diff --git a/Indicators/MyIndicators/Quant/Volume_Thrust_Pro.mq5 b/Indicators/MyIndicators/Quant/Volume_Thrust_Pro.mq5 new file mode 100644 index 0000000..47ba33e --- /dev/null +++ b/Indicators/MyIndicators/Quant/Volume_Thrust_Pro.mq5 @@ -0,0 +1,168 @@ +//+------------------------------------------------------------------+ +//| 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 + +//--- 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); + } +//+------------------------------------------------------------------+ +//+------------------------------------------------------------------+