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https://github.com/softwaredevelop/mql5.git
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Toh4iem9
145 lines
4.5 KiB
Plaintext
145 lines
4.5 KiB
Plaintext
//+------------------------------------------------------------------+
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//| RVOL_MTF_Pro.mq5 |
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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 "1.00"
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#property description "Relative Volume (Multi-Timeframe)."
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#property description "Displays Normalized Volume of Higher Timeframe."
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#property indicator_separate_window
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#property indicator_buffers 2
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#property indicator_plots 1
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// Levels
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#property indicator_level1 1.0
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#property indicator_level2 2.0
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#property indicator_levelcolor clrSilver
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#property indicator_levelstyle STYLE_DOT
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// Plot: Histogram
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#property indicator_label1 "RVOL MTF"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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// Colors: Low(Gray), Normal(Blue), High/Institutional(OrangeRad)
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#property indicator_color1 clrGray, clrDodgerBlue, clrOrangeRed
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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#include <MyIncludes\RelativeVolume_Calculator.mqh>
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//--- Input Parameters
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input ENUM_TIMEFRAMES InpTimeframe = PERIOD_M15; // Target Timeframe
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input int InpPeriod = 20; // Average Period
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input double InpThreshold = 2.0; // High Activity Level
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//--- Buffers
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double BufRVOL[];
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double BufColor[];
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//--- Internal HTF Data
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long h_vol[];
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datetime h_time[];
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double h_res[]; // Result
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CRelativeVolumeCalculator *g_calc;
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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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if(InpTimeframe <= Period() && InpTimeframe != PERIOD_CURRENT)
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{
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Print("Warning: Target Timeframe should be > Current Timeframe.");
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}
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SetIndexBuffer(0, BufRVOL, INDICATOR_DATA);
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SetIndexBuffer(1, BufColor, INDICATOR_COLOR_INDEX);
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string tf_name = StringSubstr(EnumToString(InpTimeframe), 7);
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string name = StringFormat("RVOL MTF %s(%d)", tf_name, InpPeriod);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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g_calc = new CRelativeVolumeCalculator();
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if(!g_calc.Init(InpPeriod))
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return INIT_FAILED;
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return(INIT_SUCCEEDED);
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}
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void OnDeinit(const int r) { if(CheckPointer(g_calc)==POINTER_DYNAMIC) delete g_calc; }
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//+------------------------------------------------------------------+
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//| Calculate |
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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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// 1. Fetch HTF Data
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int htf_bars = iBars(_Symbol, InpTimeframe);
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if(htf_bars < InpPeriod + 10)
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return 0;
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int count = MathMin(htf_bars, 3000);
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ArraySetAsSeries(h_time, false);
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ArraySetAsSeries(h_vol, false);
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// Use Tick Volume mostly
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if(CopyTime(_Symbol, InpTimeframe, 0, count, h_time) != count)
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return 0;
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if(CopyTickVolume(_Symbol, InpTimeframe, 0, count, h_vol) != count)
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return 0;
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// 2. Calc on HTF
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if(ArraySize(h_res) != count)
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ArrayResize(h_res, count);
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g_calc.Calculate(count, 0, h_vol, h_res);
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// 3. Map to Current Chart
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int start = (prev_calculated > 0) ? prev_calculated - 1 : 0;
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for(int i = start; i < rates_total; i++)
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{
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datetime t = time[i];
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int shift_htf = iBarShift(_Symbol, InpTimeframe, t, false);
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if(shift_htf >= 0)
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{
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int idx_htf = count - 1 - shift_htf;
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if(idx_htf >= 0 && idx_htf < count)
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{
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double val = h_res[idx_htf];
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BufRVOL[i] = val;
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// Color Logic
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if(val > InpThreshold)
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BufColor[i] = 2.0; // High
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else
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if(val > 1.0)
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BufColor[i] = 1.0; // Normal
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else
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BufColor[i] = 0.0; // Low
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}
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else
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{
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BufRVOL[i] = EMPTY_VALUE;
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}
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}
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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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