CVScoreCalculator *g_calc;
datetime g_last_htf_time = 0;
int g_htf_count = 0;
bool g_data_ready = false;
bool g_data_synced = false;
//+------------------------------------------------------------------+
//| Init |
//| 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);
}
//+------------------------------------------------------------------+
//| OnInit |
//+------------------------------------------------------------------+
int OnInit()
{
g_data_ready = false;
g_data_synced = false;
g_last_htf_time = 0;
g_htf_count = 0;
if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT)
{
Print("Warning: Target Timeframe should be > Current Timeframe.");
}
SetIndexBuffer(0, BufV, INDICATOR_DATA);
SetIndexBuffer(0, BufV, INDICATOR_DATA);
SetIndexBuffer(1, BufCol, INDICATOR_COLOR_INDEX);
ArraySetAsSeries(BufV, false);
ArraySetAsSeries(BufCol, false);
//--- Configure classic Z-Score Calculator
g_calc = new CVScoreCalculator();
if(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpPeriod, InpVWAPReset))
{
Print("Error: Failed to initialize VScore Calculator.");
return INIT_FAILED;
}
string tf_name = StringSubstr(EnumToString(InpTimeframe), 7);
string name = StringFormat("V-Score MTF %s(%d)", tf_name, InpPeriod);
IndicatorSetString(INDICATOR_SHORTNAME, name);
IndicatorSetInteger(INDICATOR_DIGITS, 2);
g_calc = new CVScoreCalculator();
if(!g_calc.Init(InpPeriod, InpVWAPReset))
return INIT_FAILED;
//--- Initialize 1-second timer for weekend/async chart refreshes
EventSetTimer(1);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| |
//| OnDeinit |
//+------------------------------------------------------------------+
void OnDeinit(const int r)
{
if(CheckPointer(g_calc)==POINTER_DYNAMIC)
EventKillTimer();
if(CheckPointer(g_calc) != POINTER_INVALID)
delete g_calc;
}
//+------------------------------------------------------------------+
//| Calculate |
//| OnCalculate |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
@@ -91,44 +140,127 @@ 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 < InpPeriod + 10)
//--- Ensure target timeframe history is ready
int required_bars = InpPeriod + 10;
if(!EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars))
{
g_data_synced = false;
return 0; // Wait for next tick to let history load
}
g_data_synced = true;
//--- 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)
{
g_last_htf_time = htf_time_current;
int htf_bars = iBars(_Symbol, InpTimeframe);
if(htf_bars < required_bars)
{
g_data_ready = false;
return 0;
}
g_htf_count = MathMin(htf_bars, 3000);
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_vol, g_htf_count);
ArrayResize(h_res, g_htf_count);
if(CopyTime(_Symbol, InpTimeframe, 0, g_htf_count, h_time) != g_htf_count ||
CopyOpen(_Symbol, InpTimeframe, 0, g_htf_count, h_open) != g_htf_count ||
CopyHigh(_Symbol, InpTimeframe, 0, g_htf_count, h_high) != g_htf_count ||
CopyLow(_Symbol, InpTimeframe, 0, g_htf_count, h_low) != g_htf_count ||
CopyClose(_Symbol, InpTimeframe, 0, g_htf_count, h_close) != g_htf_count)
{
g_data_ready = false;
return 0;
}
// High-Performance dynamic volume routing on the HTF Timeline (VWAP support)
int copied_vol = 0;
if(volume_limit > 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;
}
//--- Calculate V-Score on HTF (Closed bars and forming bar initialized)
g_calc.Calculate(g_htf_count, 0, h_time, h_open, h_high, h_low, h_close, h_vol, h_vol, h_res);
g_data_ready = true;
}
if(!g_data_ready)
return 0;
int count = MathMin(htf_bars, 3000);
//--- 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 >= InpPeriod)
{
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];
ArraySetAsSeries(h_time, false);
ArraySetAsSeries(h_open, false);
ArraySetAsSeries(h_high, false);
ArraySetAsSeries(h_low, false);
ArraySetAsSeries(h_close, false);
ArraySetAsSeries(h_vol, false);
// 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(CopyTime(_Symbol, InpTimeframe, 0, count, h_time) != count)
return 0;
if(CopyOpen(_Symbol, InpTimeframe, 0, count, h_open) != count)
return 0;
if(CopyHigh(_Symbol, InpTimeframe, 0, count, h_high) != count)
return 0;
if(CopyLow(_Symbol, InpTimeframe, 0, count, h_low) != count)
return 0;
if(CopyClose(_Symbol, InpTimeframe, 0, count, h_close) != count)
return 0;
// Use Tick Volume for VWAP usually
if(CopyTickVolume(_Symbol, InpTimeframe, 0, count, h_vol) != count)
return 0;
if(copied == 1)
{
h_vol[live_idx] = vol[0];
}
// 2. Calc on HTF
if(ArraySize(h_res) != count)
ArrayResize(h_res, count);
// Incremental recalculation on the live HTF index (O(1) tick performance)
g_calc.Calculate(g_htf_count, live_idx, h_time, h_open, h_high, h_low, h_close, h_vol, h_vol, h_res);
}
}
// VScore Calc needs Time (for Session Reset) and Volume
g_calc.Calculate(count, 0, h_time, h_open, h_high, h_low, h_close, h_vol, h_vol, h_res);
// 3. Map to Current Chart
//--- 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];
@@ -136,30 +268,58 @@ int OnCalculate(const int rates_total,
if(shift_htf >= 0)
{
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 = h_res[idx_htf];
BufV[i] = val;
// Color Logic
// Simplified 5-Zone Color Mapping
if(val >= 2.0)
BufCol[i] = 1.0; // Red/Orange (Expensive)
BufCol[i] = 2.0; // Index 2: OrangeRed (Extreme Bullish / Expensive)
else
if(val <= -2.0)
BufCol[i] = 2.0; // Blue (Cheap)
if(val >= 1.5)
BufCol[i] = 1.0; // Index 1: Coral (Bullish Flow / Warming)
else
BufCol[i] = 0.0; // Gray
if(val <= -2.0)
BufCol[i] = 4.0; // Index 4: DeepSkyBlue (Extreme Bearish / Cheap)
else
if(val <= -1.5)
BufCol[i] = 3.0; // Index 3: LightSkyBlue (Bearish Flow / Cooling)
else
BufCol[i] = 0.0; // Index 0: Gray (Neutral Noise)
}
else
{
BufV[i] = EMPTY_VALUE;
BufV[i] = EMPTY_VALUE;
BufCol[i] = 0.0;
}
}
else
{
BufV[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 = InpPeriod + 5;
if(EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars))
{
g_data_synced = true;
ChartRedraw(); // Force MT5 to invoke OnCalculate
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+