//+------------------------------------------------------------------+ //| SpreadCost_Pro.mq5 | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "1.03" // Added Live Spread Fallback and Scale Guard for custom timeframes (e.g. M3) #property description "Relative Spread Cost Indicator." #property description "Shows Spread as a percentage of Volatility (ATR)." #property indicator_separate_window #property indicator_buffers 2 #property indicator_plots 1 //--- Levels #property indicator_level1 10.0 #property indicator_level2 30.0 #property indicator_levelcolor clrSilver #property indicator_levelstyle STYLE_DOT //--- Plot: Cost Histogram #property indicator_label1 "Spread Cost %" #property indicator_type1 DRAW_COLOR_HISTOGRAM // Color Index: 0=Cheap(MediumSeaGreen), 1=Normal(Silver), 2=Expensive(Crimson) #property indicator_color1 clrMediumSeaGreen, clrSilver, clrCrimson #property indicator_style1 STYLE_SOLID #property indicator_width1 2 #include //--- Input Parameters input int InpATRPeriod = 14; // Volatility Baseline (ATR) input double InpCheapLevel = 10.0; // Cheap Threshold (%) input double InpExpensiveLevel = 30.0; // Expensive Threshold (%) //--- Buffers double BufCost[]; double BufColors[]; //--- Calculator CATRCalculator *g_atr; //+------------------------------------------------------------------+ //| Custom Indicator Initialization | //+------------------------------------------------------------------+ int OnInit() { //--- Bind buffers to index mapping SetIndexBuffer(0, BufCost, INDICATOR_DATA); SetIndexBuffer(1, BufColors, INDICATOR_COLOR_INDEX); //--- Enforce strict chronological safety (false = old to new) ArraySetAsSeries(BufCost, false); ArraySetAsSeries(BufColors, false); //--- Scale Guard: Fix indicator minimum to prevent separate window collapse on 0.0 values //IndicatorSetDouble(INDICATOR_MINIMUM, 0.0); string name = StringFormat("SpreadCost(ATR%d)", InpATRPeriod); IndicatorSetString(INDICATOR_SHORTNAME, name); IndicatorSetInteger(INDICATOR_DIGITS, 1); // Display as 15.2 % g_atr = new CATRCalculator(); if(CheckPointer(g_atr) == POINTER_INVALID || !g_atr.Init(InpATRPeriod, ATR_POINTS)) return INIT_FAILED; return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Custom Indicator Deinitialization | //+------------------------------------------------------------------+ void OnDeinit(const int r) { if(CheckPointer(g_atr) != POINTER_INVALID) delete g_atr; } //+------------------------------------------------------------------+ //| Custom Indicator Calculation Loop | //+------------------------------------------------------------------+ 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) { Print("SpreadCost Error: Not enough bars. Total: ", rates_total, " Required: ", InpATRPeriod); return 0; } if(CheckPointer(g_atr) == POINTER_INVALID) return 0; //--- Force strict chronological alignment on all price and spread input arrays ArraySetAsSeries(time, false); ArraySetAsSeries(open, false); ArraySetAsSeries(high, false); ArraySetAsSeries(low, false); ArraySetAsSeries(close, false); ArraySetAsSeries(spread, false); //--- Query the live real-time spread as a fallback for custom timeframes (e.g. M3) int current_spread = (int)SymbolInfoInteger(_Symbol, SYMBOL_SPREAD); //--- DEBUG: Check spread data quality (only once per bar to avoid log spam) static datetime last_print = 0; if(time[rates_total - 1] != last_print) { double test_spread = (double)spread[rates_total - 1]; PrintFormat("DEBUG [%s %s]: Bars=%d, Spread[Last]=%.1f, LiveSpread=%d, Point=%.5f", _Symbol, EnumToString(Period()), rates_total, test_spread, current_spread, Point()); last_print = time[rates_total - 1]; } //--- 1. Calculate ATR (Returns Price Value) double atr_buf[]; g_atr.Calculate(rates_total, prev_calculated, open, high, low, close, atr_buf); //--- CRITICAL SAFEGUARD: Prevent fatal out-of-range crashes during history synchronization if(ArraySize(atr_buf) < rates_total) { return 0; // Exit safely, wait for the next tick } int start = (prev_calculated > 0) ? prev_calculated - 1 : InpATRPeriod; double pt = Point(); //--- 2. Calculate Spread relative cost for(int i = start; i < rates_total; i++) { double current_atr_price = atr_buf[i]; // Extract spread from array double sp = (double)spread[i]; // FALLBACK LOGIC: If historical spread on the active forming bar is 0, use live spread if(i == rates_total - 1 && sp == 0.0 && current_spread > 0) { sp = (double)current_spread; } // Convert integer spread Points to real Price Difference double current_spread_price = sp * pt; if(current_atr_price > 1.0e-9) { // Cost Ratio Formula: (Spread Price / ATR Price) * 100.0 double cost_pct = (current_spread_price / current_atr_price) * 100.0; BufCost[i] = cost_pct; if(cost_pct <= InpCheapLevel) BufColors[i] = 0.0; // Cheap (MediumSeaGreen) else if(cost_pct >= InpExpensiveLevel) BufColors[i] = 2.0; // Expensive (Crimson) else BufColors[i] = 1.0; // Normal (Silver) } else { BufCost[i] = 0.0; BufColors[i] = 1.0; // Fallback to normal } } return(rates_total); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+