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//+------------------------------------------------------------------+
//| Velocity_MTF_Pro.mq5 |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "3.50" // Upgraded with 5-Zone Swapped Thermal Kinetics, Flat-Force step-alignment, and VWMA Signal Line
#property description "Kinematics Velocity & Speed Envelopes (Multi-Timeframe)."
#property description "Displays Higher Timeframe Velocity, Speed, and Signal cleanly without live-bar warping."
#property indicator_separate_window
#property indicator_buffers 5
#property indicator_plots 4
//--- Institutional Levels Configuration (4-level Kinematic boundaries)
#property indicator_level1 1.0
#property indicator_level2 -1.0
#property indicator_level3 0.3
#property indicator_level4 -0.3
#property indicator_levelcolor clrSilver
#property indicator_levelstyle STYLE_DOT
//--- Plot 1: Velocity Histogram (Swapped Bull/Bear Thermal Palette)
#property indicator_label1 "Velocity MTF"
#property indicator_type1 DRAW_COLOR_HISTOGRAM
// Swapped Palette:
// 0: Noise/Neutral (Gray)
// 1: Bullish Flow (LightSkyBlue)
// 2: Bullish Climax (DeepSkyBlue)
// 3: Bearish Flow (Coral)
// 4: Bearish Climax (OrangeRed)
#property indicator_color1 clrGray, clrLightSkyBlue, clrDeepSkyBlue, clrCoral, clrOrangeRed
#property indicator_style1 STYLE_SOLID
#property indicator_width1 2
//--- Plot 2: Speed Positive (Top)
#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 (Bottom)
#property indicator_label3 "Speed (-) MTF"
#property indicator_type3 DRAW_LINE
#property indicator_color3 clrDarkOrange
#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 clrFireBrick
#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 ENUM_TIMEFRAMES InpTimeframe = PERIOD_M5; // Target Higher Timeframe
input int InpVelPeriod = 3; // Velocity Vector Lookback
input int InpATRPeriod = 14; // Volatility Base (ATR)
input double InpThresholdLow = 0.3; // Low Threshold (Flow Zone)
input double InpThresholdHigh = 1.0; // High Threshold (Climax Zone)
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 (Visual)
double BufVel[];
double BufCol[];
double BufSpeedPos[];
double BufSpeedNeg[];
double BufSignal[];
//--- Internal HTF Data Caches
double h_vel[], h_spd[], h_sig[]; // HTF Results cached
datetime h_time[];
double h_open[], h_high[], h_low[], h_close[];
long h_vol[]; // HTF raw volume cache
double h_vol_double[]; // HTF volume cast to double to support VWMA Signal line
//--- Global HTF State Tracking
CATRCalculator *g_atr;
CMovingAverageCalculator *g_signal_calculator;
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);
}
//+------------------------------------------------------------------+
//| Init |
//+------------------------------------------------------------------+
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.");
}
//--- 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();
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 tf_name = StringSubstr(EnumToString(InpTimeframe), 7);
string name = "";
if(InpShowSignal)
{
string sig_name = EnumToString(InpSignalType);
StringToUpper(sig_name);
name = StringFormat("Velocity MTF %s(%d) %s(%d)", tf_name, InpVelPeriod, sig_name, InpSignalPeriod);
}
else
{
name = StringFormat("Velocity MTF %s(%d)", tf_name, InpVelPeriod);
}
IndicatorSetString(INDICATOR_SHORTNAME, name);
PlotIndexSetString(0, PLOT_LABEL, "Velocity MTF");
PlotIndexSetString(1, PLOT_LABEL, "Speed (+) MTF");
PlotIndexSetString(2, PLOT_LABEL, "Speed (-) MTF");
IndicatorSetInteger(INDICATOR_DIGITS, 3);
//--- Initialize 1-second timer for weekend/async chart refreshes
EventSetTimer(1);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| OnDeinit |
//+------------------------------------------------------------------+
void OnDeinit(const int r)
{
EventKillTimer();
if(CheckPointer(g_atr) != POINTER_INVALID)
delete g_atr;
if(CheckPointer(g_signal_calculator) != POINTER_INVALID)
delete g_signal_calculator;
}
//+------------------------------------------------------------------+
//| 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 = InpATRPeriod + InpVelPeriod + 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_open, g_htf_count);
ArrayResize(h_high, g_htf_count);
ArrayResize(h_low, g_htf_count);
ArrayResize(h_close, g_htf_count);
ArrayResize(h_vol, g_htf_count);
ArrayResize(h_vol_double, g_htf_count);
ArrayResize(h_vel, g_htf_count);
ArrayResize(h_spd, g_htf_count);
ArrayResize(h_sig, g_htf_count);
if(CopyTime(_Symbol, InpTimeframe, 0, g_htf_count, h_time) != g_htf_count ||
CopyOpen(_Symbol, InpTimeframe, 0, g_htf_count, h_open) != g_htf_count ||
CopyHigh(_Symbol, InpTimeframe, 0, g_htf_count, h_high) != g_htf_count ||
CopyLow(_Symbol, InpTimeframe, 0, g_htf_count, h_low) != g_htf_count ||
CopyClose(_Symbol, InpTimeframe, 0, g_htf_count, h_close) != 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;
}
// Convert HTF volume cache to double precision
for(int j = 0; j < g_htf_count; j++)
h_vol_double[j] = (double)h_vol[j];
// A. Calculate ATR on HTF (Closed bars and forming bar initialized)
double h_atr_buf[];
g_atr.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_atr_buf);
// B. Calculate HTF Velocity and Speed (Closed bars only!)
