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mql5/Indicators/MyIndicators/Quant/Absorption_MTF_Pro.mq5
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Toh4iem9 40078946c1 new files added
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//+------------------------------------------------------------------+
//| Absorption_MTF_Pro.mq5 |
//| Copyright 2026, xxxxxxxx|
//+------------------------------------------------------------------+
#property copyright "Copyright 2026, xxxxxxxx"
#property version "1.00" // Dedicated MTF Absorption release with pure box drawing and state buffers
#property description "Institutional Multi-Timeframe Absorption Detector."
#property description "Draws Higher Timeframe Supply/Demand zones strictly on the HTF grid."
#property indicator_chart_window
#property indicator_buffers 3
#property indicator_plots 0
#include <MyIncludes\ATR_Calculator.mqh>
#include <MyIncludes\RelativeVolume_Calculator.mqh>
#include <MyIncludes\DataSync_Tools.mqh> // Centralized MTF synchronization daemon
//--- Input Parameters
input group "--- Timeframe Settings ---"
input ENUM_TIMEFRAMES InpTimeframe = PERIOD_H1; // Target Higher Timeframe (MTF)
input group "--- Indicator Settings ---"
input int InpATRPeriod = 14; // ATR Period
input int InpRVOLPeriod = 20; // RVOL Period (Relative Volume)
input int InpHistoryBars = 500; // Limit object creation history (Bars)
input bool InpShowObjects = true; // Toggle zone and rectangle visuals
//--- Buffers (For calculations and iCustom export)
double BufATR[];
double BufRVOL[];
double BufState[]; // 0=None, 1=Bull, -1=Bear, 2=Climax, 0.5=Neut
//--- Internal HTF Data Caches
double h_open[], h_high[], h_low[], h_close[], h_volume[];
double h_res_atr[], h_res_rvol[], h_res_state[];
datetime h_time[];
//--- Global Objects & Synchronizer State
CATRCalculator *g_atr;
CRelativeVolumeCalculator *g_rvol;
ENUM_TIMEFRAMES g_calc_timeframe;
bool g_data_ready = false;
bool g_data_synced = false;
int g_htf_count = 0;
datetime g_last_htf_time = 0;
//+------------------------------------------------------------------+
//| Custom Indicator Initialization |
//+------------------------------------------------------------------+
int OnInit()
{
g_data_ready = false;
g_data_synced = false;
g_htf_count = 0;
g_last_htf_time = 0;
//--- 1. Resolve Timeframe and validate direction
g_calc_timeframe = InpTimeframe;
if(g_calc_timeframe == PERIOD_CURRENT)
g_calc_timeframe = (ENUM_TIMEFRAMES)Period();
if(g_calc_timeframe < Period())
{
PrintFormat("Critical Error: Target timeframe (%s) must be >= current timeframe (%s).",
EnumToString(g_calc_timeframe), EnumToString(Period()));
return(INIT_FAILED);
}
//--- 2. Bind Buffers to index mapping (No visual plots, calculations only)
SetIndexBuffer(0, BufATR, INDICATOR_CALCULATIONS);
SetIndexBuffer(1, BufRVOL, INDICATOR_CALCULATIONS);
SetIndexBuffer(2, BufState, INDICATOR_CALCULATIONS);
//--- Force strict chronological alignment
ArraySetAsSeries(BufATR, false);
ArraySetAsSeries(BufRVOL, false);
ArraySetAsSeries(BufState, false);
//--- Instantiate Calculators
g_atr = new CATRCalculator();
if(CheckPointer(g_atr) != POINTER_INVALID)
g_atr.Init(InpATRPeriod, ATR_POINTS);
g_rvol = new CRelativeVolumeCalculator();
if(CheckPointer(g_rvol) != POINTER_INVALID)
g_rvol.Init(InpRVOLPeriod);
//--- Setup Dynamic Shortname
IndicatorSetString(INDICATOR_SHORTNAME, "Absorption MTF Pro (" + EnumToString(g_calc_timeframe) + ")");
//--- Initialize Timer for MTF synchronization (Required)
EventSetTimer(1);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Custom Indicator Deinitialization |
//+------------------------------------------------------------------+
void OnDeinit(const int r)
{
EventKillTimer();
ObjectsDeleteAll(0, "AbsZone_MTF_");
if(CheckPointer(g_atr) != POINTER_INVALID)
delete g_atr;
if(CheckPointer(g_rvol) != POINTER_INVALID)
delete g_rvol;
}
//+------------------------------------------------------------------+
//| 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[])
{
int required_bars = InpATRPeriod + InpRVOLPeriod + 10;
