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refactor(indicators): Simplified 5-Zone Thermal Heatmap

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Toh4iem9
2026-03-15 15:55:14 +01:00
parent 98d4d2d081
commit e09b15d971
1 changed files with 64 additions and 24 deletions
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Indicators/MyIndicators/Quant/VScore_Pro.mq5
+64 -24
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@@ -3,62 +3,88 @@
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.00"
#property description "V-Score (VWAP Z-Score)."
#property description "Distance from VWAP in Standard Deviations."
#property version "2.10" // Simplified 5-Zone Thermal Heatmap
#property description "Professional V-Score (VWAP Z-Score)."
#property description "5-Zone logic: Neutral, Flow (Bull/Bear), Extreme (Bull/Bear)"
#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"
#property indicator_type1 DRAW_COLOR_HISTOGRAM
// Colors: Normal(Gray), High(Orange), Low(Blue)
#property indicator_color1 clrGray, clrOrangeRed, clrDeepSkyBlue
// 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 int InpPeriod = 20; // StdDev Lookback
input int InpPeriod = 20; // Volatility Lookback
input ENUM_VWAP_PERIOD InpVWAPReset = PERIOD_SESSION; // VWAP Anchor
//--- Buffers
double BufV[];
double BufCol[];
double ExtVScoreBuffer[];
double ExtColorsBuffer[];
//--- Global Engine
CVScoreCalculator *g_calc;
//+------------------------------------------------------------------+
//| Init |
//| OnInit |
//+------------------------------------------------------------------+
int OnInit()
{
SetIndexBuffer(0, BufV, INDICATOR_DATA);
SetIndexBuffer(1, BufCol, INDICATOR_COLOR_INDEX);
SetIndexBuffer(0, ExtVScoreBuffer, INDICATOR_DATA);
SetIndexBuffer(1, ExtColorsBuffer, INDICATOR_COLOR_INDEX);
string name = StringFormat("V-Score(%d)", InpPeriod);
ArraySetAsSeries(ExtVScoreBuffer, false);
ArraySetAsSeries(ExtColorsBuffer, false);
string name = StringFormat("V-Score Pro(%d)", InpPeriod);
IndicatorSetString(INDICATOR_SHORTNAME, name);
g_calc = new CVScoreCalculator();
if(!g_calc.Init(InpPeriod, InpVWAPReset))
{
Print("Error: Failed to initialize VScore Calculator.");
return INIT_FAILED;
}
return(INIT_SUCCEEDED);
}
void OnDeinit(const int r) { if(CheckPointer(g_calc)==POINTER_DYNAMIC) delete g_calc; }
//+------------------------------------------------------------------+
//| OnDeinit |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(CheckPointer(g_calc) == POINTER_DYNAMIC)
delete g_calc;
}
//+------------------------------------------------------------------+
//| Calculate |
//| OnCalculate |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
const int prev_calculated,
@@ -74,20 +100,34 @@ int OnCalculate(const int rates_total,
if(rates_total < InpPeriod)
return 0;
g_calc.Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, BufV);
// 1. Calculate Core Mathematical Values (O(1) Engine)
g_calc.Calculate(rates_total, prev_calculated, time, open, high, low, close, tick_volume, volume, ExtVScoreBuffer);
// 2. Simplified 5-Zone Color Mapping Loop
int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
for(int i = start; i < rates_total; i++)
{
double v = BufV[i];
double v = ExtVScoreBuffer[i];
// -- Bullish Scenarios (Price > VWAP) --
if(v >= 2.0)
BufCol[i] = 1.0; // Red
ExtColorsBuffer[i] = 2.0; // Bull Extreme (Hot) -> OrangeRed
else
if(v <= -2.0)
BufCol[i] = 2.0; // Blue
if(v >= 1.5)
ExtColorsBuffer[i] = 1.0; // Bull Flow (Warming) -> Coral
// -- Bearish Scenarios (Price < VWAP) --
else
BufCol[i] = 0.0; // Gray
if(v <= -2.0)
ExtColorsBuffer[i] = 4.0; // Bear Extreme (Freezing) -> DeepSkyBlue
else
if(v <= -1.5)
ExtColorsBuffer[i] = 3.0; // Bear Flow (Cooling) -> LightSkyBlue
// -- Neutral Scenario --
else
ExtColorsBuffer[i] = 0.0; // Noise -> Gray
}
return(rates_total);