// Notice the limit is 'g_htf_count - 1' (excluding the live forming bar)
for(int j = InpATRPeriod + InpVelPeriod; j < g_htf_count - 1; j++)
{
double atr = h_atr_buf[j];
if(atr == 0)
{
h_vel[j] = 0.0;
h_spd[j] = 0.0;
continue;
}
// Velocity Vector (Directional Slope)
h_vel[j] = CMetricsTools::CalculateSlope(h_close[j], h_close[j - InpVelPeriod], atr, InpVelPeriod);
// Speed Scalar (Path Length)
double path_length = 0.0;
for(int k = 0; k < InpVelPeriod; k++)
{
path_length += MathAbs(h_close[j - k] - h_close[j - k - 1]);
}
h_spd[j] = (path_length / InpVelPeriod) / atr;
}
// C. Calculate Optional Signal Line on HTF
if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
{
g_signal_calculator.CalculateOnArray(g_htf_count, 0, h_vel, h_vol_double, h_sig, InpATRPeriod + InpVelPeriod);
}
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 >= InpATRPeriod + InpVelPeriod)
{
double o[1], h[1], l[1], c[1];
long vol[1];
int shift = iBarShift(_Symbol, InpTimeframe, htf_time_current, false);
if(shift >= 0 &&
CopyOpen(_Symbol, InpTimeframe, shift, 1, o) == 1 &&
CopyHigh(_Symbol, InpTimeframe, shift, 1, h) == 1 &&
CopyLow(_Symbol, InpTimeframe, shift, 1, l) == 1 &&
CopyClose(_Symbol, InpTimeframe, shift, 1, c) == 1)
{
h_open[live_idx] = o[0];
h_high[live_idx] = h[0];
h_low[live_idx] = l[0];
h_close[live_idx] = c[0];
// Copy live volume dynamically
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];
h_vol_double[live_idx] = (double)vol[0];
}
// Recalculate ATR, Velocity and Speed on the live HTF index in O(1)
double h_atr_single_buf[];
g_atr.Calculate(g_htf_count, live_idx, h_open, h_high, h_low, h_close, h_atr_single_buf);
double atr = h_atr_single_buf[live_idx];
if(atr > 0)
{
h_vel[live_idx] = CMetricsTools::CalculateSlope(h_close[live_idx], h_close[live_idx - InpVelPeriod], atr, InpVelPeriod);
double path_length = 0.0;
for(int k = 0; k < InpVelPeriod; k++)
{
path_length += MathAbs(h_close[live_idx - k] - h_close[live_idx - k - 1]);
}
h_spd[live_idx] = (path_length / InpVelPeriod) / atr;
}
else
{
h_vel[live_idx] = 0.0;
h_spd[live_idx] = 0.0;
}
// Recalculate Signal Line on HTF live index
if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
{
g_signal_calculator.CalculateOnArray(g_htf_count, live_idx, h_vel, h_vol_double, h_sig, InpATRPeriod + InpVelPeriod);
}
}
}
//--- 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_v = h_vel[idx_htf];
double val_s = h_spd[idx_htf];
BufVel[i] = val_v;
BufSpeedPos[i] = val_s;
BufSpeedNeg[i] = -val_s;
if(InpShowSignal)
BufSignal[i] = h_sig[idx_htf];
else
BufSignal[i] = EMPTY_VALUE;
// Swapped 5-Zone Color Logic (Blue for Bullish, Red/Coral for Bearish)
if(val_v >= InpThresholdHigh)
BufCol[i] = 2.0; // Index 2: DeepSkyBlue (Bullish Climax)
else
if(val_v >= InpThresholdLow)
BufCol[i] = 1.0; // Index 1: LightSkyBlue (Bullish Flow)
else
if(val_v <= -InpThresholdHigh)
BufCol[i] = 4.0; // Index 4: OrangeRed (Bearish Climax)
else
if(val_v <= -InpThresholdLow)
BufCol[i] = 3.0; // Index 3: Coral (Bearish Flow)
else
BufCol[i] = 0.0; // Index 0: Gray (Neutral Noise)
}
else
{
BufVel[i] = EMPTY_VALUE;
BufSpeedPos[i] = EMPTY_VALUE;
BufSpeedNeg[i] = EMPTY_VALUE;
BufSignal[i] = EMPTY_VALUE;
BufCol[i] = 0.0;
}
}
else
{
BufVel[i] = EMPTY_VALUE;
BufSpeedPos[i] = EMPTY_VALUE;
BufSpeedNeg[i] = EMPTY_VALUE;
BufSignal[i] = EMPTY_VALUE;
BufCol[i] = 0.0;
}
}
return(rates_total);
}
//+------------------------------------------------------------------+
//| OnTimer |
//| Handles loading checks and force-redraws |
//+------------------------------------------------------------------+
void OnTimer()
{
if(!g_data_synced)
{
int required_bars = InpATRPeriod + InpVelPeriod + 5;
if(EnsureHTFDataReady(_Symbol, InpTimeframe, required_bars))
{
g_data_synced = true;
ChartRedraw(); // Force MT5 to invoke OnCalculate
}
}
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
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