mirror of
https://github.com/softwaredevelop/mql5.git
synced 2026-08-06 09:07:45 +00:00
Toh4iem9
278 lines
10 KiB
Plaintext
278 lines
10 KiB
Plaintext
//+------------------------------------------------------------------+
|
|
//| Velocity_Pro.mq5 |
|
|
//| Velocity vs Scaler Speed Envelope |
|
|
//| Copyright 2026, xxxxxxxx |
|
|
//+------------------------------------------------------------------+
|
|
#property copyright "Copyright 2026, xxxxxxxx"
|
|
#property version "3.40" // Swapped color polarity: Bullish (Blue tones) and Bearish (Red/Coral tones)
|
|
#property description "Displays Velocity (Histogram), Speed Envelope, and customizable Signal Line."
|
|
#property description "Touching the envelope lines signals climatic efficiency."
|
|
|
|
#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"
|
|
#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 (+)"
|
|
#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 (-)"
|
|
#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 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
|
|
double BufVel[];
|
|
double BufCol[];
|
|
double BufSpeedPos[];
|
|
double BufSpeedNeg[];
|
|
double BufSignal[];
|
|
|
|
//--- Volume Cache to support Volume-Weighted types (VWMA) on custom arrays
|
|
double g_double_volume[];
|
|
|
|
//--- Global Engines
|
|
CATRCalculator *g_atr;
|
|
CMovingAverageCalculator *g_signal_calculator;
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Init |
|
|
//+------------------------------------------------------------------+
|
|
int OnInit()
|
|
{
|
|
//--- 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 name = "";
|
|
if(InpShowSignal)
|
|
{
|
|
string sig_name = EnumToString(InpSignalType);
|
|
StringToUpper(sig_name);
|
|
name = StringFormat("Velocity(%d) %s(%d)", InpVelPeriod, sig_name, InpSignalPeriod);
|
|
}
|
|
else
|
|
{
|
|
name = StringFormat("Velocity(%d)", InpVelPeriod);
|
|
}
|
|
|
|
IndicatorSetString(INDICATOR_SHORTNAME, name);
|
|
PlotIndexSetString(0, PLOT_LABEL, "Velocity");
|
|
PlotIndexSetString(1, PLOT_LABEL, "Speed (+)");
|
|
PlotIndexSetString(2, PLOT_LABEL, "Speed (-)");
|
|
IndicatorSetInteger(INDICATOR_DIGITS, 3);
|
|
|
|
return(INIT_SUCCEEDED);
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| OnDeinit |
|
|
//+------------------------------------------------------------------+
|
|
void OnDeinit(const int r)
|
|
{
|
|
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[])
|
|
{
|
|
if(rates_total < InpATRPeriod + InpVelPeriod + 5)
|
|
return 0;
|
|
|
|
//--- Convert long volume to double cache array in O(1) incrementally
|
|
ArrayResize(g_double_volume, rates_total);
|
|
int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0;
|
|
long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
|
|
|
|
if(volume_limit > 0)
|
|
{
|
|
for(int i = start_sync; i < rates_total; i++)
|
|
g_double_volume[i] = (double)volume[i];
|
|
}
|
|
else
|
|
{
|
|
for(int i = start_sync; i < rates_total; i++)
|
|
g_double_volume[i] = (double)tick_volume[i];
|
|
}
|
|
|
|
//--- 1. Calculate underlying Average True Range
|
|
double atr_buf[];
|
|
g_atr.Calculate(rates_total, prev_calculated, open, high, low, close, atr_buf);
|
|
|
|
//--- 2. Calculate Velocity & Speed Envelopes (O(1) incremental)
|
|
int start = (prev_calculated > 0) ? prev_calculated - 1 : InpATRPeriod + InpVelPeriod;
|
|
|
|
for(int i = start; i < rates_total; i++)
|
|
{
|
|
double atr = atr_buf[i];
|
|
if(atr == 0)
|
|
{
|
|
BufVel[i] = 0.0;
|
|
BufSpeedPos[i] = 0.0;
|
|
BufSpeedNeg[i] = 0.0;
|
|
continue;
|
|
}
|
|
|
|
// Calculate Velocity Vector (Directional Slope)
|
|
double vel = CMetricsTools::CalculateSlope(close[i], close[i - InpVelPeriod], atr, InpVelPeriod);
|
|
BufVel[i] = vel;
|
|
|
|
// Color coding logic based on swapped bull/bear thermal thresholds
|
|
// 0: Gray (Neutral / No edge)
|
|
// 1: LightSkyBlue (Bullish Flow / Trend building)
|
|
// 2: DeepSkyBlue (Bullish Climax / Exhaustion zone)
|
|
// 3: Coral (Bearish Flow / Trend building)
|
|
// 4: OrangeRed (Bearish Climax / Exhaustion zone)
|
|
if(vel >= InpThresholdHigh)
|
|
BufCol[i] = 2.0; // Index 2: DeepSkyBlue
|
|
else
|
|
if(vel >= InpThresholdLow)
|
|
BufCol[i] = 1.0; // Index 1: LightSkyBlue
|
|
else
|
|
if(vel <= -InpThresholdHigh)
|
|
BufCol[i] = 4.0; // Index 4: OrangeRed
|
|
else
|
|
if(vel <= -InpThresholdLow)
|
|
BufCol[i] = 3.0; // Index 3: Coral
|
|
else
|
|
BufCol[i] = 0.0; // Index 0: Gray
|
|
|
|
// Calculate Speed Scalar (Total Path Length over Period / normalizer)
|
|
double path_length = 0.0;
|
|
for(int k = 0; k < InpVelPeriod; k++)
|
|
{
|
|
path_length += MathAbs(close[i - k] - close[i - k - 1]);
|
|
}
|
|
double speed = (path_length / InpVelPeriod) / atr;
|
|
|
|
// Mirroring envelopes for both upside and downside analysis
|
|
BufSpeedPos[i] = speed;
|
|
BufSpeedNeg[i] = -speed;
|
|
}
|
|
|
|
//--- 3. Calculate Optional Signal Line on top of Velocity values (Handles VWMA dynamically)
|
|
if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
|
|
{
|
|
// Source start index is 'InpATRPeriod + InpVelPeriod' since Velocity before that is invalid
|
|
g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufVel, g_double_volume, BufSignal, InpATRPeriod + InpVelPeriod);
|
|
}
|
|
|
|
return rates_total;
|
|
}
|
|
//+------------------------------------------------------------------+
|
|
//+------------------------------------------------------------------+
|