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refactor: Refactored with dynamic MA Signal Line and VWMA volume integration

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This commit is contained in:
Toh4iem9
2026-06-22 08:43:38 +02:00
parent 141a5459c7
commit f908b45615
1 changed files with 153 additions and 34 deletions
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Indicators/MyIndicators/Quant/Velocity_Pro.mq5
+153 -34
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@@ -4,13 +4,13 @@
//| Copyright 2026, xxxxxxxx |
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.10" // Added Mirrored Speed (Negative Scalar)
#property description "Displays Velocity (Histogram) and Speed Envelope."
#property version "3.20" // Refactored with dynamic MA Signal Line and VWMA volume integration
#property description "Displays Velocity (Histogram), Speed Envelope, and customizable Signal Line."
#property description "Touching the envelope lines signals climatic efficiency."
#property indicator_separate_window
#property indicator_buffers 4
#property indicator_plots 3
#property indicator_buffers 5
#property indicator_plots 4
//--- Levels
#property indicator_level1 1.0
@@ -39,97 +39,216 @@
#property indicator_style3 STYLE_SOLID
#property indicator_width3 1
//--- Plot 4: Optional Signal Line (Wyckoff Reversal Trigger)
#property indicator_label4 "Signal"
#property indicator_type4 DRAW_LINE
#property indicator_color4 clrMaroon
#property indicator_style4 STYLE_SOLID
#property indicator_width4 1
#include <MyIncludes\ATR_Calculator.mqh>
#include <MyIncludes\Metrics_Tools.mqh>
#include <MyIncludes\MovingAverage_Engine.mqh>
//--- Parameters
input int InpVelPeriod = 3;
input int InpATRPeriod = 14;
input double InpThreshold = 1.0;
input bool InpShowSpeed = true;
//--- Parameters ---
input int InpVelPeriod = 3; // Velocity Vector Lookback
input int InpATRPeriod = 14; // Volatility Base (ATR)
input double InpThreshold = 1.0; // Expansion Threshold (Sigma)
input bool InpShowSpeed = true; // Show Speed Envelope?
//--- Signal Line Parameters (Dynamic MA Engine Integration)
input bool InpShowSignal = true; // Show Signal Line?
input int InpSignalPeriod= 5; // Signal Line Period
input ENUM_MA_TYPE InpSignalType = SMA; // Signal Line MA Type
//--- Buffers
double BufVel[];
double BufCol[];
double BufSpeedPos[];
double BufSpeedNeg[];
double BufSignal[];
CATRCalculator *g_atr;
//--- Volume Cache to support Volume-Weighted types (VWMA) on custom arrays
double g_double_volume[];
//--- Global Engines
CATRCalculator *g_atr;
CMovingAverageCalculator *g_signal_calculator;
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
int OnInit()
{
SetIndexBuffer(0, BufVel, INDICATOR_DATA);
SetIndexBuffer(1, BufCol, INDICATOR_COLOR_INDEX);
//--- Bind Buffers
SetIndexBuffer(0, BufVel, INDICATOR_DATA);
SetIndexBuffer(1, BufCol, INDICATOR_COLOR_INDEX);
SetIndexBuffer(2, BufSpeedPos, INDICATOR_DATA);
SetIndexBuffer(3, BufSpeedNeg, INDICATOR_DATA);
SetIndexBuffer(4, BufSignal, INDICATOR_DATA);
ArraySetAsSeries(BufVel, false);
ArraySetAsSeries(BufCol, false);
ArraySetAsSeries(BufSpeedPos, false);
ArraySetAsSeries(BufSpeedNeg, false);
ArraySetAsSeries(BufSignal, false);
//--- Configure Speed Envelope Displays
if(!InpShowSpeed)
{
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
PlotIndexSetInteger(2, PLOT_DRAW_TYPE, DRAW_NONE);
}
else
{
PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
PlotIndexSetInteger(2, PLOT_DRAW_TYPE, DRAW_LINE);
}
//--- Configure Optional Signal Line Calculator
if(InpShowSignal)
{
// Explicitly restore DRAW_LINE & Label in case it was previously disabled
PlotIndexSetInteger(3, PLOT_DRAW_TYPE, DRAW_LINE);
PlotIndexSetString(3, PLOT_LABEL, "Signal");
g_signal_calculator = new CMovingAverageCalculator();
if(CheckPointer(g_signal_calculator) == POINTER_INVALID || !g_signal_calculator.Init(InpSignalPeriod, InpSignalType))
{
Print("Error: Failed to initialize Signal Line Calculator Engine.");
return INIT_FAILED;
}
}
else
{
// Set DRAW_NONE and clear Label to fully purge it from the MT5 Data Window
PlotIndexSetInteger(3, PLOT_DRAW_TYPE, DRAW_NONE);
PlotIndexSetString(3, PLOT_LABEL, NULL);
