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refactor(indicators): Displays Speed

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This commit is contained in:
Toh4iem9
2026-02-10 00:59:23 +01:00
parent e60eb55866
commit f71bc523ea
1 changed files with 66 additions and 25 deletions
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Indicators/MyIndicators/Quant/Velocity_Pro.mq5
+66 -25
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@@ -1,68 +1,89 @@
//+------------------------------------------------------------------+
//| Velocity_Pro.mq5 |
//| Updated: Signed Velocity (Directional) |
//| Velocity (Vector) vs Speed (Scalar) |
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "2.00"
#property description "Signed Velocity: Normalized Speed AND Direction."
#property version "3.00"
#property description "Displays Velocity (Histogram) and Speed (Line)."
#property description "Velocity = Directional. Speed = Distance Traveled."
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots 1
#property indicator_buffers 3
#property indicator_plots 2
// Levels
//--- Levels
#property indicator_level1 1.0
#property indicator_level2 -1.0
#property indicator_level3 0.0
#property indicator_levelcolor clrSilver
#property indicator_levelstyle STYLE_DOT
// Histogram
#property indicator_label1 "Velocity"
//--- Plot 1: Velocity Histogram
#property indicator_label1 "Velocity (Vector)"
#property indicator_type1 DRAW_COLOR_HISTOGRAM
#property indicator_color1 clrGray, clrLime, clrRed // Neutral, Up, Down
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- Plot 2: Speed Line (Optional)
#property indicator_label2 "Speed (Scalar)"
#property indicator_type2 DRAW_LINE
#property indicator_color2 clrGold
#property indicator_style2 STYLE_SOLID
#property indicator_width2 1
#include <MyIncludes\ATR_Calculator.mqh>
#include <MyIncludes\Metrics_Tools.mqh> // Use the shared logic
#include <MyIncludes\Metrics_Tools.mqh>
input int InpVelPeriod = 3;
input int InpATRPeriod = 14;
input double InpThreshold = 1.0;
//--- Parameters
input int InpVelPeriod = 3; // Lookback Period
input int InpATRPeriod = 14; // Normalization ATR
input double InpThreshold = 1.0; // High Velocity Threshold
input bool InpShowSpeed = true; // Show Scalar Speed Line?
//--- Buffers
double BufVel[];
double BufCol[];
double BufSpeed[];
CATRCalculator *g_atr;
//+------------------------------------------------------------------+
//| |
//| Init |
//+------------------------------------------------------------------+
int OnInit()
{
SetIndexBuffer(0, BufVel, INDICATOR_DATA);
SetIndexBuffer(1, BufCol, INDICATOR_COLOR_INDEX);
SetIndexBuffer(2, BufSpeed, INDICATOR_DATA);
// Hide Speed line if requested
if(!InpShowSpeed)
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
g_atr = new CATRCalculator();
g_atr.Init(InpATRPeriod, ATR_POINTS);
IndicatorSetString(INDICATOR_SHORTNAME, "Velocity Signed");
string name = StringFormat("Velocity(%d)", InpVelPeriod);
IndicatorSetString(INDICATOR_SHORTNAME, name);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Deinit |
//+------------------------------------------------------------------+
void OnDeinit(const int r) { if(CheckPointer(g_atr)==POINTER_DYNAMIC) delete g_atr; }
//+------------------------------------------------------------------+
//| |
//| Calculate |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total, const int prev_calculated, const datetime &time[], const double &open[], const double &high[], const double &low[], const double &close[], const long &tick_volume[], const long &volume[], const int &spread[])
{
if(rates_total < InpATRPeriod+InpVelPeriod)
return 0;
// 1. Calc ATR for the whole range
// 1. Calc ATR
double atr_buf[];
g_atr.Calculate(rates_total, prev_calculated, open, high, low, close, atr_buf);
@@ -70,21 +91,41 @@ int OnCalculate(const int rates_total, const int prev_calculated, const datetime
for(int i=start; i<rates_total; i++)
{
// Calculate Slope/Velocity using Helper Logic
// Slope between Close[i] and Close[i-Period]
double val = CMetricsTools::CalculateSlope(close[i], close[i-InpVelPeriod], atr_buf[i], InpVelPeriod);
double atr = atr_buf[i];
if(atr == 0)
{
BufVel[i]=0;
BufSpeed[i]=0;
continue;
}
BufVel[i] = val;
// --- A. Velocity (Vector) ---
// (Close[i] - Close[i-N]) / (N * ATR)
double vel = CMetricsTools::CalculateSlope(close[i], close[i-InpVelPeriod], atr, InpVelPeriod);
BufVel[i] = vel;
if(val > InpThreshold)
BufCol[i] = 1.0; // Lime
// Color Logic for Velocity
if(vel > InpThreshold)
BufCol[i] = 1.0; // Lime
else
if(val < -InpThreshold)
BufCol[i] = 2.0; // Red
if(vel < -InpThreshold)
BufCol[i] = 2.0;// Red
else
BufCol[i] = 0.0;
BufCol[i] = 0.0; // Gray
// --- B. Speed (Scalar) ---
// Avg(Abs(Close[k] - Close[k-1])) / ATR
// Path Length over period
double path_length = 0;
for(int k=0; k<InpVelPeriod; k++)
{
path_length += MathAbs(close[i-k] - close[i-k-1]);
}
double avg_step = path_length / InpVelPeriod;
BufSpeed[i] = avg_step / atr;
}
return rates_total;
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+