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Toh4iem9
117 lines
3.8 KiB
Plaintext
117 lines
3.8 KiB
Plaintext
//+------------------------------------------------------------------+
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//| VarianceRatio_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 "Variance Ratio (Lo-MacKinlay)."
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#property description "Ratio > 1: Trend. Ratio < 1: Mean Reversion."
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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 1.3
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#property indicator_level3 0.7
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#property indicator_levelcolor clrSilver
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#property indicator_levelstyle STYLE_DOT
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// Plot: VR Histogram
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#property indicator_label1 "VR"
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#property indicator_type1 DRAW_COLOR_HISTOGRAM
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// Colors: MeanRev(Blue), Random(Gray), Trend(Lime)
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#property indicator_color1 clrDeepSkyBlue, clrGray, clrLime
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#property indicator_style1 STYLE_SOLID
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#property indicator_width1 2
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#include <MyIncludes\VarianceRatio_Calculator.mqh>
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//--- Input Parameters
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input int InpWindow = 64; // Sampling Window (N)
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input int InpLag = 2; // Lag Period (q) - Usually 2
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input ENUM_APPLIED_PRICE InpPrice= PRICE_CLOSE;
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//--- Buffers
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double BufVR[];
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double BufColors[];
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//--- Calculator
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CVarianceRatioCalculator *g_calc;
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double g_price[];
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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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SetIndexBuffer(0, BufVR, INDICATOR_DATA);
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SetIndexBuffer(1, BufColors, INDICATOR_COLOR_INDEX);
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string name = StringFormat("VR(%d,%d)", InpWindow, InpLag);
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IndicatorSetString(INDICATOR_SHORTNAME, name);
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IndicatorSetInteger(INDICATOR_DIGITS, 2);
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g_calc = new CVarianceRatioCalculator();
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if(!g_calc.Init(InpWindow, InpLag))
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return INIT_FAILED;
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void OnDeinit(const int r)
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{
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if(CheckPointer(g_calc)==POINTER_DYNAMIC)
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delete g_calc;
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}
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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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if(rates_total < InpWindow + InpLag + 10)
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return 0;
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// Calc
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g_calc.Calculate(rates_total, prev_calculated, InpPrice, open, high, low, close, BufVR);
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// Color Logic
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int loop_start = (prev_calculated > 0) ? prev_calculated - 1 : InpWindow + InpLag;
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for(int i = loop_start; i < rates_total; i++)
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{
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double vr = BufVR[i];
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// Thresholds:
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// > 1.1 -> Strong Trend (Lime)
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// < 0.9 -> Mean Reversion (Blue)
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// 0.9 - 1.1 -> Random Walk (Gray)
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if(vr > 1.1)
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BufColors[i] = 2.0; // Lime
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else
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if(vr < 0.9)
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BufColors[i] = 0.0; // Blue
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else
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BufColors[i] = 1.0; // Gray
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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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