}
//--- Configure Core Volatility Engine
g_atr = new CATRCalculator();
g_atr.Init(InpATRPeriod, ATR_POINTS);
if(CheckPointer(g_atr) == POINTER_INVALID || !g_atr.Init(InpATRPeriod, ATR_POINTS))
{
Print("Error: Failed to initialize ATR Calculator Engine.");
return INIT_FAILED;
}
//--- Dynamically set the indicator short name
string name = "";
if(InpShowSignal)
{
string sig_name = EnumToString(InpSignalType);
StringToUpper(sig_name);
name = StringFormat("Velocity(%d) %s(%d)", InpVelPeriod, sig_name, InpSignalPeriod);
}
else
{
name = StringFormat("Velocity(%d)", InpVelPeriod);
}
string name = StringFormat("Velocity(%d)", InpVelPeriod);
IndicatorSetString(INDICATOR_SHORTNAME, name);
PlotIndexSetString(0, PLOT_LABEL, "Velocity");
PlotIndexSetString(1, PLOT_LABEL, "Speed (+)");
PlotIndexSetString(2, PLOT_LABEL, "Speed (-)");
IndicatorSetInteger(INDICATOR_DIGITS, 3);
return(INIT_SUCCEEDED);
}
void OnDeinit(const int r) { if(CheckPointer(g_atr)==POINTER_DYNAMIC) delete g_atr; }
//+------------------------------------------------------------------+
//| OnDeinit |
//+------------------------------------------------------------------+
void OnDeinit(const int r)
{
if(CheckPointer(g_atr) != POINTER_INVALID)
delete g_atr;
if(CheckPointer(g_signal_calculator) != POINTER_INVALID)
delete g_signal_calculator;
}
//+------------------------------------------------------------------+
//| 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[])
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)
if(rates_total < InpATRPeriod + InpVelPeriod + 5)
return 0;
//--- Convert long volume to double cache array in O(1) incrementally
ArrayResize(g_double_volume, rates_total);
int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0;
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
if(volume_limit > 0)
{
for(int i = start_sync; i < rates_total; i++)
g_double_volume[i] = (double)volume[i];
}
else
{
for(int i = start_sync; i < rates_total; i++)
g_double_volume[i] = (double)tick_volume[i];
}
//--- 1. Calculate underlying Average True Range
double atr_buf[];
g_atr.Calculate(rates_total, prev_calculated, open, high, low, close, atr_buf);
int start = (prev_calculated>0) ? prev_calculated-1 : InpATRPeriod+InpVelPeriod;
//--- 2. Calculate Velocity & Speed Envelopes (O(1) incremental)
int start = (prev_calculated > 0) ? prev_calculated - 1 : InpATRPeriod + InpVelPeriod;
for(int i=start; i<rates_total; i++)
for(int i = start; i < rates_total; i++)
{
double atr = atr_buf[i];
if(atr == 0)
{
BufVel[i]=0;
BufSpeedPos[i]=0;
BufSpeedNeg[i]=0;
BufVel[i] = 0.0;
BufSpeedPos[i] = 0.0;
BufSpeedNeg[i] = 0.0;
continue;
}
// 1. Velocity (Vector)
double vel = CMetricsTools::CalculateSlope(close[i], close[i-InpVelPeriod], atr, InpVelPeriod);
// Calculate Velocity Vector (Directional Slope)
double vel = CMetricsTools::CalculateSlope(close[i], close[i - InpVelPeriod], atr, InpVelPeriod);
BufVel[i] = vel;
// Color
// Color coding logic based on significance threshold
if(vel > InpThreshold)
BufCol[i] = 1.0;
BufCol[i] = 1.0; // Index 1: Lime
else
if(vel < -InpThreshold)
BufCol[i] = 2.0;
BufCol[i] = 2.0; // Index 2: Red
else
BufCol[i] = 0.0;
BufCol[i] = 0.0; // Index 0: Gray (Neutral Noise)
// 2. Speed (Scalar) - Path Length
double path_length = 0;
for(int k=0; k<InpVelPeriod; k++)
// Calculate Speed Scalar (Total Path Length over Period / normalizer)
double path_length = 0.0;
for(int k = 0; k < InpVelPeriod; k++)
{
path_length += MathAbs(close[i-k] - close[i-k-1]);
path_length += MathAbs(close[i - k] - close[i - k - 1]);
}
double speed = (path_length / InpVelPeriod) / atr;
// 3. Mirroring
// Mirroring envelopes for both upside and downside analysis
BufSpeedPos[i] = speed;
BufSpeedNeg[i] = -speed; // Mirror for downside analysis
BufSpeedNeg[i] = -speed;
}
//--- 3. Calculate Optional Signal Line on top of Velocity values (Handles VWMA dynamically)
if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
{
// Source start index is 'InpATRPeriod + InpVelPeriod' since Velocity before that is invalid
g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufVel, g_double_volume, BufSignal, InpATRPeriod + InpVelPeriod);
}
return rates_total;