//+------------------------------------------------------------------+ //| RVOL_MTF_Pro.mq5 | //| Copyright 2026, xxxxxxxx| //+------------------------------------------------------------------+ #property copyright "Copyright 2026, xxxxxxxx" #property version "1.00" #property description "Relative Volume (Multi-Timeframe)." #property description "Displays Normalized Volume of Higher Timeframe." #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_M15; // Target Timeframe input int InpPeriod = 20; // Average Period input double InpThreshold = 2.0; // High Activity Level //--- Buffers double BufRVOL[]; double BufColor[]; //--- Internal HTF Data long h_vol[]; datetime h_time[]; double h_res[]; // Result CRelativeVolumeCalculator *g_calc; //+------------------------------------------------------------------+ //| Init | //+------------------------------------------------------------------+ int OnInit() { if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT) { Print("Warning: Target Timeframe should be > Current Timeframe."); } SetIndexBuffer(0, BufRVOL, INDICATOR_DATA); SetIndexBuffer(1, BufColor, INDICATOR_COLOR_INDEX); 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(!g_calc.Init(InpPeriod)) return INIT_FAILED; return(INIT_SUCCEEDED); } void OnDeinit(const int r) { if(CheckPointer(g_calc)==POINTER_DYNAMIC) delete g_calc; } //+------------------------------------------------------------------+ //| 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 < InpPeriod + 10) return 0; int count = MathMin(htf_bars, 3000); ArraySetAsSeries(h_time, false); ArraySetAsSeries(h_vol, false); // Use Tick Volume mostly if(CopyTime(_Symbol, InpTimeframe, 0, count, h_time) != count) return 0; if(CopyTickVolume(_Symbol, InpTimeframe, 0, count, h_vol) != count) return 0; // 2. Calc on HTF if(ArraySize(h_res) != count) ArrayResize(h_res, count); g_calc.Calculate(count, 0, h_vol, h_res); // 3. Map to Current Chart int start = (prev_calculated > 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) { int idx_htf = count - 1 - shift_htf; if(idx_htf >= 0 && idx_htf < count) { double val = h_res[idx_htf]; BufRVOL[i] = val; // Color Logic if(val > InpThreshold) BufColor[i] = 2.0; // High else if(val > 1.0) BufColor[i] = 1.0; // Normal else BufColor[i] = 0.0; // Low } else { BufRVOL[i] = EMPTY_VALUE; } } } return(rates_total); } //+------------------------------------------------------------------+ //+------------------------------------------------------------------+