refactor(indicators): Displays Speed

Indicators/MyIndicators/Quant/Velocity_Pro.mq5

@@ -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 version   "3.00"
-#property description "Signed Velocity: Normalized Speed AND Direction."
+#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_buffers 3
-#property indicator_plots   1
+#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
+//--- Plot 1: Velocity Histogram
-#property indicator_label1  "Velocity"
+#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;
+//--- Parameters
-input int      InpATRPeriod   = 14;
+input int               InpVelPeriod   = 3;           // Lookback Period
-input double   InpThreshold   = 1.0;
+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
+      double atr = atr_buf[i];
-      // Slope between Close[i] and Close[i-Period]
+      if(atr == 0)
-      double val = CMetricsTools::CalculateSlope(close[i], close[i-InpVelPeriod], atr_buf[i], InpVelPeriod);
+        {
+         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)
+      // Color Logic for Velocity
-         BufCol[i] = 1.0; // Lime
+      if(vel > InpThreshold)
+         BufCol[i] = 1.0;      // Lime
       else
-         if(val < -InpThreshold)
+         if(vel < -InpThreshold)
-            BufCol[i] = 2.0; // Red
+            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;
   }
 //+------------------------------------------------------------------+
+//+------------------------------------------------------------------+