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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
278 lines
10 KiB
Plaintext
278 lines
10 KiB
Plaintext
//+------------------------------------------------------------------+
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//| Velocity_Pro.mq5 |
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//| Velocity vs Scaler Speed Envelope |
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//| Copyright 2026, xxxxxxxx |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2026, xxxxxxxx"
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#property version "3.40" // Swapped color polarity: Bullish (Blue tones) and Bearish (Red/Coral tones)
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#property description "Displays Velocity (Histogram), Speed Envelope, and customizable Signal Line."
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#property description "Touching the envelope lines signals climatic efficiency."
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#property indicator_separate_window
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#property indicator_buffers 5
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#property indicator_plots 4
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//--- Institutional Levels Configuration (4-level Kinematic boundaries)
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#property indicator_level1 1.0
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#property indicator_level2 -1.0
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#property indicator_level3 0.3
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#property indicator_level4 -0.3
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#property indicator_levelcolor clrSilver
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#property indicator_levelstyle STYLE_DOT
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//--- Plot 1: Velocity Histogram (Swapped Bull/Bear Thermal Palette)
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#property indicator_label1 "Velocity"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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// Swapped Palette:
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// 0: Noise/Neutral (Gray)
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// 1: Bullish Flow (LightSkyBlue)
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// 2: Bullish Climax (DeepSkyBlue)
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// 3: Bearish Flow (Coral)
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// 4: Bearish Climax (OrangeRed)
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#property indicator_color1 clrGray, clrLightSkyBlue, clrDeepSkyBlue, clrCoral, clrOrangeRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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//--- Plot 2: Speed Positive (Top)
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#property indicator_label2 "Speed (+)"
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#property indicator_type2 DRAW_LINE
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#property indicator_color2 clrDarkOrange
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#property indicator_style2 STYLE_SOLID
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#property indicator_width2 1
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//--- Plot 3: Speed Negative (Bottom)
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#property indicator_label3 "Speed (-)"
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#property indicator_type3 DRAW_LINE
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#property indicator_color3 clrDarkOrange
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#property indicator_style3 STYLE_SOLID
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#property indicator_width3 1
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//--- Plot 4: Optional Signal Line (Wyckoff Reversal Trigger)
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#property indicator_label4 "Signal"
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#property indicator_type4 DRAW_LINE
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#property indicator_color4 clrFireBrick
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#property indicator_style4 STYLE_SOLID
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#property indicator_width4 1
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#include <MyIncludes\ATR_Calculator.mqh>
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#include <MyIncludes\Metrics_Tools.mqh>
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#include <MyIncludes\MovingAverage_Engine.mqh>
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//--- Parameters ---
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input int InpVelPeriod = 3; // Velocity Vector Lookback
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input int InpATRPeriod = 14; // Volatility Base (ATR)
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input double InpThresholdLow = 0.3; // Low Threshold (Flow Zone)
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input double InpThresholdHigh = 1.0; // High Threshold (Climax Zone)
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input bool InpShowSpeed = true; // Show Speed Envelope?
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//--- Signal Line Parameters (Dynamic MA Engine Integration)
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input bool InpShowSignal = true; // Show Signal Line?
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input int InpSignalPeriod = 5; // Signal Line Period
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input ENUM_MA_TYPE InpSignalType = SMA; // Signal Line MA Type
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//--- Buffers
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double BufVel[];
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double BufCol[];
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double BufSpeedPos[];
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double BufSpeedNeg[];
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double BufSignal[];
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//--- Volume Cache to support Volume-Weighted types (VWMA) on custom arrays
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double g_double_volume[];
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//--- Global Engines
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CATRCalculator *g_atr;
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CMovingAverageCalculator *g_signal_calculator;
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//+------------------------------------------------------------------+
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//| Init |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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//--- Bind Buffers
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SetIndexBuffer(0, BufVel, INDICATOR_DATA);
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SetIndexBuffer(1, BufCol, INDICATOR_COLOR_INDEX);
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SetIndexBuffer(2, BufSpeedPos, INDICATOR_DATA);
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SetIndexBuffer(3, BufSpeedNeg, INDICATOR_DATA);
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SetIndexBuffer(4, BufSignal, INDICATOR_DATA);
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ArraySetAsSeries(BufVel, false);
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ArraySetAsSeries(BufCol, false);
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ArraySetAsSeries(BufSpeedPos, false);
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ArraySetAsSeries(BufSpeedNeg, false);
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ArraySetAsSeries(BufSignal, false);
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//--- Configure Speed Envelope Displays
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if(!InpShowSpeed)
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{
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_NONE);
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PlotIndexSetInteger(2, PLOT_DRAW_TYPE, DRAW_NONE);
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}
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else
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{
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PlotIndexSetInteger(1, PLOT_DRAW_TYPE, DRAW_LINE);
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PlotIndexSetInteger(2, PLOT_DRAW_TYPE, DRAW_LINE);
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}
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//--- Configure Optional Signal Line Calculator
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if(InpShowSignal)
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{
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// Explicitly restore DRAW_LINE & Label in case it was previously disabled
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PlotIndexSetInteger(3, PLOT_DRAW_TYPE, DRAW_LINE);
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PlotIndexSetString(3, PLOT_LABEL, "Signal");
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g_signal_calculator = new CMovingAverageCalculator();
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if(CheckPointer(g_signal_calculator) == POINTER_INVALID || !g_signal_calculator.Init(InpSignalPeriod, InpSignalType))
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{
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Print("Error: Failed to initialize Signal Line Calculator Engine.");
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return INIT_FAILED;
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}
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}
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else