if(rates_total < required_bars)
return 0;
if(CheckPointer(g_atr) == POINTER_INVALID || CheckPointer(g_rvol) == POINTER_INVALID)
return 0;
//--- Force strict chronological alignment on all input price and volume arrays
ArraySetAsSeries(time, false);
ArraySetAsSeries(open, false);
ArraySetAsSeries(high, false);
ArraySetAsSeries(low, false);
ArraySetAsSeries(close, false);
ArraySetAsSeries(tick_volume, false);
ArraySetAsSeries(volume, false);
//--- Synchronize history up to the target evaluation window
if(!CDataSync::EnsureHTFDataReady(_Symbol, g_calc_timeframe, required_bars))
{
g_data_synced = false;
return 0; // Wait for next tick to let history synchronize
}
g_data_synced = true;
//--- Check if a new HTF candle has opened
datetime htf_time_current = iTime(_Symbol, g_calc_timeframe, 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, g_calc_timeframe);
if(htf_bars < required_bars)
{
g_data_ready = false;
return 0;
}
g_htf_count = MathMin(htf_bars, 3000); // Guard rails to prevent thread memory overload
// Resize all HTF caching arrays
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_volume, g_htf_count);
ArrayResize(h_res_atr, g_htf_count);
ArrayResize(h_res_rvol, g_htf_count);
ArrayResize(h_res_state, g_htf_count);
// Force chronological structure on high-level arrays
ArraySetAsSeries(h_time, false);
ArraySetAsSeries(h_open, false);
ArraySetAsSeries(h_high, false);
ArraySetAsSeries(h_low, false);
ArraySetAsSeries(h_close, false);
ArraySetAsSeries(h_volume, false);
ArraySetAsSeries(h_res_atr, false);
ArraySetAsSeries(h_res_rvol, false);
ArraySetAsSeries(h_res_state, false);
// Copy basic pricing data
if(CopyTime(_Symbol, g_calc_timeframe, 0, g_htf_count, h_time) != g_htf_count ||
CopyOpen(_Symbol, g_calc_timeframe, 0, g_htf_count, h_open) != g_htf_count ||
CopyHigh(_Symbol, g_calc_timeframe, 0, g_htf_count, h_high) != g_htf_count ||
CopyLow(_Symbol, g_calc_timeframe, 0, g_htf_count, h_low) != g_htf_count ||
CopyClose(_Symbol, g_calc_timeframe, 0, g_htf_count, h_close) != g_htf_count)
{
g_data_ready = false;
return 0;
}
// Copy proper volume types for RVOL
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
if(vol_limit > 0)
{
long temp_vol[];
if(CopyRealVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count)
{
for(int i = 0; i < g_htf_count; i++)
h_volume[i] = (double)temp_vol[i];
}
}
else
{
long temp_vol[];
if(CopyTickVolume(_Symbol, g_calc_timeframe, 0, g_htf_count, temp_vol) == g_htf_count)
{
for(int i = 0; i < g_htf_count; i++)
h_volume[i] = (double)temp_vol[i];
}
}
//--- Calculate HTF baseline indicators
g_atr.Calculate(g_htf_count, 0, h_open, h_high, h_low, h_close, h_res_atr);
// Calculate RVOL on HTF (using long volume casting)
long h_vol_long[];
ArrayResize(h_vol_long, g_htf_count);
for(int i=0; i<g_htf_count; i++)
h_vol_long[i] = (long)h_volume[i];
g_rvol.Calculate(g_htf_count, 0, h_vol_long, h_res_rvol);
//--- Run Wyckoff VSA Analysis on HTF Bars
ArrayInitialize(h_res_state, 0.0);
g_data_ready = true;
}
if(!g_data_ready)
return 0;
//--- 5. Real-Time Update for the active forming HTF candle (Index: g_htf_count - 1) on every tick
int live_idx = g_htf_count - 1;
if(live_idx >= required_bars)
{
double o[1], h[1], l[1], c[1];
long v[1];
int shift = iBarShift(_Symbol, g_calc_timeframe, htf_time_current, false);
if(shift >= 0 &&
CopyOpen(_Symbol, g_calc_timeframe, shift, 1, o) == 1 &&
CopyHigh(_Symbol, g_calc_timeframe, shift, 1, h) == 1 &&
CopyLow(_Symbol, g_calc_timeframe, shift, 1, l) == 1 &&
CopyClose(_Symbol, g_calc_timeframe, 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];
long vol_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
if(vol_limit > 0)
{
if(CopyRealVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1)
h_volume[live_idx] = (double)v[0];
}
else
{
if(CopyTickVolume(_Symbol, g_calc_timeframe, shift, 1, v) == 1)
h_volume[live_idx] = (double)v[0];
}
// Stateful, O(1) mock update for the live HTF bar
g_atr.Calculate(g_htf_count, g_htf_count, h_open, h_high, h_low, h_close, h_res_atr);
long h_vol_long[];
