//+------------------------------------------------------------------+ //| Velocity_MTF_Pro.mq5 | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "3.10" // Dual Mode MTF (Vector + Speed Envelope) #property description "Velocity (MTF) - Displays HTF Velocity & Speed on current chart." #property indicator_separate_window #property indicator_buffers 4 #property indicator_plots 3 // Levels #property indicator_level1 1.0 #property indicator_level2 -1.0 #property indicator_levelcolor clrSilver #property indicator_levelstyle STYLE_DOT // Plot 1: Velocity Histogram #property indicator_label1 "Velocity MTF" #property indicator_type1 DRAW_COLOR_HISTOGRAM #property indicator_color1 clrGray, clrLime, clrRed #property indicator_style1 STYLE_SOLID #property indicator_width1 2 // Plot 2: Speed Positive #property indicator_label2 "Speed (+) MTF" #property indicator_type2 DRAW_LINE #property indicator_color2 clrDarkOrange #property indicator_style2 STYLE_SOLID #property indicator_width2 1 // Plot 3: Speed Negative #property indicator_label3 "Speed (-) MTF" #property indicator_type3 DRAW_LINE #property indicator_color3 clrDarkOrange #property indicator_style3 STYLE_SOLID #property indicator_width3 1 #include #include //--- Input Parameters input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M15; // Target Timeframe input int InpVelPeriod = 3; // Velocity Period input int InpATRPeriod = 14; // Normalization ATR input double InpThreshold = 1.0; // High Velocity Threshold input bool InpShowSpeed = true; // Show Scalar Speed Line //--- Buffers (Visual) double BufVel[]; double BufColor[]; double BufSpeedPos[]; double BufSpeedNeg[]; //--- Internal HTF Data double h_vel[], h_spd[]; // Calculated HTF results datetime h_time[]; double h_open[], h_high[], h_low[], h_close[]; long h_vol[]; // Dummy CATRCalculator *g_atr; //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ int OnInit() { if(InpTimeframe <= Period()) { if(InpTimeframe != Period()) Print("Warning: Target Timeframe should be > Current Timeframe."); } SetIndexBuffer(0, BufVel, INDICATOR_DATA); SetIndexBuffer(1, BufColor, INDICATOR_COLOR_INDEX); SetIndexBuffer(2, BufSpeedPos, INDICATOR_DATA); SetIndexBuffer(3, BufSpeedNeg, INDICATOR_DATA); if(!InpShowSpeed) { PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE); PlotIndexSetInteger(2, PLOT_DRAW_TYPE, DRAW_NONE); } string tf_name = StringSubstr(EnumToString(InpTimeframe), 7); string name = StringFormat("Velocity MTF %s(%d)", tf_name, InpVelPeriod); IndicatorSetString(INDICATOR_SHORTNAME, name); g_atr = new CATRCalculator(); if(!g_atr.Init(InpATRPeriod, ATR_POINTS)) return INIT_FAILED; return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| | //+------------------------------------------------------------------+ 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[]) { // 1. Fetch HTF Data int htf_bars = iBars(_Symbol, InpTimeframe); if(htf_bars < InpATRPeriod + InpVelPeriod) return 0; int count = MathMin(htf_bars, 3000); // Set arrays to Non-Series (Chronological) ArraySetAsSeries(h_time, false); ArraySetAsSeries(h_open, false); ArraySetAsSeries(h_high, false); ArraySetAsSeries(h_low, false); ArraySetAsSeries(h_close, false); if(CopyTime(_Symbol, InpTimeframe, 0, count, h_time) != count) return 0; if(CopyOpen(_Symbol, InpTimeframe, 0, count, h_open) != count) return 0; if(CopyHigh(_Symbol, InpTimeframe, 0, count, h_high) != count) return 0; if(CopyLow(_Symbol, InpTimeframe, 0, count, h_low) != count) return 0; if(CopyClose(_Symbol, InpTimeframe, 0, count, h_close) != count) return 0; // 2. Calc on HTF Arrays if(ArraySize(h_vel) != count) { ArrayResize(h_vel, count); ArrayResize(h_spd, count); } // A. Calculate ATR on HTF double h_atr_buf[]; g_atr.Calculate(count, 0, h_open, h_high, h_low, h_close, h_atr_buf); // B. Loop HTF // Logic copied from Velocity_Pro.mq5 but applied to 'h_' arrays for(int i = InpATRPeriod+InpVelPeriod; i < count; i++) { double atr = h_atr_buf[i]; if(atr == 0) { h_vel[i]=0; h_spd[i]=0; continue; } // Velocity (Vector) // Uses Metrics Tools Logic: (Close - PrevClose) / ATR h_vel[i] = CMetricsTools::CalculateSlope(h_close[i], h_close[i-InpVelPeriod], atr, InpVelPeriod); // Speed (Scalar) double path_length = 0; for(int k=0; k 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) { // Convert Series shift (0=Recent) to Array index (0=Oldest) int idx_htf = count - 1 - shift_htf; if(idx_htf >= 0 && idx_htf < count) { double val_v = h_vel[idx_htf]; double val_s = h_spd[idx_htf]; BufVel[i] = val_v; BufSpeedPos[i] = val_s; BufSpeedNeg[i] = -val_s; // Color Logic if(val_v > InpThreshold) BufColor[i] = 1.0; // Lime else if(val_v < -InpThreshold) BufColor[i] = 2.0; // Red else BufColor[i] = 0.0; // Gray } else { BufVel[i] = EMPTY_VALUE; BufSpeedPos[i] = EMPTY_VALUE; BufSpeedNeg[i] = EMPTY_VALUE; } } } return(rates_total); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+