mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-07-27 20:47:44 +00:00
Toh4iem9
131 lines
4.2 KiB
Plaintext
131 lines
4.2 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| VolatilityRegime_Pro.mq5 |
|
|
//| Copyright 2026, xxxxxxxx|
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2026, xxxxxxxx"
|
|
#property version "1.00"
|
|
#property description "Volatility Regime (Expansion vs Contraction)."
|
|
#property description "Ratio of Fast ATR / Slow ATR."
|
|
|
|
#property indicator_separate_window
|
|
#property indicator_buffers 2
|
|
#property indicator_plots 1
|
|
|
|
//--- Levels
|
|
#property indicator_level1 1.0
|
|
#property indicator_levelcolor clrSilver
|
|
#property indicator_levelstyle STYLE_DOT
|
|
|
|
//--- Plot: Regime Histogram
|
|
#property indicator_label1 "Vola Ratio"
|
|
#property indicator_type1 DRAW_COLOR_HISTOGRAM
|
|
// Color Index: 0=Contracting (Gray), 1=Expanding (Lime)
|
|
#property indicator_color1 clrGray, clrLime
|
|
#property indicator_style1 STYLE_SOLID
|
|
#property indicator_width1 2
|
|
|
|
#include <MyIncludes\ATR_Calculator.mqh>
|
|
|
|
//--- Input Parameters
|
|
input int InpPeriodFast = 5; // Short-term Volatility
|
|
input int InpPeriodSlow = 50; // Long-term Baseline
|
|
input double InpThreshold = 1.0; // Expansion Threshold
|
|
|
|
//--- Buffers
|
|
double BufRatio[];
|
|
double BufColors[];
|
|
|
|
//--- Calculators
|
|
CATRCalculator *g_atr_fast;
|
|
CATRCalculator *g_atr_slow;
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Init |
|
|
//+------------------------------------------------------------------+
|
|
int OnInit()
|
|
{
|
|
SetIndexBuffer(0, BufRatio, INDICATOR_DATA);
|
|
SetIndexBuffer(1, BufColors, INDICATOR_COLOR_INDEX);
|
|
|
|
string name = StringFormat("VolaRegime(%d/%d)", InpPeriodFast, InpPeriodSlow);
|
|
IndicatorSetString(INDICATOR_SHORTNAME, name);
|
|
IndicatorSetInteger(INDICATOR_DIGITS, 2);
|
|
|
|
g_atr_fast = new CATRCalculator();
|
|
if(!g_atr_fast.Init(InpPeriodFast, ATR_POINTS))
|
|
return INIT_FAILED;
|
|
|
|
g_atr_slow = new CATRCalculator();
|
|
if(!g_atr_slow.Init(InpPeriodSlow, ATR_POINTS))
|
|
return INIT_FAILED;
|
|
|
|
return(INIT_SUCCEEDED);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Deinit |
|
|
//+------------------------------------------------------------------+
|
|
void OnDeinit(const int r)
|
|
{
|
|
if(CheckPointer(g_atr_fast)==POINTER_DYNAMIC)
|
|
delete g_atr_fast;
|
|
if(CheckPointer(g_atr_slow)==POINTER_DYNAMIC)
|
|
delete g_atr_slow;
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| 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[])
|
|
{
|
|
if(rates_total < InpPeriodSlow)
|
|
return 0;
|
|
|
|
double atr_f[], atr_s[];
|
|
|
|
// Calc both ATRs
|
|
g_atr_fast.Calculate(rates_total, prev_calculated, open, high, low, close, atr_f);
|
|
g_atr_slow.Calculate(rates_total, prev_calculated, open, high, low, close, atr_s);
|
|
|
|
int start = (prev_calculated > 0) ? prev_calculated - 1 : InpPeriodSlow;
|
|
|
|
for(int i = start; i < rates_total; i++)
|
|
{
|
|
double fast = atr_f[i];
|
|
double slow = atr_s[i];
|
|
|
|
if(slow > 0.00000001)
|
|
{
|
|
double ratio = fast / slow;
|
|
BufRatio[i] = ratio;
|
|
|
|
// Coloring Legend:
|
|
// Gray (0): Contraction (Ratio < 1.0) -> Market is sleeping/dying.
|
|
// Lime (1): Expansion (Ratio > 1.0) -> Market is moving.
|
|
|
|
if(ratio >= InpThreshold)
|
|
BufColors[i] = 1.0; // Expansion
|
|
else
|
|
BufColors[i] = 0.0; // Contraction
|
|
}
|
|
else
|
|
{
|
|
BufRatio[i] = 1.0;
|
|
BufColors[i] = 0.0;
|
|
}
|
|
}
|
|
|
|
return(rates_total);
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//+------------------------------------------------------------------+
|