ArrayResize(h_vol_long, g_htf_count);
for(int i=0; i<g_htf_count; i++)
h_vol_long[i] = (long)h_volume[i];
g_rvol.Calculate(g_htf_count, g_htf_count, h_vol_long, h_res_rvol);
}
}
//--- 6. Perform VSA classification and draw objects STRICTLY on HTF Grid
int htf_start_calc = (prev_calculated > 0) ? g_htf_count - 2 : required_bars;
if(htf_start_calc < required_bars)
htf_start_calc = required_bars;
datetime cutoff_time = TimeCurrent() - InpHistoryBars * PeriodSeconds();
for(int i = htf_start_calc; i < g_htf_count; i++)
{
h_res_state[i] = 0.0;
double atr = h_res_atr[i];
if(atr <= 0.0)
continue;
double body = MathAbs(h_close[i] - h_open[i]);
double total_range = h_high[i] - h_low[i];
double r_vol = h_res_rvol[i];
bool is_bull = false;
bool is_bear = false;
bool is_climax = false;
// Quantitative VSA rules on HTF
bool high_effort = (r_vol > 2.0);
bool low_result = (body < (0.35 * atr));
if(high_effort && low_result)
{
double close_pos = 0.5;
if(total_range > 0.0)
close_pos = (h_close[i] - h_low[i]) / total_range;
if(close_pos > 0.66)
{
h_res_state[i] = 1.0;
is_bull = true;
}
else
if(close_pos < 0.33)
{
h_res_state[i] = -1.0;
is_bear = true;
}
else
{
h_res_state[i] = 0.5;
}
}
else
if(r_vol > 3.5 && body < (0.6 * atr))
{
h_res_state[i] = 2.0;
is_climax = true;
}
// Object drawing strictly on HTF Grid for absolute stability!
if((is_bull || is_bear || is_climax) && h_time[i] >= cutoff_time)
{
if(InpShowObjects)
{
string name = "AbsZone_MTF_" + TimeToString(h_time[i]);
color zone_col = is_bull ? clrLightSteelBlue : (is_bear ? clrMistyRose : clrWheat);
if(ObjectFind(0, name) < 0)
{
ObjectCreate(0, name, OBJ_RECTANGLE, 0, h_time[i], h_high[i], h_time[i], h_low[i]);
ObjectSetInteger(0, name, OBJPROP_COLOR, zone_col);
ObjectSetInteger(0, name, OBJPROP_FILL, true);
ObjectSetInteger(0, name, OBJPROP_BACK, true);
ObjectSetInteger(0, name, OBJPROP_WIDTH, 1);
}
// Scan forward strictly on HTF bars to ensure absolute stability!
datetime end_time = h_time[g_htf_count - 1] + PeriodSeconds(g_calc_timeframe) * 5;
bool broken = false;
for(int k = i + 1; k < g_htf_count; k++)
{
if(is_bull && h_close[k] < h_low[i])
{
end_time = h_time[k];
broken = true;
break;
}
if(is_bear && h_close[k] > h_high[i])
{
end_time = h_time[k];
broken = true;
break;
}
if(is_climax && (h_close[k] > h_high[i] || h_close[k] < h_low[i]))
{
end_time = h_time[k];
broken = true;
break;
}
}
ObjectSetInteger(0, name, OBJPROP_TIME, 1, end_time);
if(broken)
ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_DOT);
}
}
}
//--- 7. Warp-free step force (Staircase Solution anchor determination)
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, g_calc_timeframe, time[first_bar_of_forming_htf], false) == 0)
{
first_bar_of_forming_htf--;
}
first_bar_of_forming_htf++; // Anchor set to start of current HTF period block
if(start > first_bar_of_forming_htf)
start = first_bar_of_forming_htf;
//--- 8. Map HTF Calculated results cleanly to the lower chart timeframe (O(1) complexity)
for(int i = start; i < rates_total; i++)
{
datetime t = time[i];
int shift_htf = iBarShift(_Symbol, g_calc_timeframe, t, false);
if(shift_htf >= 0)
{
int idx_htf = g_htf_count - 1 - shift_htf;
if(idx_htf >= 0 && idx_htf < g_htf_count)
{
BufATR[i] = h_res_atr[idx_htf];
BufRVOL[i] = h_res_rvol[idx_htf];
BufState[i] = h_res_state[idx_htf];
}
else
{
BufATR[i] = EMPTY_VALUE;
BufRVOL[i] = EMPTY_VALUE;
BufState[i] = 0.0;
}
}
else
{
BufATR[i] = EMPTY_VALUE;
BufRVOL[i] = EMPTY_VALUE;
BufState[i] = 0.0;
}
}
return(rates_total);
}
//+------------------------------------------------------------------+
//| OnTimer Event Handler |
//+------------------------------------------------------------------+
void OnTimer()
{
//--- Delegate asynchronous history checking and forced redraws to DataSync daemon using correct lookback period
int required_bars = InpATRPeriod + InpRVOLPeriod + 10;
CDataSync::OnTimerUpdate(_Symbol, g_calc_timeframe, required_bars, g_data_synced);
}
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
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