diff --git a/Indicators/MyIndicators/Quant/RVOL_MTF_Pro.mq5 b/Indicators/MyIndicators/Quant/RVOL_MTF_Pro.mq5 new file mode 100644 index 0000000..e308809 --- /dev/null +++ b/Indicators/MyIndicators/Quant/RVOL_MTF_Pro.mq5 @@ -0,0 +1,144 @@ +//+------------------------------------------------------------------+ +//| RVOL_MTF_Pro.mq5 | +//| Copyright 2026, xxxxxxxx| +//+------------------------------------------------------------------+ +#property copyright "Copyright 2026, xxxxxxxx" +#property version "1.00" +#property description "Relative Volume (Multi-Timeframe)." +#property description "Displays Normalized Volume of Higher Timeframe." + +#property indicator_separate_window +#property indicator_buffers 2 +#property indicator_plots 1 + +// Levels +#property indicator_level1 1.0 +#property indicator_level2 2.0 +#property indicator_levelcolor clrSilver +#property indicator_levelstyle STYLE_DOT + +// Plot: Histogram +#property indicator_label1 "RVOL MTF" +#property indicator_type1 DRAW_COLOR_HISTOGRAM +// Colors: Low(Gray), Normal(Blue), High/Institutional(OrangeRad) +#property indicator_color1 clrGray, clrDodgerBlue, clrOrangeRed +#property indicator_style1 STYLE_SOLID +#property indicator_width1 2 + +#include + +//--- Input Parameters +input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M15; // Target Timeframe +input int InpPeriod = 20; // Average Period +input double InpThreshold = 2.0; // High Activity Level + +//--- Buffers +double BufRVOL[]; +double BufColor[]; + +//--- Internal HTF Data +long h_vol[]; +datetime h_time[]; +double h_res[]; // Result + +CRelativeVolumeCalculator *g_calc; + +//+------------------------------------------------------------------+ +//| Init | +//+------------------------------------------------------------------+ +int OnInit() + { + if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT) + { + Print("Warning: Target Timeframe should be > Current Timeframe."); + } + + SetIndexBuffer(0, BufRVOL, INDICATOR_DATA); + SetIndexBuffer(1, BufColor, INDICATOR_COLOR_INDEX); + + string tf_name = StringSubstr(EnumToString(InpTimeframe), 7); + string name = StringFormat("RVOL MTF %s(%d)", tf_name, InpPeriod); + IndicatorSetString(INDICATOR_SHORTNAME, name); + IndicatorSetInteger(INDICATOR_DIGITS, 2); + + g_calc = new CRelativeVolumeCalculator(); + if(!g_calc.Init(InpPeriod)) + return INIT_FAILED; + + return(INIT_SUCCEEDED); + } + +void OnDeinit(const int r) { if(CheckPointer(g_calc)==POINTER_DYNAMIC) delete g_calc; } + +//+------------------------------------------------------------------+ +//| 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[]) + { +// 1. Fetch HTF Data + int htf_bars = iBars(_Symbol, InpTimeframe); + if(htf_bars < InpPeriod + 10) + return 0; + + int count = MathMin(htf_bars, 3000); + + ArraySetAsSeries(h_time, false); + ArraySetAsSeries(h_vol, false); + +// Use Tick Volume mostly + if(CopyTime(_Symbol, InpTimeframe, 0, count, h_time) != count) + return 0; + if(CopyTickVolume(_Symbol, InpTimeframe, 0, count, h_vol) != count) + return 0; + +// 2. Calc on HTF + if(ArraySize(h_res) != count) + ArrayResize(h_res, count); + g_calc.Calculate(count, 0, h_vol, h_res); + +// 3. Map to Current Chart + int start = (prev_calculated > 0) ? prev_calculated - 1 : 0; + + for(int i = start; i < rates_total; i++) + { + datetime t = time[i]; + int shift_htf = iBarShift(_Symbol, InpTimeframe, t, false); + + if(shift_htf >= 0) + { + int idx_htf = count - 1 - shift_htf; + + if(idx_htf >= 0 && idx_htf < count) + { + double val = h_res[idx_htf]; + BufRVOL[i] = val; + + // Color Logic + if(val > InpThreshold) + BufColor[i] = 2.0; // High + else + if(val > 1.0) + BufColor[i] = 1.0; // Normal + else + BufColor[i] = 0.0; // Low + } + else + { + BufRVOL[i] = EMPTY_VALUE; + } + } + } + + return(rates_total); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+