From da6de79c1a727c4d043af609ebb789d17893469b Mon Sep 17 00:00:00 2001 From: Toh4iem9 Date: Wed, 24 Jun 2026 10:53:01 +0200 Subject: [PATCH] refactor: Fixed property string syntax and aligned with classic calculator signature --- .../MyIndicators/Quant/VScore_MTF_Pro.mq5 | 284 ++++++++++++++---- 1 file changed, 222 insertions(+), 62 deletions(-) diff --git a/Indicators/MyIndicators/Quant/VScore_MTF_Pro.mq5 b/Indicators/MyIndicators/Quant/VScore_MTF_Pro.mq5 index 102dbe5..1b4b051 100644 --- a/Indicators/MyIndicators/Quant/VScore_MTF_Pro.mq5 +++ b/Indicators/MyIndicators/Quant/VScore_MTF_Pro.mq5 @@ -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 //--- 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 + } + } + } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+