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Indicators/MyIndicators/Quant/Volume_Thrust_Pro.mq5

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+//+------------------------------------------------------------------+
+//|                                            Volume_Thrust_Pro.mq5 |
+//|                                          Copyright 2026, xxxxxxxx|
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2026, xxxxxxxx"
+#property version   "1.00"
+#property description "Volume Thrust (RVOL Ratio)."
+#property description "Identifies explosive volume acceleration across timeframes."
+
+#property indicator_separate_window
+#property indicator_buffers 2
+#property indicator_plots   1
+
+// Level 1.0 (Equilibrium)
+#property indicator_level1 1.0
+#property indicator_level2 1.5
+#property indicator_levelcolor clrSilver
+#property indicator_levelstyle STYLE_DOT
+
+// Plot: Thrust Histogram
+#property indicator_label1  "Thrust"
+#property indicator_type1   DRAW_COLOR_HISTOGRAM
+// Colors: Low(Gray), Active(Orange), Surge(Gold)
+#property indicator_color1  clrGray, clrOrange, clrGold
+#property indicator_style1  STYLE_SOLID
+#property indicator_width1  2
+
+#include <MyIncludes\RelativeVolume_Calculator.mqh>
+
+//--- Parameters
+input ENUM_TIMEFRAMES   InpTFFast      = PERIOD_M5;    // Fast TF (Current)
+input ENUM_TIMEFRAMES   InpTFSlow      = PERIOD_M15;   // Slow TF (Baseline)
+input int               InpPeriod      = 20;           // RVOL Period
+input double            InpSurgeLevel  = 1.5;          // Thrust Threshold
+
+//--- Buffers
+double BufThrust[];
+double BufColor[];
+
+//--- Internal HTF Data
+long   h_vol[];
+double h_rvol[];
+datetime h_time[];
+
+CRelativeVolumeCalculator *g_rvol_fast;
+CRelativeVolumeCalculator *g_rvol_slow;
+
+//+------------------------------------------------------------------+
+//| Init                                                             |
+//+------------------------------------------------------------------+
+int OnInit()
+  {
+   if(InpTFSlow <= InpTFFast)
+     {
+      Print("Warning: Slow Timeframe must be higher than Fast Timeframe.");
+     }
+
+   SetIndexBuffer(0, BufThrust, INDICATOR_DATA);
+   SetIndexBuffer(1, BufColor, INDICATOR_COLOR_INDEX);
+
+   string name = StringFormat("Thrust(%s/%s)", StringSubstr(EnumToString(InpTFFast),7), StringSubstr(EnumToString(InpTFSlow),7));
+   IndicatorSetString(INDICATOR_SHORTNAME, name);
+   IndicatorSetInteger(INDICATOR_DIGITS, 2);
+
+   g_rvol_fast = new CRelativeVolumeCalculator();
+   g_rvol_fast.Init(InpPeriod);
+
+   g_rvol_slow = new CRelativeVolumeCalculator();
+   g_rvol_slow.Init(InpPeriod);
+
+   return(INIT_SUCCEEDED);
+  }
+
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void OnDeinit(const int r)
+  {
+   if(CheckPointer(g_rvol_fast)==POINTER_DYNAMIC)
+      delete g_rvol_fast;
+   if(CheckPointer(g_rvol_slow)==POINTER_DYNAMIC)
+      delete g_rvol_slow;
+  }
+
+//+------------------------------------------------------------------+
+//| 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 < InpPeriod)
+      return 0;
+
+// 1. Fetch HTF Data
+   int htf_bars = iBars(_Symbol, InpTFSlow);
+   if(htf_bars < InpPeriod + 10)
+      return 0;
+   int count = MathMin(htf_bars, 3000); // Optimization limit
+
+   ArraySetAsSeries(h_time, false);
+   ArraySetAsSeries(h_vol, false);
+   if(CopyTime(_Symbol, InpTFSlow, 0, count, h_time)!=count || CopyTickVolume(_Symbol, InpTFSlow, 0, count, h_vol)!=count)
+      return 0;
+
+// 2. Calculate HTF RVOL
+   ArrayResize(h_rvol, count);
+   g_rvol_slow.Calculate(count, 0, h_vol, h_rvol);
+
+// 3. Main Loop
+   int start = (prev_calculated > 0) ? prev_calculated - 1 : InpPeriod;
+
+// Need Fast Volume array (assuming current chart = Fast TF)
+// If Indicator is on M1 chart but Input is M5/M15, we need to fetch Fast TF too.
+// Let's assume Indicator is running ON the Fast TF chart for simplicity, or fetch both.
+// Correct MTF design: Fetch BOTH if they differ from _Period.
+// Simplification: Assume Current Chart = InpTFFast.
+
+   for(int i = start; i < rates_total; i++)
+     {
+      double rvol_fast = 0;
+      // Calculate Fast RVOL on the fly or use Calculator?
+      // Since we are iterating, we can calculate for 'i' using helper
+      // Note: Calculator needs full array history for accurate recurring MA.
+      // But we can use the 'CalculateSingle' helper which does a simple SMA summation on the array.
+      // This is O(Period) per bar. OK for M5.
+      rvol_fast = g_rvol_fast.CalculateSingle(rates_total, tick_volume, i);
+
+      // Get HTF RVOL
+      datetime t = time[i];
+      int shift_htf = iBarShift(_Symbol, InpTFSlow, t, false);
+
+      double rvol_slow = 1.0;
+      if(shift_htf >= 0)
+        {
+         int idx_htf = count - 1 - shift_htf;
+         if(idx_htf >= 0 && idx_htf < count)
+            rvol_slow = h_rvol[idx_htf];
+        }
+
+      // Prevent div/0
+      if(rvol_slow < 0.1)
+         rvol_slow = 0.1;
+
+      double thrust = rvol_fast / rvol_slow;
+      BufThrust[i] = thrust;
+
+      // Colors
+      if(thrust > InpSurgeLevel)
+         BufColor[i] = 2.0; // Gold (Surge)
+      else
+         if(thrust > 1.2)
+            BufColor[i] = 1.0; // Orange (Active)
+         else
+            BufColor[i] = 0.0; // Gray
+     }
+
+   return(rates_total);
+  }
+//+------------------------------------------------------------------+
+//+------------------------------------------------------------------+