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{
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// Set DRAW_NONE and clear Label to fully purge it from the MT5 Data Window
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PlotIndexSetInteger(3, PLOT_DRAW_TYPE, DRAW_NONE);
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PlotIndexSetString(3, PLOT_LABEL, NULL);
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}
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//--- Configure Core Volatility Engine
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g_atr = new CATRCalculator();
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if(CheckPointer(g_atr) == POINTER_INVALID || !g_atr.Init(InpATRPeriod, ATR_POINTS))
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{
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Print("Error: Failed to initialize ATR Calculator Engine.");
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return INIT_FAILED;
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}
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//--- Dynamically set the indicator short name
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string name = "";
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if(InpShowSignal)
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{
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string sig_name = EnumToString(InpSignalType);
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StringToUpper(sig_name);
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name = StringFormat("Velocity(%d) %s(%d)", InpVelPeriod, sig_name, InpSignalPeriod);
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}
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else
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{
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name = StringFormat("Velocity(%d)", InpVelPeriod);
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}
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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PlotIndexSetString(0, PLOT_LABEL, "Velocity");
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PlotIndexSetString(1, PLOT_LABEL, "Speed (+)");
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PlotIndexSetString(2, PLOT_LABEL, "Speed (-)");
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IndicatorSetInteger(INDICATOR_DIGITS, 3);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| OnDeinit |
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//+------------------------------------------------------------------+
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void OnDeinit(const int r)
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{
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if(CheckPointer(g_atr) != POINTER_INVALID)
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delete g_atr;
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if(CheckPointer(g_signal_calculator) != POINTER_INVALID)
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delete g_signal_calculator;
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}
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//+------------------------------------------------------------------+
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//| OnCalculate |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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if(rates_total < InpATRPeriod + InpVelPeriod + 5)
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return 0;
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//--- Convert long volume to double cache array in O(1) incrementally
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ArrayResize(g_double_volume, rates_total);
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int start_sync = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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long volume_limit = (long)SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_LIMIT);
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if(volume_limit > 0)
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{
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for(int i = start_sync; i < rates_total; i++)
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g_double_volume[i] = (double)volume[i];
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}
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else
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{
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for(int i = start_sync; i < rates_total; i++)
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g_double_volume[i] = (double)tick_volume[i];
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}
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//--- 1. Calculate underlying Average True Range
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double atr_buf[];
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g_atr.Calculate(rates_total, prev_calculated, open, high, low, close, atr_buf);
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//--- 2. Calculate Velocity & Speed Envelopes (O(1) incremental)
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int start = (prev_calculated > 0) ? prev_calculated - 1 : InpATRPeriod + InpVelPeriod;
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for(int i = start; i < rates_total; i++)
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{
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double atr = atr_buf[i];
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if(atr == 0)
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{
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BufVel[i] = 0.0;
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BufSpeedPos[i] = 0.0;
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BufSpeedNeg[i] = 0.0;
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continue;
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}
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// Calculate Velocity Vector (Directional Slope)
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double vel = CMetricsTools::CalculateSlope(close[i], close[i - InpVelPeriod], atr, InpVelPeriod);
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BufVel[i] = vel;
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// Color coding logic based on swapped bull/bear thermal thresholds
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// 0: Gray (Neutral / No edge)
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// 1: LightSkyBlue (Bullish Flow / Trend building)
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// 2: DeepSkyBlue (Bullish Climax / Exhaustion zone)
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// 3: Coral (Bearish Flow / Trend building)
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// 4: OrangeRed (Bearish Climax / Exhaustion zone)
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if(vel >= InpThresholdHigh)
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BufCol[i] = 2.0; // Index 2: DeepSkyBlue
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else
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if(vel >= InpThresholdLow)
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BufCol[i] = 1.0; // Index 1: LightSkyBlue
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else
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if(vel <= -InpThresholdHigh)
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BufCol[i] = 4.0; // Index 4: OrangeRed
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else
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if(vel <= -InpThresholdLow)
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BufCol[i] = 3.0; // Index 3: Coral
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else
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BufCol[i] = 0.0; // Index 0: Gray
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// Calculate Speed Scalar (Total Path Length over Period / normalizer)
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double path_length = 0.0;
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for(int k = 0; k < InpVelPeriod; k++)
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{
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path_length += MathAbs(close[i - k] - close[i - k - 1]);
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}
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double speed = (path_length / InpVelPeriod) / atr;
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// Mirroring envelopes for both upside and downside analysis
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BufSpeedPos[i] = speed;
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BufSpeedNeg[i] = -speed;
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}
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//--- 3. Calculate Optional Signal Line on top of Velocity values (Handles VWMA dynamically)
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if(InpShowSignal && CheckPointer(g_signal_calculator) != POINTER_INVALID)
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{
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// Source start index is 'InpATRPeriod + InpVelPeriod' since Velocity before that is invalid
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g_signal_calculator.CalculateOnArray(rates_total, prev_calculated, BufVel, g_double_volume, BufSignal, InpATRPeriod + InpVelPeriod);
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}
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return rates_total;
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}
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//+------------------------------------------------------------------+
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//+------------------------------------------------------------------+
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