//+------------------------------------------------------------------+ //| RVOL_MTF_Pro.mq5 | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "1.20" // Optimized with Forming LTF Block Flat-Force, OnTimer Guard and dynamic HTF volume routing #property description "Relative Volume (Multi-Timeframe)." #property description "Displays Normalized Volume of Higher Timeframe cleanly without live-bar warping." #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_M5; // Target Higher Timeframe input int InpPeriod = 20; // Volume Average Lookback Period input double InpThreshold = 2.0; // High Volume Threshold //--- Buffers double BufRatio[]; double BufColor[]; //--- Internal HTF Data Caches long h_vol[]; datetime h_time[]; double h_res[]; // HTF Results cached //--- Global HTF State Tracking CRelativeVolumeCalculator *g_calc; datetime g_last_htf_time = 0; int g_htf_count = 0; bool g_data_ready = false; bool g_data_synced = false; //+------------------------------------------------------------------+ //| EnsureHTFDataReady | //+------------------------------------------------------------------+ bool EnsureHTFDataReady(const string symbol, const ENUM_TIMEFRAMES timeframe, const int required_bars) { ResetLastError(); if(!SymbolInfoInteger(symbol, SYMBOL_SELECT)) { SymbolSelect(symbol, true); } datetime times[]; int copied = CopyTime(symbol, timeframe, 0, required_bars, times); return (copied >= required_bars); } //+------------------------------------------------------------------+ //| OnInit | //+------------------------------------------------------------------+ int OnInit() { g_data_ready = false; g_data_synced = false; g_last_htf_time = 0; g_htf_count = 0; if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT) { Print("Warning: Target Timeframe should be > Current Timeframe."); } SetIndexBuffer(0, BufRatio, INDICATOR_DATA); SetIndexBuffer(1, BufColor, INDICATOR_COLOR_INDEX); ArraySetAsSeries(BufRatio, false); ArraySetAsSeries(BufColor, false); 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(CheckPointer(g_calc) == POINTER_INVALID || !g_calc.Init(InpPeriod)) return INIT_FAILED; //--- Initialize 1-second timer for weekend/async chart refreshes EventSetTimer(1); return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| OnDeinit | //+------------------------------------------------------------------+ void OnDeinit(const int r) { EventKillTimer(); if(CheckPointer(g_calc) != POINTER_INVALID) delete g_calc; } //+------------------------------------------------------------------+ //| OnCalculate | //+------------------------------------------------------------------+ 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[]) { //--- Ensure target timeframe history is ready int required_bars = InpPeriod + 10; if(!EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars)) { g_data_synced = false; return 0; // Wait for next tick to let history load } g_data_synced = true; //--- Determine best volume array (Use Real Volume if available, otherwise fallback to Tick Volume) long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT); //--- 1. Check if a new HTF bar has formed datetime htf_time_current = iTime(_Symbol, InpTimeframe, 0); bool htf_updated = (htf_time_current != g_last_htf_time); if(htf_updated || prev_calculated == 0) { g_last_htf_time = htf_time_current; int htf_bars = iBars(_Symbol, InpTimeframe); if(htf_bars < required_bars) { g_data_ready = false; return 0; } g_htf_count = MathMin(htf_bars, 3000); ArrayResize(h_time, g_htf_count); ArrayResize(h_vol, g_htf_count); ArrayResize(h_res, g_htf_count); if(CopyTime(_Symbol, InpTimeframe, 0, g_htf_count, h_time) != g_htf_count) { g_data_ready = false; return 0; } //--- High-Performance dynamic volume routing on the HTF Timeline int copied_vol = 0; if(volume_limit > 0) copied_vol = CopyRealVolume(_Symbol, InpTimeframe, 0, g_htf_count, h_vol); else copied_vol = CopyTickVolume(_Symbol, InpTimeframe, 0, g_htf_count, h_vol); if(copied_vol != g_htf_count) { g_data_ready = false; return 0; } //--- Calculate Relative Volume on HTF (Closed bars and forming bar initialized) g_calc.Calculate(g_htf_count, 0, h_vol, h_res); g_data_ready = true; } if(!g_data_ready) return 0; //--- 2. Live Update for the Current Forming HTF Bar (Index: g_htf_count - 1) on every tick! int live_idx = g_htf_count - 1; if(live_idx >= InpPeriod) { long vol[1]; int shift = iBarShift(_Symbol, InpTimeframe, htf_time_current, false); if(shift >= 0) { // Copy dynamic volume (Real or Tick depending on volume_limit) from the forming HTF bar int copied = 0; if(volume_limit > 0) copied = CopyRealVolume(_Symbol, InpTimeframe, shift, 1, vol); else copied = CopyTickVolume(_Symbol, InpTimeframe, shift, 1, vol); if(copied == 1) { h_vol[live_idx] = vol[0]; // Incremental recalculation on the live HTF index (O(1) tick performance) g_calc.Calculate(g_htf_count, live_idx, h_vol, h_res); } } } //--- 3. FIXED: Dynamically adjust 'start' to the beginning of the current forming HTF bar //--- This forces the entire forming LTF step block to remain perfectly flat, updating on every tick! int start = (prev_calculated > 0) ? prev_calculated - 1 : 0; int first_bar_of_forming_htf = rates_total - 1; while(first_bar_of_forming_htf > 0 && iBarShift(_Symbol, InpTimeframe, time[first_bar_of_forming_htf], false) == 0) { first_bar_of_forming_htf--; } first_bar_of_forming_htf++; // This is the start of the forming step on lower TF chart if(start > first_bar_of_forming_htf) start = first_bar_of_forming_htf; //--- 4. Incremental Mapping of HTF results to Current Chart Timeframe (O(1) per tick) 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 = g_htf_count - 1 - shift_htf; if(idx_htf >= 0 && idx_htf < g_htf_count) { double val = h_res[idx_htf]; BufRatio[i] = val; // Color Logic (Low, Normal, High) if(val > InpThreshold) BufColor[i] = 2.0; // Index 2: OrangeRed (High activity / Institutional Spike) else if(val > 1.0) BufColor[i] = 1.0; // Index 1: DodgerBlue (Normal activity) else BufColor[i] = 0.0; // Index 0: Gray (Low activity / Calm) } else { BufRatio[i] = EMPTY_VALUE; BufColor[i] = 0.0; } } else { BufRatio[i] = EMPTY_VALUE; BufColor[i] = 0.0; } } return(rates_total); } //+------------------------------------------------------------------+ //| OnTimer | //| Handles loading checks and force-redraws | //+------------------------------------------------------------------+ void OnTimer() { if(!g_data_synced) { int required_bars = InpPeriod + 5; if(EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars)) { g_data_synced = true; ChartRedraw(); // Force MT5 to invoke OnCalculate } } } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+